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FUQA.L vs. DGRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUQA.L vs. DGRP.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 (DGRP.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, FUQA.L achieves a 8.88% return, which is significantly higher than DGRP.L's 6.78% 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*

DGRP.L

1D
0.22%
1M
4.26%
YTD
6.78%
6M
6.28%
1Y
21.07%
3Y*
13.46%
5Y*
12.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD
6.78%5.43%20.19%12.25%2.72%26.66%10.26%25.55%-1.13%10.21%

Correlation

The correlation between FUQA.L and DGRP.L is 0.65, 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

0.65

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

0.84

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 DGRP.L shifts across timeframes, from 0.65 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

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


Sectors
FUQA.L
DGRP.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%

-

Technology

FUQA.L
36.9%
DGRP.L
30.4%

Financial Services

FUQA.L
12.1%
DGRP.L
10.3%

Communication Services

FUQA.L
10.3%
DGRP.L
8.4%

Consumer Cyclical

FUQA.L
9.1%
DGRP.L
8.2%

Healthcare

FUQA.L
9.0%
DGRP.L
15.3%

Industrials

FUQA.L
8.6%
DGRP.L
10.9%

Consumer Defensive

FUQA.L
4.4%
DGRP.L
8.0%

Energy

FUQA.L
3.3%
DGRP.L
5.2%

Basic Materials

FUQA.L
2.2%
DGRP.L
3.1%

Utilities

FUQA.L
2.1%
DGRP.L
0.3%

Real Estate

FUQA.L
2.1%
DGRP.L

-

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Return for Risk

FUQA.L vs. DGRP.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: 7676
Overall Rank
FUQA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FUQA.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
FUQA.L Omega Ratio Rank: 7777
Omega Ratio Rank
FUQA.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FUQA.L Martin Ratio Rank: 8282
Martin Ratio Rank

DGRP.L
DGRP.L Risk / Return Rank: 7272
Overall Rank
DGRP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRP.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGRP.L Omega Ratio Rank: 7373
Omega Ratio Rank
DGRP.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
DGRP.L Martin Ratio Rank: 7070
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.

FUQA.L vs. DGRP.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 (DGRP.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.LDGRP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.45

1.43

+0.02

Calmar ratioReturn relative to maximum drawdown

3.57

3.46

+0.10

Martin ratioReturn relative to average drawdown

16.10

12.96

+3.14

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

The current FUQA.L Sharpe Ratio is 2.43, which is comparable to the DGRP.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of FUQA.L and DGRP.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


FUQA.LDGRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.36

+0.07

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

0.94

-0.01

Drawdowns

FUQA.L vs. DGRP.L - Drawdown Comparison

The maximum FUQA.L drawdown since its inception was -27.34%, which is greater than DGRP.L's maximum drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for FUQA.L and DGRP.L.


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Drawdown Indicators


FUQA.LDGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.34%

-22.56%

-4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-6.06%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.99%

-17.76%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-17.76%

-1.23%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.19%

-2.97%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.62%

-0.08%

Volatility

FUQA.L vs. DGRP.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 (DGRP.L) has a volatility of 2.40%. This indicates that FUQA.L experiences smaller price fluctuations and is considered to be less risky than DGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUQA.LDGRP.LDifference

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%

6.17%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

8.88%

+1.32%

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%

14.35%

+1.94%

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

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


Dividends

FUQA.L vs. DGRP.L - Dividend Comparison

FUQA.L has not paid dividends to shareholders, while DGRP.L's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM202520242023202220212020201920182017
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD
1.01%1.10%1.16%1.33%1.47%1.34%2.74%2.32%1.90%1.36%
FUQA.L
Fidelity US Quality Income ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FUQA.L and DGRP.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

FUQA.L tracks Fidelity US Quality Income Index, while DGRP.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 DGRP.L.

Portfolio Optimizer

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