FUQA.L vs. DGRG.L

Last updated Jun 5, 2026

FUQA.L (Fidelity US Quality Income ETF Acc) and DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both Large Cap Blend Equities funds - FUQA.L tracks the Fidelity US Quality Income Index while DGRG.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, FUQA.L returned 12.92%/yr vs 12.91%/yr for DGRG.L. A 0.79 correlation means they provide meaningful diversification when combined. FUQA.L charges 0.25%/yr vs 0.33%/yr for DGRG.L.

Performance

FUQA.L vs. DGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity US Quality Income ETF Acc (FUQA.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FUQA.L achieves a 8.88% return, which is significantly higher than DGRG.L's 6.87% return.

FUQA.L

• 1D: 0.02%
• 1M: 4.29%
• YTD: 8.88%
• 6M: 8.31%
• 1Y: 24.89%
• 3Y*: 14.90%
• 5Y*: 12.92%
• 10Y*: —

DGRG.L

• 1D: 0.15%
• 1M: 4.47%
• YTD: 6.87%
• 6M: 6.31%
• 1Y: 21.18%
• 3Y*: 13.50%
• 5Y*: 12.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FUQA.L vs. DGRG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUQA.L Fidelity US Quality Income ETF Acc	8.88%	7.90%	19.50%	11.85%	-0.00%	27.82%	8.23%	27.23%	1.10%	7.11%
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc	6.87%	5.60%	20.13%	12.11%	2.74%	26.71%	8.76%	24.78%	-1.18%	10.44%

Correlation

The correlation between FUQA.L and DGRG.L is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017	0.79

The correlation between FUQA.L and DGRG.L shifts across timeframes, from 0.63 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

FUQA.L vs. DGRG.L - Sectors Allocation Comparison

Sectors	FUQA.L	DGRG.L
Technology	36.9%	30.4%
Financial Services	12.1%	10.3%
Communication Services	10.3%	8.4%
Consumer Cyclical	9.1%	8.2%
Healthcare	9.0%	15.3%
Industrials	8.6%	10.9%
Consumer Defensive	4.4%	8.0%
Energy	3.3%	5.2%
Basic Materials	2.2%	3.1%
Utilities	2.1%	0.3%
Real Estate	2.1%	-

Return for Risk

FUQA.L vs. DGRG.L — Risk / Return Rank

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

FUQA.L

FUQA.L Risk / Return Rank: 76
FUQA.L Sharpe Ratio Rank: 76
FUQA.L Sortino Ratio Rank: 74
FUQA.L Omega Ratio Rank: 77
FUQA.L Calmar Ratio Rank: 72
FUQA.L Martin Ratio Rank: 82

DGRG.L

DGRG.L Risk / Return Rank: 73
DGRG.L Sharpe Ratio Rank: 74
DGRG.L Sortino Ratio Rank: 75
DGRG.L Omega Ratio Rank: 74
DGRG.L Calmar Ratio Rank: 72
DGRG.L Martin Ratio Rank: 70

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.

FUQA.L vs. DGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income ETF Acc (FUQA.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.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.

	FUQA.L	DGRG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.38	+0.05
Sortino ratio: Return per unit of downside risk	3.27	3.32	-0.05
Omega ratio: Gain probability vs. loss probability	1.45	1.43	+0.02
Calmar ratio: Return relative to maximum drawdown	3.57	3.53	+0.04
Martin ratio: Return relative to average drawdown	16.10	12.98	+3.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUQA.L vs. DGRG.L - Sharpe Ratio Comparison

The current FUQA.L Sharpe Ratio is 2.43, which is comparable to the DGRG.L Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of FUQA.L and DGRG.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.

Sharpe Ratios by Period

	FUQA.L	DGRG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	2.38	+0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	1.03	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	1.01	-0.09

Drawdowns

FUQA.L vs. DGRG.L - Drawdown Comparison

The maximum FUQA.L drawdown since its inception was -27.34%, which is greater than DGRG.L's maximum drawdown of -22.57%. Use the drawdown chart below to compare losses from any high point for FUQA.L and DGRG.L.

Drawdown Indicators

	FUQA.L	DGRG.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.34%	-22.57%	-4.77%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-5.98%	-0.97%
Max Drawdown (3Y) Largest decline over 3 years	-18.99%	-17.72%	-1.27%
Max Drawdown (5Y) Largest decline over 5 years	-18.99%	-17.72%	-1.27%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.19%	-2.96%	-0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	1.63%	-0.09%

Volatility

FUQA.L vs. DGRG.L - Volatility Comparison

The current volatility for Fidelity US Quality Income ETF Acc (FUQA.L) is 2.27%, while WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) has a volatility of 2.40%. This indicates that FUQA.L experiences smaller price fluctuations and is considered to be less risky than DGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FUQA.L	DGRG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.27%	2.40%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	7.26%	6.19%	+1.07%
Volatility (1Y) Calculated over the trailing 1-year period	10.20%	8.86%	+1.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.30%	12.55%	+0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.29%	14.45%	+1.84%

FUQA.L vs. DGRG.L - Expense Ratio Comparison

FUQA.L has a 0.25% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.

Dividends

FUQA.L vs. DGRG.L - Dividend Comparison

Neither FUQA.L nor DGRG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FUQA.L and DGRG.L in my portfolio?

FUQA.L and DGRG.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FUQA.L or DGRG.L?

On fees, FUQA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FUQA.L or DGRG.L?

FUQA.L is cheaper with a 0.25% expense ratio, compared with 0.33% for DGRG.L.

What is the main difference between FUQA.L and DGRG.L?

FUQA.L tracks Fidelity US Quality Income Index, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: Fidelity and WisdomTree. Their fees differ too: 0.25% for FUQA.L and 0.33% for DGRG.L.