GGRG.L vs. XDEQ.L
Compare and contrast key facts about WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
GGRG.L and XDEQ.L 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. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both GGRG.L and XDEQ.L 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 XDEQ.L.
Key characteristics
| GGRG.L | XDEQ.L | |
|---|---|---|
| YTD Return | 11.82% | 19.64% |
| 1Y Return | 18.12% | 25.06% |
| 3Y Return (Ann) | 7.13% | 8.73% |
| 5Y Return (Ann) | 10.87% | 13.00% |
| Sharpe Ratio | 2.11 | 2.28 |
| Sortino Ratio | 3.04 | 3.28 |
| Omega Ratio | 1.38 | 1.42 |
| Calmar Ratio | 4.09 | 3.84 |
| Martin Ratio | 13.75 | 13.74 |
| Ulcer Index | 1.29% | 1.80% |
| Daily Std Dev | 8.37% | 10.77% |
| Max Drawdown | -22.15% | -23.79% |
| Current Drawdown | -0.14% | 0.00% |
Correlation
The correlation between GGRG.L and XDEQ.L is 0.94, 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. XDEQ.L - Performance Comparison
In the year-to-date period, GGRG.L achieves a 11.82% return, which is significantly lower than XDEQ.L's 19.64% 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. XDEQ.L - Expense Ratio Comparison
GGRG.L has a 0.38% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Risk-Adjusted Performance
GGRG.L vs. XDEQ.L - 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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
Dividends
GGRG.L vs. XDEQ.L - Dividend Comparison
Neither GGRG.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
GGRG.L vs. XDEQ.L - Drawdown Comparison
The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for GGRG.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
GGRG.L vs. XDEQ.L - Volatility Comparison
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) have volatilities of 2.56% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.