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EGRG.L vs. GGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGRG.L vs. GGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGRG.L achieves a 5.70% return, which is significantly higher than GGRG.L's 5.29% return.


EGRG.L

1D
0.26%
1M
5.98%
YTD
5.70%
6M
6.98%
1Y
12.97%
3Y*
7.25%
5Y*
4.19%
10Y*

GGRG.L

1D
0.22%
1M
4.59%
YTD
5.29%
6M
5.72%
1Y
17.64%
3Y*
10.49%
5Y*
9.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGRG.L vs. GGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGRG.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc
5.70%19.51%-7.58%16.82%-14.36%18.71%10.44%23.27%-12.36%33.71%
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
5.29%8.36%11.10%11.54%-3.39%20.90%12.53%29.81%-5.38%17.54%

Correlation

The correlation between EGRG.L and GGRG.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2016

0.40

Over the past year, EGRG.L and GGRG.L have become more correlated (0.70) than their long-term average of 0.40, meaning their price movements have been converging.

EGRG.L vs. GGRG.L - Sectors Allocation Comparison


Sectors
EGRG.L
GGRG.L

Industrials

24.4%
18.8%

Consumer Cyclical

23.1%
15.4%

Financial Services

17.0%
8.4%

Technology

9.6%
21.6%

Communication Services

9.3%
8.6%

Healthcare

2.9%
15.7%

Basic Materials

2.7%
3.7%

Energy

1.2%
0.0%

Consumer Defensive

0.9%
7.2%

Real Estate

0.3%
0.2%

Utilities

0.2%
0.4%

Industrials

EGRG.L
24.4%
GGRG.L
18.8%

Consumer Cyclical

EGRG.L
23.1%
GGRG.L
15.4%

Financial Services

EGRG.L
17.0%
GGRG.L
8.4%

Technology

EGRG.L
9.6%
GGRG.L
21.6%

Communication Services

EGRG.L
9.3%
GGRG.L
8.6%

Healthcare

EGRG.L
2.9%
GGRG.L
15.7%

Basic Materials

EGRG.L
2.7%
GGRG.L
3.7%

Energy

EGRG.L
1.2%
GGRG.L
0.0%

Consumer Defensive

EGRG.L
0.9%
GGRG.L
7.2%

Real Estate

EGRG.L
0.3%
GGRG.L
0.2%

Utilities

EGRG.L
0.2%
GGRG.L
0.4%

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Return for Risk

EGRG.L vs. GGRG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGRG.L
EGRG.L Risk / Return Rank: 2525
Overall Rank
EGRG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EGRG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
EGRG.L Omega Ratio Rank: 2525
Omega Ratio Rank
EGRG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EGRG.L Martin Ratio Rank: 2626
Martin Ratio Rank

GGRG.L
GGRG.L Risk / Return Rank: 4646
Overall Rank
GGRG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGRG.L vs. GGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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.


EGRG.LGGRG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.16

1.30

-0.14

Calmar ratioReturn relative to maximum drawdown

1.06

2.02

-0.96

Martin ratioReturn relative to average drawdown

3.42

7.78

-4.36

EGRG.L vs. GGRG.L - Sharpe Ratio Comparison

The current EGRG.L Sharpe Ratio is 0.84, which is lower than the GGRG.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EGRG.L and GGRG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EGRG.LGGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.60

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.76

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.93

-0.16

Drawdowns

EGRG.L vs. GGRG.L - Drawdown Comparison

The maximum EGRG.L drawdown since its inception was -29.27%, which is greater than GGRG.L's maximum drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for EGRG.L and GGRG.L.


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Drawdown Indicators


EGRG.LGGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.27%

-22.15%

-7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-8.70%

-3.47%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

-16.17%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

-16.17%

-11.89%

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-7.21%

-2.91%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

2.26%

+1.52%

Volatility

EGRG.L vs. GGRG.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.L) has a higher volatility of 5.17% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.62%. This indicates that EGRG.L's price experiences larger fluctuations and is considered to be riskier than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGRG.LGGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

2.62%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

7.97%

+5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

11.02%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

12.13%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

13.52%

+11.06%

EGRG.L vs. GGRG.L - Expense Ratio Comparison

EGRG.L has a 0.29% expense ratio, which is lower than GGRG.L's 0.38% expense ratio.


Dividends

EGRG.L vs. GGRG.L - Dividend Comparison

Neither EGRG.L nor GGRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EGRG.L and GGRG.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EGRG.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EGRG.L is cheaper with a 0.29% expense ratio, compared with 0.38% for GGRG.L.

EGRG.L is categorized as Europe Equities, while GGRG.L is Global Equities. EGRG.L tracks MSCI EMU NR EUR, while GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.29% for EGRG.L and 0.38% for GGRG.L.

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