DPGC.L vs. DPGT.L
DPGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) and DPGT.L (Dimensional Global Targeted Value UCITS ETF USD Acc) are both Global Equities funds from Dimensional. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. DPGC.L charges 0.26%/yr vs 0.44%/yr for DPGT.L.
Performance
DPGC.L vs. DPGT.L - Performance Comparison
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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*
- —
DPGC.L vs. DPGT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DPGC.L Dimensional Global Core Equity UCITS ETF USD Acc | 10.15% | 0.15% |
DPGT.L Dimensional Global Targeted Value UCITS ETF USD Acc | 7.97% | -0.48% |
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 |
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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.
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Sharpe Ratios by Period
| DPGC.L | DPGT.L | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| DPGC.L | DPGT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.24% | -7.65% | +1.41% |
Current DrawdownCurrent decline from peak | 0.00% | -0.07% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -2.00% | +0.74% |
Volatility
DPGC.L vs. DPGT.L - Volatility Comparison
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Volatility by Period
| DPGC.L | DPGT.L | Difference | |
|---|---|---|---|
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.
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.
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