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

Performance

GGRG.L vs. WCOG.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 WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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.

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. WCOG.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

WCOG.L
WCOG.L Risk / Return Rank: 6868
Overall Rank
WCOG.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 7272
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
WCOG.L Martin Ratio Rank: 6363
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. 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.LWCOG.LDifference
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

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

The current GGRG.L Sharpe Ratio is 1.34, which is comparable to the WCOG.L Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of GGRG.L and WCOG.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. 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.


Loading charts...

Drawdown Indicators


GGRG.LWCOG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.15%

-8.52%

+7.37%

Average Drawdown

Average peak-to-trough decline

-6.03%

-17.89%

+11.86%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


GGRG.LWCOG.LDifference

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%.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

Find the right allocation for GGRG.L and WCOG.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