FUSS.L vs. DGRG.L

Last updated Jun 5, 2026

FUSS.L (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both Large Cap Blend Equities funds - FUSS.L tracks the Russell 1000 TR USD while DGRG.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, FUSS.L returned 14.92%/yr vs 12.91%/yr for DGRG.L. Their correlation of 0.89 suggests significant overlap in exposure. FUSS.L charges 0.30%/yr vs 0.33%/yr for DGRG.L.

Performance

FUSS.L vs. DGRG.L - Performance Comparison

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

Different Trading Currencies

FUSS.L is traded in GBP, while DGRG.L is traded in GBp. To make them comparable, the DGRG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FUSS.L achieves a 10.18% return, which is significantly higher than DGRG.L's 6.87% return.

FUSS.L

• 1D: 0.21%
• 1M: 4.74%
• YTD: 10.18%
• 6M: 9.82%
• 1Y: 29.98%
• 3Y*: 19.64%
• 5Y*: 14.92%
• 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)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FUSS.L Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc	10.18%	9.84%	28.34%	22.30%	-11.83%	28.45%	13.81%
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc	6.87%	5.60%	20.13%	12.11%	2.74%	26.71%	9.34%

Correlation

The correlation between FUSS.L and DGRG.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020	0.89

The correlation between FUSS.L and DGRG.L has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

Return for Risk

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

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

FUSS.L

FUSS.L Risk / Return Rank: 77
FUSS.L Sharpe Ratio Rank: 81
FUSS.L Sortino Ratio Rank: 80
FUSS.L Omega Ratio Rank: 79
FUSS.L Calmar Ratio Rank: 73
FUSS.L Martin Ratio Rank: 70

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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.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.

	FUSS.L	DGRG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.60	2.38	+0.22
Sortino ratio: Return per unit of downside risk	3.50	3.32	+0.18
Omega ratio: Gain probability vs. loss probability	1.46	1.43	+0.03
Calmar ratio: Return relative to maximum drawdown	3.62	3.53	+0.09
Martin ratio: Return relative to average drawdown	12.87	12.98	-0.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FUSS.L Sharpe Ratio is 2.60, which is comparable to the DGRG.L Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of FUSS.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

	FUSS.L	DGRG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	2.38	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	1.03	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	1.06	1.01	+0.05

Drawdowns

FUSS.L vs. DGRG.L - Drawdown Comparison

The maximum FUSS.L drawdown since its inception was -22.18%, roughly equal to the maximum DGRG.L drawdown of -22.57%. Use the drawdown chart below to compare losses from any high point for FUSS.L and DGRG.L.

Drawdown Indicators

	FUSS.L	DGRG.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.18%	-22.57%	+0.39%
Max Drawdown (1Y) Largest decline over 1 year	-8.24%	-5.98%	-2.26%
Max Drawdown (3Y) Largest decline over 3 years	-22.18%	-17.72%	-4.46%
Max Drawdown (5Y) Largest decline over 5 years	-22.18%	-17.72%	-4.46%
Current Drawdown Current decline from peak	-0.02%	0.00%	-0.02%
Average Drawdown Average peak-to-trough decline	-3.62%	-2.96%	-0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	1.63%	+0.69%

Volatility

FUSS.L vs. DGRG.L - Volatility Comparison

Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) has a higher volatility of 2.62% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 2.40%. This indicates that FUSS.L's price experiences larger fluctuations and is considered to be riskier than DGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FUSS.L	DGRG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	2.40%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	7.70%	6.19%	+1.51%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	8.86%	+2.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	12.55%	+2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.17%	14.45%	+0.72%

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

FUSS.L has a 0.30% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.

Dividends

FUSS.L vs. DGRG.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

FUSS.L and DGRG.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

On fees, FUSS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

FUSS.L is cheaper with a 0.30% expense ratio, compared with 0.33% for DGRG.L.

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

FUSS.L tracks Russell 1000 TR USD, 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: 0.30% for FUSS.L and 0.33% for DGRG.L.