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FUSD.L vs. DGRP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUSD.L and DGRP.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FUSD.L vs. DGRP.L - Performance Comparison

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

140.00%150.00%160.00%170.00%180.00%SeptemberOctoberNovemberDecember2025February
159.74%
173.15%
FUSD.L
DGRP.L

Key characteristics

Sharpe Ratio

FUSD.L:

1.40

DGRP.L:

1.67

Sortino Ratio

FUSD.L:

2.00

DGRP.L:

2.55

Omega Ratio

FUSD.L:

1.26

DGRP.L:

1.31

Calmar Ratio

FUSD.L:

2.64

DGRP.L:

3.87

Martin Ratio

FUSD.L:

7.30

DGRP.L:

10.67

Ulcer Index

FUSD.L:

2.21%

DGRP.L:

1.62%

Daily Std Dev

FUSD.L:

11.53%

DGRP.L:

10.32%

Max Drawdown

FUSD.L:

-35.82%

DGRP.L:

-22.56%

Current Drawdown

FUSD.L:

-1.78%

DGRP.L:

-1.72%

Returns By Period

In the year-to-date period, FUSD.L achieves a 2.17% return, which is significantly lower than DGRP.L's 2.93% return.


FUSD.L

YTD

2.17%

1M

2.34%

6M

5.21%

1Y

16.83%

5Y*

12.22%

10Y*

N/A

DGRP.L

YTD

2.93%

1M

-0.04%

6M

8.83%

1Y

17.70%

5Y*

13.95%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD
Expense ratio chart for DGRP.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for FUSD.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

FUSD.L vs. DGRP.L — Risk-Adjusted Performance Rank

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

FUSD.L
The Risk-Adjusted Performance Rank of FUSD.L is 6262
Overall Rank
The Sharpe Ratio Rank of FUSD.L is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FUSD.L is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FUSD.L is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FUSD.L is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FUSD.L is 6363
Martin Ratio Rank

DGRP.L
The Risk-Adjusted Performance Rank of DGRP.L is 7777
Overall Rank
The Sharpe Ratio Rank of DGRP.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRP.L is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DGRP.L is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DGRP.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DGRP.L is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FUSD.L vs. DGRP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income ETF Inc (FUSD.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.


Sharpe ratio
The chart of Sharpe ratio for FUSD.L, currently valued at 1.40, compared to the broader market0.002.004.001.401.65
The chart of Sortino ratio for FUSD.L, currently valued at 2.00, compared to the broader market0.005.0010.002.002.41
The chart of Omega ratio for FUSD.L, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.29
The chart of Calmar ratio for FUSD.L, currently valued at 2.64, compared to the broader market0.005.0010.0015.0020.002.642.92
The chart of Martin ratio for FUSD.L, currently valued at 7.30, compared to the broader market0.0020.0040.0060.0080.00100.007.307.56
FUSD.L
DGRP.L

The current FUSD.L Sharpe Ratio is 1.40, which is comparable to the DGRP.L Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FUSD.L and DGRP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.40
1.65
FUSD.L
DGRP.L

Dividends

FUSD.L vs. DGRP.L - Dividend Comparison

FUSD.L's dividend yield for the trailing twelve months is around 1.81%, more than DGRP.L's 1.15% yield.


TTM20242023202220212020201920182017
FUSD.L
Fidelity US Quality Income ETF Inc
1.34%1.85%2.10%2.31%2.30%2.30%1.95%2.25%1.25%
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD
1.15%1.16%1.33%1.47%1.34%2.74%2.32%1.90%1.36%

Drawdowns

FUSD.L vs. DGRP.L - Drawdown Comparison

The maximum FUSD.L drawdown since its inception was -35.82%, 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 FUSD.L and DGRP.L. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.78%
-1.34%
FUSD.L
DGRP.L

Volatility

FUSD.L vs. DGRP.L - Volatility Comparison

Fidelity US Quality Income ETF Inc (FUSD.L) has a higher volatility of 3.55% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) at 2.42%. This indicates that FUSD.L's price experiences larger fluctuations and is considered to be riskier than DGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.55%
2.42%
FUSD.L
DGRP.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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