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GGRA.L vs. XDEQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRA.L vs. XDEQ.DE - 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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE). The values are adjusted to include any dividend payments, if applicable.

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

GGRA.L vs. XDEQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

GGRA.L
GGRA.L Risk / Return Rank: 3939
Overall Rank
GGRA.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GGRA.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
GGRA.L Omega Ratio Rank: 4040
Omega Ratio Rank
GGRA.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
GGRA.L Martin Ratio Rank: 4141
Martin Ratio Rank

XDEQ.DE
XDEQ.DE Risk / Return Rank: 5858
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 5555
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDEQ.DE 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. 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.LXDEQ.DEDifference
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

GGRA.L vs. XDEQ.DE - Sharpe Ratio Comparison

The current GGRA.L Sharpe Ratio is 1.33, which is comparable to the XDEQ.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of GGRA.L and XDEQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GGRA.LXDEQ.DEDifference

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.LXDEQ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.16%

-0.26%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.29%

-4.91%

+0.62%

Ulcer Index

Depth 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.LXDEQ.DEDifference

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.


Tickers have no history of dividend payments

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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