GGRG.L vs. ESGG
Compare and contrast key facts about WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and FlexShares STOXX Global ESG Select Index Fund (ESGG).
GGRG.L and ESGG 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. ESGG is a passively managed fund by Northern Trust that tracks the performance of the STOXX Global ESG Select KPIs Index. It was launched on Jul 13, 2016. Both GGRG.L and ESGG 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 ESGG.
Key characteristics
| GGRG.L | ESGG | |
|---|---|---|
| YTD Return | 11.82% | 15.70% |
| 1Y Return | 18.12% | 25.45% |
| 3Y Return (Ann) | 7.13% | 6.07% |
| 5Y Return (Ann) | 10.87% | 12.47% |
| Sharpe Ratio | 2.11 | 2.25 |
| Sortino Ratio | 3.04 | 3.07 |
| Omega Ratio | 1.38 | 1.40 |
| Calmar Ratio | 4.09 | 3.05 |
| Martin Ratio | 13.75 | 13.33 |
| Ulcer Index | 1.29% | 1.92% |
| Daily Std Dev | 8.37% | 11.38% |
| Max Drawdown | -22.15% | -32.31% |
| Current Drawdown | -0.14% | -1.83% |
Correlation
The correlation between GGRG.L and ESGG is 0.63, 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. ESGG - Performance Comparison
In the year-to-date period, GGRG.L achieves a 11.82% return, which is significantly lower than ESGG's 15.70% 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. ESGG - Expense Ratio Comparison
GGRG.L has a 0.38% expense ratio, which is lower than ESGG's 0.42% expense ratio.
Risk-Adjusted Performance
GGRG.L vs. ESGG - 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 FlexShares STOXX Global ESG Select Index Fund (ESGG). 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. ESGG - Dividend Comparison
GGRG.L has not paid dividends to shareholders, while ESGG's dividend yield for the trailing twelve months is around 1.64%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
ESGG FlexShares STOXX Global ESG Select Index Fund | 1.64% | 1.73% | 1.83% | 1.34% | 1.36% | 1.94% | 2.12% | 1.71% | 0.87% |
Drawdowns
GGRG.L vs. ESGG - Drawdown Comparison
The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum ESGG drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for GGRG.L and ESGG. For additional features, visit the drawdowns tool.
Volatility
GGRG.L vs. ESGG - Volatility Comparison
The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) is 2.56%, while FlexShares STOXX Global ESG Select Index Fund (ESGG) has a volatility of 3.36%. This indicates that GGRG.L experiences smaller price fluctuations and is considered to be less risky than ESGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.