GGRA.L vs. XDEQ.DE
GGRA.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - GGRA.L is a Global Equity Income fund tracking the WisdomTree Global Developed Quality Dividend Growth, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, GGRA.L returned 8.02%/yr vs 10.39%/yr for XDEQ.DE. Their correlation of 0.80 suggests significant overlap in exposure. GGRA.L charges 0.38%/yr vs 0.25%/yr for XDEQ.DE.
Performance
GGRA.L vs. XDEQ.DE - Performance Comparison
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Different Trading Currencies
GGRA.L is traded in USD, while XDEQ.DE is traded in EUR. To make them comparable, the XDEQ.DE 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 5.13% return, which is significantly lower than XDEQ.DE's 8.22% return.
GGRA.L
- 1D
- 0.16%
- 1M
- 3.46%
- YTD
- 5.13%
- 6M
- 6.21%
- 1Y
- 16.41%
- 3Y*
- 13.40%
- 5Y*
- 8.02%
- 10Y*
- —
XDEQ.DE
- 1D
- 0.92%
- 1M
- 3.58%
- YTD
- 8.22%
- 6M
- 9.88%
- 1Y
- 21.05%
- 3Y*
- 18.32%
- 5Y*
- 10.39%
- 10Y*
- 12.63%
GGRA.L vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGRA.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | 5.13% | 16.19% | 8.94% | 18.40% | -13.65% | 19.40% | 16.48% | 34.97% | -11.18% | 29.07% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 8.22% | 16.13% | 16.73% | 25.68% | -19.63% | 24.02% | 14.68% | 31.35% | -7.87% | 23.45% |
Correlation
The correlation between GGRA.L and XDEQ.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016 | 0.80 |
The correlation between GGRA.L and XDEQ.DE has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
GGRA.L vs. XDEQ.DE — Risk / Return Rank
GGRA.L
XDEQ.DE
GGRA.L vs. XDEQ.DE - 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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE). 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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.44 | -0.83 |
| Martin ratioReturn relative to average drawdown | 6.38 | 10.30 | -3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GGRA.L | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.85 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.67 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.75 | +0.03 |
Drawdowns
GGRA.L vs. XDEQ.DE - Drawdown Comparison
The maximum GGRA.L drawdown since its inception was -30.94%, smaller than the maximum XDEQ.DE drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for GGRA.L and XDEQ.DE.
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Drawdown Indicators
| GGRA.L | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.94% | -32.65% | +1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -8.60% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -14.77% | -16.82% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.35% | -27.79% | +3.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -0.16% | -0.26% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -4.91% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.04% | +0.53% |
Volatility
GGRA.L vs. XDEQ.DE - Volatility Comparison
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) has a higher volatility of 3.51% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.61%. This indicates that GGRA.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGRA.L | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 2.61% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 8.43% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 11.33% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 15.44% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 16.08% | -1.17% |
GGRA.L vs. XDEQ.DE - Expense Ratio Comparison
GGRA.L has a 0.38% expense ratio, which is higher than XDEQ.DE's 0.25% expense ratio.
Dividends
GGRA.L vs. XDEQ.DE - Dividend Comparison
Neither GGRA.L nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
GGRA.L and XDEQ.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.38% for GGRA.L.
GGRA.L is categorized as Global Equity Income, while XDEQ.DE is Global Equities. GGRA.L tracks WisdomTree Global Developed Quality Dividend Growth, while XDEQ.DE tracks MSCI ACWI NR USD. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.38% for GGRA.L and 0.25% for XDEQ.DE.
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