GGRG.L vs. VSMGX
Compare and contrast key facts about WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX).
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. VSMGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GGRG.L or VSMGX.
Key characteristics
| GGRG.L | VSMGX | |
|---|---|---|
| YTD Return | 11.82% | 11.57% |
| 1Y Return | 18.12% | 18.99% |
| 3Y Return (Ann) | 7.13% | 1.21% |
| 5Y Return (Ann) | 10.87% | 5.64% |
| Sharpe Ratio | 2.11 | 2.44 |
| Sortino Ratio | 3.04 | 3.54 |
| Omega Ratio | 1.38 | 1.46 |
| Calmar Ratio | 4.09 | 1.44 |
| Martin Ratio | 13.75 | 15.06 |
| Ulcer Index | 1.29% | 1.26% |
| Daily Std Dev | 8.37% | 7.77% |
| Max Drawdown | -22.15% | -41.18% |
| Current Drawdown | -0.14% | -0.71% |
Correlation
The correlation between GGRG.L and VSMGX is 0.65, 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. VSMGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with GGRG.L having a 11.82% return and VSMGX slightly lower at 11.57%. 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. VSMGX - Expense Ratio Comparison
GGRG.L has a 0.38% expense ratio, which is higher than VSMGX's 0.13% expense ratio.
Risk-Adjusted Performance
GGRG.L vs. VSMGX - 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 Vanguard LifeStrategy Moderate Growth Fund (VSMGX). 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. VSMGX - Dividend Comparison
GGRG.L has not paid dividends to shareholders, while VSMGX's dividend yield for the trailing twelve months is around 2.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 2.59% | 2.63% | 2.10% | 1.91% | 1.71% | 2.45% | 2.65% | 2.15% | 2.22% | 2.19% | 2.10% | 1.93% |
Drawdowns
GGRG.L vs. VSMGX - Drawdown Comparison
The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum VSMGX drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for GGRG.L and VSMGX. For additional features, visit the drawdowns tool.
Volatility
GGRG.L vs. VSMGX - Volatility Comparison
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) has a higher volatility of 2.56% compared to Vanguard LifeStrategy Moderate Growth Fund (VSMGX) at 2.11%. This indicates that GGRG.L's price experiences larger fluctuations and is considered to be riskier than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.