ISUS.L vs. DGRP.L
ISUS.L (iShares MSCI USA Islamic UCITS ETF USD (Dist)) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both Large Cap Blend Equities funds - ISUS.L tracks the MSCI US Islamic Gross Index in USD (NET) while DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, ISUS.L returned 13.45%/yr vs 12.39%/yr for DGRP.L. Their correlation of 0.88 suggests significant overlap in exposure. ISUS.L charges 0.30%/yr vs 0.33%/yr for DGRP.L.
Performance
ISUS.L vs. DGRP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ISUS.L achieves a 16.48% return, which is significantly higher than DGRP.L's 7.58% return.
ISUS.L
- 1D
- -0.24%
- 1M
- -3.91%
- 6M
- 12.86%
- YTD
- 16.48%
- 1Y
- 30.09%
- 3Y*
- 14.80%
- 5Y*
- 13.45%
- 10Y*
- 11.31%
DGRP.L
- 1D
- 0.87%
- 1M
- 1.04%
- 6M
- 5.37%
- YTD
- 7.58%
- 1Y
- 17.20%
- 3Y*
- 14.45%
- 5Y*
- 12.39%
- 10Y*
- —
ISUS.L vs. DGRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISUS.L iShares MSCI USA Islamic UCITS ETF USD (Dist) | 16.48% | 8.35% | 11.17% | 18.94% | -1.34% | 31.21% | 3.24% | 16.79% | -0.56% | 3.81% |
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 7.58% | 5.45% | 21.38% | 13.05% | 2.72% | 26.66% | 9.97% | 26.03% | -1.13% | 15.25% |
Correlation
The correlation between ISUS.L and DGRP.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2016 | 0.88 |
Over the past year, the correlation between ISUS.L and DGRP.L has dropped to 0.65 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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
ISUS.L vs. DGRP.L — Risk / Return Rank
ISUS.L
DGRP.L
ISUS.L vs. DGRP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.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.
| ISUS.L | DGRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.47 | 2.83 | +1.64 |
| Martin ratioReturn relative to average drawdown | 13.91 | 10.50 | +3.41 |
Loading charts...
Drawdowns
ISUS.L vs. DGRP.L - Drawdown Comparison
The maximum ISUS.L drawdown since its inception was -60.74%, which is greater than DGRP.L's maximum drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for ISUS.L and DGRP.L.
Loading charts...
Drawdown Indicators
| ISUS.L | DGRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.74% | -22.56% | -38.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -6.06% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.99% | -17.75% | -6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.99% | -17.75% | -6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -24.48% | — | — |
Current DrawdownCurrent decline from peak | -6.71% | 0.00% | -6.71% |
Average DrawdownAverage peak-to-trough decline | -14.34% | -3.84% | -10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.63% | +0.53% |
Volatility
ISUS.L vs. DGRP.L - Volatility Comparison
iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) has a higher volatility of 6.19% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) at 2.06%. This indicates that ISUS.L's price experiences larger fluctuations and is considered to be riskier than DGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ISUS.L | DGRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 2.06% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 6.29% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 8.84% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 12.56% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 15.51% | +0.07% |
ISUS.L vs. DGRP.L - Expense Ratio Comparison
ISUS.L has a 0.30% expense ratio, which is lower than DGRP.L's 0.33% expense ratio.
Dividends
ISUS.L vs. DGRP.L - Dividend Comparison
ISUS.L's dividend yield for the trailing twelve months is around 0.66%, less than DGRP.L's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 0.97% | 1.11% | 2.04% | 1.99% | 1.47% | 1.34% | 2.52% | 2.78% | 1.90% | 1.36% | 0.00% | 0.00% |
ISUS.L iShares MSCI USA Islamic UCITS ETF USD (Dist) | 0.66% | 0.75% | 0.89% | 1.13% | 1.53% | 1.00% | 1.50% | 1.41% | 1.45% | 1.43% | 1.23% | 1.39% |
Frequently Asked Questions
ISUS.L and DGRP.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISUS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISUS.L is cheaper with a 0.30% expense ratio, compared with 0.33% for DGRP.L.
ISUS.L tracks MSCI US Islamic Gross Index in USD (NET), while DGRP.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.30% for ISUS.L and 0.33% for DGRP.L.
Find the right allocation for ISUS.L and DGRP.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