GGRG.L vs. VWRL.AS
Compare and contrast key facts about WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and Vanguard FTSE All-World UCITS ETF (VWRL.AS).
GGRG.L and VWRL.AS 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. VWRL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both GGRG.L and VWRL.AS 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 VWRL.AS.
Key characteristics
| GGRG.L | VWRL.AS | |
|---|---|---|
| YTD Return | 11.73% | 24.37% |
| 1Y Return | 17.59% | 30.64% |
| 3Y Return (Ann) | 7.09% | 8.48% |
| 5Y Return (Ann) | 10.78% | 11.95% |
| Sharpe Ratio | 2.00 | 2.88 |
| Sortino Ratio | 2.90 | 3.80 |
| Omega Ratio | 1.37 | 1.59 |
| Calmar Ratio | 3.88 | 3.73 |
| Martin Ratio | 13.03 | 18.23 |
| Ulcer Index | 1.29% | 1.65% |
| Daily Std Dev | 8.37% | 10.45% |
| Max Drawdown | -22.15% | -33.27% |
| Current Drawdown | -0.22% | -0.45% |
Correlation
The correlation between GGRG.L and VWRL.AS is 0.87, 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.
Performance
GGRG.L vs. VWRL.AS - Performance Comparison
In the year-to-date period, GGRG.L achieves a 11.73% return, which is significantly lower than VWRL.AS's 24.37% 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. VWRL.AS - Expense Ratio Comparison
GGRG.L has a 0.38% expense ratio, which is higher than VWRL.AS's 0.22% expense ratio.
Risk-Adjusted Performance
GGRG.L vs. VWRL.AS - 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 FTSE All-World UCITS ETF (VWRL.AS). 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. VWRL.AS - Dividend Comparison
GGRG.L has not paid dividends to shareholders, while VWRL.AS's dividend yield for the trailing twelve months is around 1.44%.
| 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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.44% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
Drawdowns
GGRG.L vs. VWRL.AS - Drawdown Comparison
The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum VWRL.AS drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for GGRG.L and VWRL.AS. For additional features, visit the drawdowns tool.
Volatility
GGRG.L vs. VWRL.AS - Volatility Comparison
The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) is 2.57%, while Vanguard FTSE All-World UCITS ETF (VWRL.AS) has a volatility of 2.98%. This indicates that GGRG.L experiences smaller price fluctuations and is considered to be less risky than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.