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

Performance

DPGT.L vs. DDGC.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

DPGT.L is traded in GBP, while DDGC.L is traded in USD. To make them comparable, the DDGC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DPGT.L achieves a 8.01% return, which is significantly lower than DDGC.L's 10.61% return.


DPGT.L

1D
0.04%
1M
2.54%
YTD
8.01%
6M
1Y
3Y*
5Y*
10Y*

DDGC.L

1D
-0.12%
1M
4.35%
YTD
10.61%
6M
11.32%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between DPGT.L and DDGC.L is 0.68, 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

0.68

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

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

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.L) and Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.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.

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


Loading charts...

Sharpe Ratios by Period


DPGT.LDDGC.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

1.93

-0.25

Drawdowns

DPGT.L vs. DDGC.L - Drawdown Comparison

The maximum DPGT.L drawdown since its inception was -7.65%, which is greater than DDGC.L's maximum drawdown of -6.20%. Use the drawdown chart below to compare losses from any high point for DPGT.L and DDGC.L.


Loading charts...

Drawdown Indicators


DPGT.LDDGC.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.65%

-6.20%

-1.45%

Current Drawdown

Current decline from peak

-0.04%

-0.12%

+0.08%

Average Drawdown

Average peak-to-trough decline

-1.98%

-1.35%

-0.63%

Volatility

DPGT.L vs. DDGC.L - Volatility Comparison


Loading charts...

Volatility by Period


DPGT.LDDGC.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

11.38%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.77%

11.38%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.77%

11.38%

-0.61%

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

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


Dividends

DPGT.L vs. DDGC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DPGT.L and DDGC.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

Portfolio Optimizer

Find the right allocation for DPGT.L and DDGC.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