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GGRA.L vs. DFIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GGRA.L and DFIV is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

GGRA.L vs. DFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) and Dimensional International Value ETF (DFIV). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
18.04%
39.75%
GGRA.L
DFIV

Key characteristics

Sharpe Ratio

GGRA.L:

0.54

DFIV:

0.98

Sortino Ratio

GGRA.L:

0.82

DFIV:

1.41

Omega Ratio

GGRA.L:

1.11

DFIV:

1.20

Calmar Ratio

GGRA.L:

0.52

DFIV:

1.16

Martin Ratio

GGRA.L:

2.13

DFIV:

4.49

Ulcer Index

GGRA.L:

3.60%

DFIV:

3.79%

Daily Std Dev

GGRA.L:

14.33%

DFIV:

17.45%

Max Drawdown

GGRA.L:

-30.94%

DFIV:

-25.42%

Current Drawdown

GGRA.L:

-3.92%

DFIV:

-0.16%

Returns By Period

In the year-to-date period, GGRA.L achieves a 1.43% return, which is significantly lower than DFIV's 14.81% return.


GGRA.L

YTD

1.43%

1M

7.56%

6M

-0.09%

1Y

7.67%

5Y*

12.25%

10Y*

N/A

DFIV

YTD

14.81%

1M

13.73%

6M

11.52%

1Y

14.76%

5Y*

N/A

10Y*

N/A

*Annualized

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GGRA.L vs. DFIV - Expense Ratio Comparison

GGRA.L has a 0.38% expense ratio, which is higher than DFIV's 0.27% expense ratio.


Expense ratio chart for GGRA.L: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GGRA.L: 0.38%
Expense ratio chart for DFIV: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIV: 0.27%

Risk-Adjusted Performance

GGRA.L vs. DFIV — Risk-Adjusted Performance Rank

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

GGRA.L
The Risk-Adjusted Performance Rank of GGRA.L is 5151
Overall Rank
The Sharpe Ratio Rank of GGRA.L is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of GGRA.L is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GGRA.L is 4949
Omega Ratio Rank
The Calmar Ratio Rank of GGRA.L is 5555
Calmar Ratio Rank
The Martin Ratio Rank of GGRA.L is 5555
Martin Ratio Rank

DFIV
The Risk-Adjusted Performance Rank of DFIV is 7878
Overall Rank
The Sharpe Ratio Rank of DFIV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DFIV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DFIV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DFIV is 8181
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.

GGRA.L vs. DFIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) and Dimensional International Value ETF (DFIV). 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.


The chart of Sharpe ratio for GGRA.L, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.00
GGRA.L: 0.36
DFIV: 0.73
The chart of Sortino ratio for GGRA.L, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.00
GGRA.L: 0.58
DFIV: 1.09
The chart of Omega ratio for GGRA.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
GGRA.L: 1.08
DFIV: 1.15
The chart of Calmar ratio for GGRA.L, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.00
GGRA.L: 0.34
DFIV: 0.86
The chart of Martin ratio for GGRA.L, currently valued at 1.38, compared to the broader market0.0020.0040.0060.00
GGRA.L: 1.38
DFIV: 3.28

The current GGRA.L Sharpe Ratio is 0.54, which is lower than the DFIV Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GGRA.L and DFIV, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.36
0.73
GGRA.L
DFIV

Dividends

GGRA.L vs. DFIV - Dividend Comparison

GGRA.L has not paid dividends to shareholders, while DFIV's dividend yield for the trailing twelve months is around 3.53%.


TTM2024202320222021
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%
DFIV
Dimensional International Value ETF
3.53%3.88%3.93%3.84%2.31%

Drawdowns

GGRA.L vs. DFIV - Drawdown Comparison

The maximum GGRA.L drawdown since its inception was -30.94%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for GGRA.L and DFIV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.92%
-0.16%
GGRA.L
DFIV

Volatility

GGRA.L vs. DFIV - Volatility Comparison

The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) is 9.60%, while Dimensional International Value ETF (DFIV) has a volatility of 11.63%. This indicates that GGRA.L experiences smaller price fluctuations and is considered to be less risky than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.60%
11.63%
GGRA.L
DFIV