GGRG.L vs. ASDV.L
Compare and contrast key facts about WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L).
GGRG.L and ASDV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GGRG.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Jun 3, 2016. ASDV.L is a passively managed fund by State Street that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on May 14, 2013. Both GGRG.L and ASDV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GGRG.L or ASDV.L.
Key characteristics
| GGRG.L | ASDV.L | |
|---|---|---|
| YTD Return | 11.82% | 6.06% |
| 1Y Return | 18.12% | 15.50% |
| 3Y Return (Ann) | 7.13% | 1.32% |
| 5Y Return (Ann) | 10.87% | 2.28% |
| Sharpe Ratio | 2.11 | 0.27 |
| Sortino Ratio | 3.04 | 0.54 |
| Omega Ratio | 1.38 | 1.06 |
| Calmar Ratio | 4.09 | 0.24 |
| Martin Ratio | 13.75 | 0.78 |
| Ulcer Index | 1.29% | 6.18% |
| Daily Std Dev | 8.37% | 17.06% |
| Max Drawdown | -22.15% | -35.08% |
| Current Drawdown | -0.14% | -8.95% |
Correlation
The correlation between GGRG.L and ASDV.L is 0.54, 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.
Performance
GGRG.L vs. ASDV.L - Performance Comparison
In the year-to-date period, GGRG.L achieves a 11.82% return, which is significantly higher than ASDV.L's 6.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GGRG.L vs. ASDV.L - Expense Ratio Comparison
GGRG.L has a 0.38% expense ratio, which is lower than ASDV.L's 0.55% expense ratio.
Risk-Adjusted Performance
GGRG.L vs. ASDV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.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.
Dividends
GGRG.L vs. ASDV.L - Dividend Comparison
GGRG.L has not paid dividends to shareholders, while ASDV.L's dividend yield for the trailing twelve months is around 3.09%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASDV.L SPDR S&P Pan Asia Dividend Aristocrats UCITS | 3.09% | 2.91% | 3.63% | 2.98% | 2.82% | 2.63% | 2.56% | 1.70% | 2.38% | 3.24% | 2.96% |
Drawdowns
GGRG.L vs. ASDV.L - Drawdown Comparison
The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum ASDV.L drawdown of -35.08%. Use the drawdown chart below to compare losses from any high point for GGRG.L and ASDV.L. For additional features, visit the drawdowns tool.
Volatility
GGRG.L vs. ASDV.L - Volatility Comparison
The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) is 2.56%, while SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) has a volatility of 5.32%. This indicates that GGRG.L experiences smaller price fluctuations and is considered to be less risky than ASDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.