PortfoliosLab logoPortfoliosLab logo
GGRG.L vs. G500.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRG.L vs. G500.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 Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GGRG.L achieves a 6.01% return, which is significantly lower than G500.L's 9.90% return.


GGRG.L

1D
-0.33%
1M
0.11%
6M
4.64%
YTD
6.01%
1Y
14.78%
3Y*
11.05%
5Y*
8.43%
10Y*
11.49%

G500.L

1D
-0.05%
1M
-0.03%
6M
9.49%
YTD
9.90%
1Y
21.08%
3Y*
19.63%
5Y*
12.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGRG.L vs. G500.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
6.01%8.36%11.10%11.54%-3.39%20.90%8.55%
G500.L
Invesco S&P 500 UCITS ETF (GBP Hdg)
9.90%17.45%24.98%24.88%-19.98%28.95%20.65%

Correlation

The correlation between GGRG.L and G500.L is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2020

0.71

The correlation between GGRG.L and G500.L has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GGRG.L vs. G500.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: 4646
Overall Rank
GGRG.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4747
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4848
Martin Ratio Rank

G500.L
G500.L Risk / Return Rank: 7171
Overall Rank
G500.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
G500.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
G500.L Omega Ratio Rank: 6969
Omega Ratio Rank
G500.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
G500.L Martin Ratio Rank: 7373
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. G500.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 Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GGRG.LG500.LDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

1.69

2.65

-0.96

Martin ratioReturn relative to average drawdown

6.55

10.68

-4.13

GGRG.L vs. G500.L - Sharpe Ratio Comparison

The current GGRG.L Sharpe Ratio is 1.34, which is comparable to the G500.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of GGRG.L and G500.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GGRG.L vs. G500.L - Drawdown Comparison

The maximum GGRG.L drawdown since its inception was -32.96%, which is greater than G500.L's maximum drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for GGRG.L and G500.L.


Loading charts...

Drawdown Indicators


GGRG.LG500.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.96%

-25.20%

-7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-8.21%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-20.04%

-18.22%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

-25.20%

+5.16%

Max Drawdown (10Y)

Largest decline over 10 years

-22.15%

Current Drawdown

Current decline from peak

-1.15%

-0.66%

-0.49%

Average Drawdown

Average peak-to-trough decline

-6.03%

-5.31%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.04%

+0.21%

Volatility

GGRG.L vs. G500.L - Volatility Comparison

The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) is 2.13%, while Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L) has a volatility of 2.79%. This indicates that GGRG.L experiences smaller price fluctuations and is considered to be less risky than G500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GGRG.LG500.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

2.79%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

9.28%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.98%

12.06%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

15.99%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

15.87%

+0.60%

GGRG.L vs. G500.L - Expense Ratio Comparison

GGRG.L has a 0.38% expense ratio, which is higher than G500.L's 0.05% expense ratio.


Dividends

GGRG.L vs. G500.L - Dividend Comparison

Neither GGRG.L nor G500.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GGRG.L and G500.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, G500.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

G500.L is cheaper with a 0.05% expense ratio, compared with 0.38% for GGRG.L.

GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth, while G500.L tracks Invesco S&P 500 UCITS ETF (GBP Hdg). They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.38% for GGRG.L and 0.05% for G500.L.

Portfolio Optimizer

Find the right allocation for GGRG.L and G500.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer