EGRG.L vs. GGRP.L
EGRG.L (WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc) and GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD) are both exchange-traded funds - EGRG.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while GGRP.L is a Global Equities fund tracking the WisdomTree Global Developed Quality Dividend Growth. Both are passively managed. Over the past 5 years, EGRG.L returned 4.19%/yr vs 8.60%/yr for GGRP.L. At a 0.43 correlation, their price movements are largely independent. EGRG.L charges 0.29%/yr vs 0.38%/yr for GGRP.L.
Performance
EGRG.L vs. GGRP.L - Performance Comparison
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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 GGRP.L's 4.80% 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*
- —
GGRP.L
- 1D
- 0.39%
- 1M
- 4.76%
- YTD
- 4.80%
- 6M
- 5.35%
- 1Y
- 16.32%
- 3Y*
- 9.50%
- 5Y*
- 8.60%
- 10Y*
- —
EGRG.L vs. GGRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 24.56% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 4.80% | 7.06% | 9.85% | 11.62% | -3.21% | 20.07% | 13.17% | 29.78% | -5.75% | 13.25% |
Correlation
The correlation between EGRG.L and GGRP.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2017 | 0.43 |
Over the past year, EGRG.L and GGRP.L have become more correlated (0.77) than their long-term average of 0.43, meaning their price movements have been converging.
EGRG.L vs. GGRP.L - Sectors Allocation Comparison
Sectors
EGRG.L
GGRP.L
Industrials
Consumer Cyclical
Financial Services
Technology
Communication Services
Healthcare
Basic Materials
Energy
Consumer Defensive
Real Estate
Utilities
Industrials
EGRG.L
GGRP.L
Consumer Cyclical
EGRG.L
GGRP.L
Financial Services
EGRG.L
GGRP.L
Technology
EGRG.L
GGRP.L
Communication Services
EGRG.L
GGRP.L
Healthcare
EGRG.L
GGRP.L
Basic Materials
EGRG.L
GGRP.L
Energy
EGRG.L
GGRP.L
Consumer Defensive
EGRG.L
GGRP.L
Real Estate
EGRG.L
GGRP.L
Utilities
EGRG.L
GGRP.L
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Return for Risk
EGRG.L vs. GGRP.L — Risk / Return Rank
EGRG.L
GGRP.L
EGRG.L vs. GGRP.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 (GGRP.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.L | GGRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.89 | -0.83 |
| Martin ratioReturn relative to average drawdown | 3.42 | 7.20 | -3.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGRG.L | GGRP.L | Difference | |
|---|---|---|---|
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 | 0.72 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.90 | -0.13 |
Drawdowns
EGRG.L vs. GGRP.L - Drawdown Comparison
The maximum EGRG.L drawdown since its inception was -29.27%, which is greater than GGRP.L's maximum drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for EGRG.L and GGRP.L.
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Drawdown Indicators
| EGRG.L | GGRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.27% | -22.60% | -6.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -8.59% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -16.46% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -28.06% | -16.46% | -11.60% |
Current DrawdownCurrent decline from peak | -0.49% | 0.00% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -2.93% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 2.26% | +1.52% |
Volatility
EGRG.L vs. GGRP.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 (GGRP.L) at 3.00%. This indicates that EGRG.L's price experiences larger fluctuations and is considered to be riskier than GGRP.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.L | GGRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 3.00% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.08% | 8.07% | +5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 10.17% | +5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.39% | 12.07% | +7.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 15.35% | +9.23% |
EGRG.L vs. GGRP.L - Expense Ratio Comparison
EGRG.L has a 0.29% expense ratio, which is lower than GGRP.L's 0.38% expense ratio.
Dividends
EGRG.L vs. GGRP.L - Dividend Comparison
EGRG.L has not paid dividends to shareholders, while GGRP.L's dividend yield for the trailing twelve months is around 0.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EGRG.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 0.01% | 0.01% | 0.54% | 1.86% | 2.42% | 1.60% | 1.46% | 1.88% | 2.13% | 1.41% |
Frequently Asked Questions
EGRG.L and GGRP.L have a correlation of 0.77, 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 GGRP.L.
EGRG.L is categorized as Europe Equities, while GGRP.L is Global Equities. EGRG.L tracks MSCI EMU NR EUR, while GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.29% for EGRG.L and 0.38% for GGRP.L.
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