FUQA.L vs. DGRP.L
FUQA.L (Fidelity US Quality Income ETF Acc) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both Large Cap Blend Equities funds - FUQA.L tracks the Fidelity US Quality Income Index while DGRP.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 12.90%/yr for DGRP.L. A 0.79 correlation means they provide meaningful diversification when combined. FUQA.L charges 0.25%/yr vs 0.33%/yr for DGRP.L.
Performance
FUQA.L vs. DGRP.L - Performance Comparison
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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*
- —
FUQA.L vs. DGRP.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% |
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
Financial Services
Communication Services
Consumer Cyclical
Healthcare
Industrials
Consumer Defensive
Energy
Basic Materials
Utilities
Real Estate
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Technology
FUQA.L
DGRP.L
Financial Services
FUQA.L
DGRP.L
Communication Services
FUQA.L
DGRP.L
Consumer Cyclical
FUQA.L
DGRP.L
Healthcare
FUQA.L
DGRP.L
Industrials
FUQA.L
DGRP.L
Consumer Defensive
FUQA.L
DGRP.L
Energy
FUQA.L
DGRP.L
Basic Materials
FUQA.L
DGRP.L
Utilities
FUQA.L
DGRP.L
Real Estate
FUQA.L
DGRP.L
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Return for Risk
FUQA.L vs. DGRP.L — Risk / Return Rank
FUQA.L
DGRP.L
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.L | DGRP.L | Difference | |
|---|---|---|---|
| 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 |
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
| FUQA.L | DGRP.L | Difference | |
|---|---|---|---|
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.L | DGRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -2.97% | -0.22% |
Ulcer IndexDepth 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.L | DGRP.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% | 6.17% | +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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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