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GGRG.L vs. DGRG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGRG.L vs. DGRG.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 (GGRG.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). The values are adjusted to include any dividend payments, if applicable.

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GGRG.L vs. DGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
-2.50%8.36%11.10%11.54%-3.39%20.90%12.53%29.81%-5.38%17.54%
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
-1.59%5.60%20.13%12.11%2.74%26.71%8.76%24.78%-1.18%15.61%

Returns By Period

In the year-to-date period, GGRG.L achieves a -2.50% return, which is significantly lower than DGRG.L's -1.59% return.


GGRG.L

1D
1.73%
1M
-5.09%
YTD
-2.50%
6M
1.31%
1Y
8.57%
3Y*
8.37%
5Y*
8.36%
10Y*

DGRG.L

1D
0.87%
1M
-4.19%
YTD
-1.59%
6M
1.10%
1Y
8.52%
3Y*
11.66%
5Y*
11.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGRG.L vs. DGRG.L - Expense Ratio Comparison

GGRG.L has a 0.38% expense ratio, which is higher than DGRG.L's 0.33% expense ratio.


Return for Risk

GGRG.L vs. DGRG.L — Risk / Return Rank

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

GGRG.L
GGRG.L Risk / Return Rank: 3434
Overall Rank
GGRG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 3030
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4242
Martin Ratio Rank

DGRG.L
DGRG.L Risk / Return Rank: 3838
Overall Rank
DGRG.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 3131
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 4545
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.

GGRG.L vs. DGRG.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 (GGRG.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.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.


GGRG.LDGRG.LDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.65

-0.01

Sortino ratio

Return per unit of downside risk

0.96

0.96

-0.01

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

1.03

1.45

-0.41

Martin ratio

Return relative to average drawdown

4.13

4.67

-0.54

GGRG.L vs. DGRG.L - Sharpe Ratio Comparison

The current GGRG.L Sharpe Ratio is 0.64, which is comparable to the DGRG.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GGRG.L and DGRG.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


GGRG.LDGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.65

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.91

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.95

-0.08

Correlation

The correlation between GGRG.L and DGRG.L is 0.90, 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

GGRG.L vs. DGRG.L - Dividend Comparison

Neither GGRG.L nor DGRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GGRG.L vs. DGRG.L - Drawdown Comparison

The maximum GGRG.L drawdown since its inception was -22.15%, roughly equal to the maximum DGRG.L drawdown of -22.57%. Use the drawdown chart below to compare losses from any high point for GGRG.L and DGRG.L.


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Drawdown Indicators


GGRG.LDGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-22.57%

+0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-9.73%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-17.72%

+1.55%

Current Drawdown

Current decline from peak

-5.90%

-4.19%

-1.71%

Average Drawdown

Average peak-to-trough decline

-2.92%

-2.99%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

1.85%

+0.32%

Volatility

GGRG.L vs. DGRG.L - Volatility Comparison

WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) has a higher volatility of 4.33% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 3.23%. This indicates that GGRG.L's price experiences larger fluctuations and is considered to be riskier than DGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGRG.LDGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.23%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

6.56%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.34%

13.03%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.07%

12.61%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.54%

14.54%

-1.00%