GGRA.L vs. LDGL.L

Last updated Jun 5, 2026

GGRA.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) and LDGL.L (L&G Global Quality Dividends UCITS ETF USD Distributing) are both Global Equity Income funds - GGRA.L tracks the WisdomTree Global Developed Quality Dividend Growth while LDGL.L tracks the FTSE Developed All Cap Dividend Growth with Quality Index. Both are passively managed. Their correlation of 0.85 suggests significant overlap in exposure. GGRA.L charges 0.38%/yr vs 0.29%/yr for LDGL.L.

Performance

GGRA.L vs. LDGL.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 L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GGRA.L

• 1D: 0.16%
• 1M: 3.46%
• YTD: 5.13%
• 6M: 6.21%
• 1Y: 16.41%
• 3Y*: 13.40%
• 5Y*: 8.02%
• 10Y*: —

LDGL.L

• 1D: 0.27%
• 1M: 1.58%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)
GGRA.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc	3.15%
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing	8.09%

Correlation

The correlation between GGRA.L and LDGL.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 16, 2026	0.85

Return for Risk

GGRA.L vs. LDGL.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: 39
GGRA.L Sharpe Ratio Rank: 38
GGRA.L Sortino Ratio Rank: 43
GGRA.L Omega Ratio Rank: 40
GGRA.L Calmar Ratio Rank: 33
GGRA.L Martin Ratio Rank: 41

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. LDGL.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 L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.L	LDGL.L	Difference
Sharpe ratio: Return per unit of total volatility	1.33	—	—
Sortino ratio: Return per unit of downside risk	2.13	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.61	—	—
Martin ratio: Return relative to average drawdown	6.38	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GGRA.L	LDGL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	1.52	-0.74

Drawdowns

GGRA.L vs. LDGL.L - Drawdown Comparison

The maximum GGRA.L drawdown since its inception was -30.94%, which is greater than LDGL.L's maximum drawdown of -9.46%. Use the drawdown chart below to compare losses from any high point for GGRA.L and LDGL.L.

Drawdown Indicators

	GGRA.L	LDGL.L	Difference
Max Drawdown Largest peak-to-trough decline	-30.94%	-9.46%	-21.48%
Max Drawdown (1Y) Largest decline over 1 year	-10.14%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.35%	—	—
Current Drawdown Current decline from peak	-0.16%	-1.32%	+1.16%
Average Drawdown Average peak-to-trough decline	-4.29%	-2.88%	-1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	—	—

Volatility

Volatility by Period

	GGRA.L	LDGL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.29%	14.97%	-2.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.66%	14.97%	-0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.91%	14.97%	-0.06%

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

GGRA.L has a 0.38% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.

Dividends

GGRA.L vs. LDGL.L - Dividend Comparison

GGRA.L has not paid dividends to shareholders, while LDGL.L's dividend yield for the trailing twelve months is around 1.30%.

Position	TTM
GGRA.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc	0.00%
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing	1.30%

Frequently Asked Questions

Can I hold both GGRA.L and LDGL.L in my portfolio?

GGRA.L and LDGL.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GGRA.L or LDGL.L?

On fees, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GGRA.L or LDGL.L?

LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.38% for GGRA.L.

What is the main difference between GGRA.L and LDGL.L?

GGRA.L tracks WisdomTree Global Developed Quality Dividend Growth, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. They also come from different issuers: WisdomTree and L&G. Their fees differ too: 0.38% for GGRA.L and 0.29% for LDGL.L.