PortfoliosLab logoPortfoliosLab logo
DPGC.L vs. DPGT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPGC.L vs. DPGT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.L) and Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DPGC.L achieves a 10.15% return, which is significantly higher than DPGT.L's 7.97% return.


DPGC.L

1D
0.33%
1M
4.67%
YTD
10.15%
6M
9.90%
1Y
3Y*
5Y*
10Y*

DPGT.L

1D
0.33%
1M
2.50%
YTD
7.97%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPGC.L vs. DPGT.L - Yearly Performance Comparison


Correlation

The correlation between DPGC.L and DPGT.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 23, 2025

0.76

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DPGC.L vs. DPGT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.L) and Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DPGC.L vs. DPGT.L - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


DPGC.LDPGT.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

3.22

1.68

+1.54

Drawdowns

DPGC.L vs. DPGT.L - Drawdown Comparison

The maximum DPGC.L drawdown since its inception was -6.24%, smaller than the maximum DPGT.L drawdown of -7.65%. Use the drawdown chart below to compare losses from any high point for DPGC.L and DPGT.L.


Loading charts...

Drawdown Indicators


DPGC.LDPGT.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.24%

-7.65%

+1.41%

Current Drawdown

Current decline from peak

0.00%

-0.07%

+0.07%

Average Drawdown

Average peak-to-trough decline

-1.26%

-2.00%

+0.74%

Volatility

DPGC.L vs. DPGT.L - Volatility Comparison


Loading charts...

Volatility by Period


DPGC.LDPGT.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

10.82%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.15%

10.82%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.15%

10.82%

-1.67%

DPGC.L vs. DPGT.L - Expense Ratio Comparison

DPGC.L has a 0.26% expense ratio, which is lower than DPGT.L's 0.44% expense ratio.


Dividends

DPGC.L vs. DPGT.L - Dividend Comparison

Neither DPGC.L nor DPGT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DPGC.L and DPGT.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DPGC.L is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DPGC.L is cheaper with a 0.26% expense ratio, compared with 0.44% for DPGT.L.

Their fees differ too: 0.26% for DPGC.L and 0.44% for DPGT.L.

Portfolio Optimizer

Find the right allocation for DPGC.L and DPGT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer