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GGRA.L vs. IWFQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGRA.L vs. IWFQ.L - 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 iShares MSCI World Quality Factor UCITS (IWFQ.L). The values are adjusted to include any dividend payments, if applicable.

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GGRA.L vs. IWFQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
-3.44%16.19%8.94%18.40%-13.65%19.40%16.48%34.97%-11.18%29.07%
IWFQ.L
iShares MSCI World Quality Factor UCITS
-1.37%15.51%16.94%25.44%-19.22%24.04%14.33%30.91%-7.87%23.17%
Different Trading Currencies

GGRA.L is traded in USD, while IWFQ.L is traded in GBp. To make them comparable, the IWFQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GGRA.L achieves a -3.44% return, which is significantly lower than IWFQ.L's -1.37% return.


GGRA.L

1D
2.75%
1M
-5.47%
YTD
-3.44%
6M
0.16%
1Y
12.02%
3Y*
11.08%
5Y*
7.56%
10Y*

IWFQ.L

1D
2.42%
1M
-4.79%
YTD
-1.37%
6M
2.06%
1Y
16.14%
3Y*
16.30%
5Y*
9.67%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGRA.L vs. IWFQ.L - Expense Ratio Comparison

GGRA.L has a 0.38% expense ratio, which is higher than IWFQ.L's 0.30% expense ratio.


Return for Risk

GGRA.L vs. IWFQ.L — Risk / Return Rank

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

GGRA.L
GGRA.L Risk / Return Rank: 4343
Overall Rank
GGRA.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GGRA.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
GGRA.L Omega Ratio Rank: 4242
Omega Ratio Rank
GGRA.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
GGRA.L Martin Ratio Rank: 4646
Martin Ratio Rank

IWFQ.L
IWFQ.L Risk / Return Rank: 5656
Overall Rank
IWFQ.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IWFQ.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWFQ.L Omega Ratio Rank: 4949
Omega Ratio Rank
IWFQ.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IWFQ.L Martin Ratio Rank: 6767
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.

GGRA.L vs. IWFQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) and iShares MSCI World Quality Factor UCITS (IWFQ.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.


GGRA.LIWFQ.LDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.06

-0.23

Sortino ratio

Return per unit of downside risk

1.23

1.54

-0.31

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.18

1.73

-0.56

Martin ratio

Return relative to average drawdown

4.74

7.10

-2.36

GGRA.L vs. IWFQ.L - Sharpe Ratio Comparison

The current GGRA.L Sharpe Ratio is 0.83, which is comparable to the IWFQ.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of GGRA.L and IWFQ.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.


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Sharpe Ratios by Period


GGRA.LIWFQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.06

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.63

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.67

+0.06

Correlation

The correlation between GGRA.L and IWFQ.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GGRA.L vs. IWFQ.L - Dividend Comparison

Neither GGRA.L nor IWFQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GGRA.L vs. IWFQ.L - Drawdown Comparison

The maximum GGRA.L drawdown since its inception was -30.94%, roughly equal to the maximum IWFQ.L drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for GGRA.L and IWFQ.L.


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Drawdown Indicators


GGRA.LIWFQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.94%

-23.91%

-7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-9.89%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-17.96%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-23.91%

Current Drawdown

Current decline from peak

-7.08%

-4.30%

-2.78%

Average Drawdown

Average peak-to-trough decline

-4.33%

-3.66%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.79%

+0.73%

Volatility

GGRA.L vs. IWFQ.L - Volatility Comparison

WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) has a higher volatility of 5.53% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 4.92%. This indicates that GGRA.L's price experiences larger fluctuations and is considered to be riskier than IWFQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGRA.LIWFQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

4.92%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

8.43%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

15.20%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

15.32%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

15.45%

-0.57%