GGRG.L vs. G500.L
GGRG.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) and G500.L (Invesco S&P 500 UCITS ETF (GBP Hdg)) are both Global Equities funds - GGRG.L tracks the WisdomTree Global Developed Quality Dividend Growth while G500.L tracks the Invesco S&P 500 UCITS ETF (GBP Hdg). Both are passively managed. Over the past 5 years, GGRG.L returned 8.43%/yr vs 12.15%/yr for G500.L. A 0.71 correlation means they provide meaningful diversification when combined. GGRG.L charges 0.38%/yr vs 0.05%/yr for G500.L.
Performance
GGRG.L vs. G500.L - Performance Comparison
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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*
- —
GGRG.L vs. G500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.
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Return for Risk
GGRG.L vs. G500.L — Risk / Return Rank
GGRG.L
G500.L
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.L | G500.L | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| GGRG.L | G500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.15% | -0.66% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -5.31% | -0.72% |
Ulcer IndexDepth 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.
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Volatility by Period
| GGRG.L | G500.L | Difference | |
|---|---|---|---|
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.
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.
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