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GGRG.L vs. WMVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GGRG.L vs. WMVG.L

Last updated Jun 5, 2026

GGRG.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) and WMVG.L (iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)) are both Global Equities funds - GGRG.L tracks the WisdomTree Global Developed Quality Dividend Growth while WMVG.L tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, GGRG.L returned 9.18%/yr vs 6.17%/yr for WMVG.L. A 0.67 correlation means they provide meaningful diversification when combined. GGRG.L charges 0.38%/yr vs 0.35%/yr for WMVG.L.

Performance

GGRG.L vs. WMVG.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 iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GGRG.L is traded in GBp, while WMVG.L is traded in GBP. To make them comparable, the WMVG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GGRG.L achieves a 5.29% return, which is significantly higher than WMVG.L's 1.31% return.

GGRG.L

1D
0.22%
1M
2.95%
YTD
5.29%
6M
5.38%
1Y
17.71%
3Y*
10.49%
5Y*
9.18%
10Y*
—

WMVG.L

1D
0.09%
1M
1.16%
YTD
1.31%
6M
1.93%
1Y
2.81%
3Y*
9.78%
5Y*
6.17%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc		5.29%8.36%11.10%11.54%-3.39%20.90%12.53%20.53%
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)		1.31%9.08%14.49%7.33%-8.31%16.96%-1.30%11.65%

Correlation

The correlation between GGRG.L and WMVG.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2019

0.67

Over the past year, the correlation between GGRG.L and WMVG.L has dropped to 0.44 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

GGRG.L vs. WMVG.L - Sectors Allocation Comparison

Sectors
GGRG.L
WMVG.L

Technology

21.6%
20.1%

Industrials

18.8%
9.2%

Healthcare

15.7%
13.8%

Consumer Cyclical

15.4%
5.6%

Communication Services

8.6%
12.1%

Financial Services

8.4%
14.0%

Consumer Defensive

7.2%
10.9%

Basic Materials

3.7%
1.1%

Utilities

0.4%
8.0%

Real Estate

0.2%
0.7%

Energy

0.0%
4.5%

Technology

GGRG.L
21.6%
WMVG.L
20.1%

Industrials

GGRG.L
18.8%
WMVG.L
9.2%

Healthcare

GGRG.L
15.7%
WMVG.L
13.8%

Consumer Cyclical

GGRG.L
15.4%
WMVG.L
5.6%

Communication Services

GGRG.L
8.6%
WMVG.L
12.1%

Financial Services

GGRG.L
8.4%
WMVG.L
14.0%

Consumer Defensive

GGRG.L
7.2%
WMVG.L
10.9%

Basic Materials

GGRG.L
3.7%
WMVG.L
1.1%

Utilities

GGRG.L
0.4%
WMVG.L
8.0%

Real Estate

GGRG.L
0.2%
WMVG.L
0.7%

Energy

GGRG.L
0.0%
WMVG.L
4.5%

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WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc

iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)

Often compared with GGRG.L:
GGRG.L vs. GGRP.LGGRG.L vs. VWRL.ASGGRG.L vs. XDEQ.LGGRG.L vs. FGQD.LGGRG.L vs. DGRG.LGGRG.L vs. JREG.LGGRG.L vs. ESGG
Often compared with WMVG.L:
WMVG.L vs. MVUS.LWMVG.L vs. PQVG.LWMVG.L vs. MVEW.LWMVG.L vs. MINV.LWMVG.L vs. VSCGXWMVG.L vs. AVGC.LWMVG.L vs. VHYD.L

Return for Risk

GGRG.L vs. WMVG.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: 4646
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4848
Martin Ratio Rank
WMVG.L
WMVG.L Risk / Return Rank: 1515
Overall Rank
WMVG.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WMVG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
WMVG.L Omega Ratio Rank: 1414
Omega Ratio Rank
WMVG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
WMVG.L Martin Ratio Rank: 1616
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. WMVG.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 iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.

GGRG.LWMVG.LDifference
Sharpe ratioReturn per unit of total volatility
1.60
0.39

+1.21

Sortino ratioReturn per unit of downside risk
2.33
0.59

+1.74

Omega ratioGain probability vs. loss probability

1.30

1.07

+0.23

Calmar ratioReturn relative to maximum drawdown

2.02

0.56

+1.46

Martin ratioReturn relative to average drawdown

7.78

1.40

+6.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current GGRG.L Sharpe Ratio is 1.60, which is higher than the WMVG.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of GGRG.L and WMVG.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.

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Sharpe Ratios by Period

GGRG.LWMVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.39

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.62

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.55

+0.37

Drawdowns

GGRG.L vs. WMVG.L - Drawdown Comparison

The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum WMVG.L drawdown of -28.25%. Use the drawdown chart below to compare losses from any high point for GGRG.L and WMVG.L.

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Drawdown Indicators

GGRG.LWMVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-28.25%

+6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-4.99%

-3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-9.09%

-7.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-15.18%

-0.99%

Current Drawdown

Current decline from peak

0.00%

-3.21%

+3.21%

Average Drawdown

Average peak-to-trough decline

-2.91%

-4.12%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.01%

+0.25%

Volatility

GGRG.L vs. WMVG.L - Volatility Comparison

WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) has a higher volatility of 2.62% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) at 2.13%. This indicates that GGRG.L's price experiences larger fluctuations and is considered to be riskier than WMVG.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.LWMVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.13%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

5.03%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

7.21%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.13%

9.95%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.52%

12.14%

+1.38%

GGRG.L vs. WMVG.L - Expense Ratio Comparison

GGRG.L has a 0.38% expense ratio, which is higher than WMVG.L's 0.35% expense ratio.

Dividends

GGRG.L vs. WMVG.L - Dividend Comparison

Neither GGRG.L nor WMVG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

GGRG.L and WMVG.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WMVG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WMVG.L is cheaper with a 0.35% expense ratio, compared with 0.38% for GGRG.L.

GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth, while WMVG.L tracks MSCI World Minimum Volatility. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for GGRG.L and 0.35% for WMVG.L.

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