GGRG.L vs. WCOG.L
GGRG.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) and WCOG.L (WisdomTree Enhanced Commodity UCITS ETF USD) are both exchange-traded funds - GGRG.L is a Global Equities fund tracking the WisdomTree Global Developed Quality Dividend Growth, while WCOG.L is a Commodities fund tracking the Optimised Roll Commodity. Both are passively managed. Over the past 10 years, GGRG.L returned 11.49%/yr vs 7.22%/yr for WCOG.L. At a 0.25 correlation, their price movements are largely independent. GGRG.L charges 0.38%/yr vs 0.35%/yr for WCOG.L.
Performance
GGRG.L vs. WCOG.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 WCOG.L's 24.66% return. Over the past 10 years, GGRG.L has outperformed WCOG.L with an annualized return of 11.49%, while WCOG.L has yielded a comparatively lower 7.22% annualized 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%
WCOG.L
- 1D
- -0.83%
- 1M
- 0.19%
- 6M
- 17.29%
- YTD
- 24.66%
- 1Y
- 34.49%
- 3Y*
- 11.86%
- 5Y*
- 11.00%
- 10Y*
- 7.22%
GGRG.L vs. WCOG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | 6.01% | 8.36% | 11.10% | 11.54% | -3.39% | 20.90% | 12.53% | 29.81% | -5.05% | 17.13% |
WCOG.L WisdomTree Enhanced Commodity UCITS ETF USD | 24.66% | 7.94% | 4.45% | -12.14% | 26.35% | 28.38% | -2.10% | 3.07% | -3.67% | -4.31% |
Correlation
The correlation between GGRG.L and WCOG.L is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.25 |
The correlation between GGRG.L and WCOG.L shifts across timeframes, from -0.23 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GGRG.L vs. WCOG.L — Risk / Return Rank
GGRG.L
WCOG.L
GGRG.L vs. WCOG.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 WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.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 | WCOG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.62 | -0.93 |
| Martin ratioReturn relative to average drawdown | 6.55 | 9.07 | -2.51 |
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Drawdowns
GGRG.L vs. WCOG.L - Drawdown Comparison
The maximum GGRG.L drawdown since its inception was -32.96%, roughly equal to the maximum WCOG.L drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for GGRG.L and WCOG.L.
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Drawdown Indicators
| GGRG.L | WCOG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.96% | -32.98% | +0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -13.11% | +4.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.04% | -13.63% | -6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.04% | -27.04% | +7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -22.15% | -27.04% | +4.89% |
Current DrawdownCurrent decline from peak | -1.15% | -8.52% | +7.37% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -17.89% | +11.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 3.79% | -1.54% |
Volatility
GGRG.L vs. WCOG.L - Volatility Comparison
The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) is 2.13%, while WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) has a volatility of 4.68%. This indicates that GGRG.L experiences smaller price fluctuations and is considered to be less risky than WCOG.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 | WCOG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.13% | 4.68% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 16.05% | -7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.98% | 17.98% | -7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.41% | 15.41% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 13.81% | +2.66% |
GGRG.L vs. WCOG.L - Expense Ratio Comparison
GGRG.L has a 0.38% expense ratio, which is higher than WCOG.L's 0.35% expense ratio.
Dividends
GGRG.L vs. WCOG.L - Dividend Comparison
GGRG.L has not paid dividends to shareholders, while WCOG.L's dividend yield for the trailing twelve months is around 2.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
WCOG.L WisdomTree Enhanced Commodity UCITS ETF USD | 2.82% | 4.56% | 4.55% | 0.65% | 0.00% | 0.30% | 1.62% | 1.64% | 0.46% |
Frequently Asked Questions
GGRG.L and WCOG.L have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WCOG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WCOG.L is cheaper with a 0.35% expense ratio, compared with 0.38% for GGRG.L.
GGRG.L is categorized as Global Equities, while WCOG.L is Commodities. GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth, while WCOG.L tracks Optimised Roll Commodity. Their fees differ too: 0.38% for GGRG.L and 0.35% for WCOG.L.
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