IUQF.L vs. DGRG.L

Last updated Jun 5, 2026

IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) and DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both Large Cap Blend Equities funds - IUQF.L tracks the Russell 1000 TR USD while DGRG.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, IUQF.L returned 13.13%/yr vs 12.91%/yr for DGRG.L. Their correlation of 0.93 suggests significant overlap in exposure. IUQF.L charges 0.20%/yr vs 0.33%/yr for DGRG.L.

Performance

IUQF.L vs. DGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUQF.L achieves a 9.14% return, which is significantly higher than DGRG.L's 6.87% return.

IUQF.L

• 1D: 0.80%
• 1M: 5.91%
• YTD: 9.14%
• 6M: 9.03%
• 1Y: 23.17%
• 3Y*: 16.68%
• 5Y*: 13.13%
• 10Y*: —

DGRG.L

• 1D: 0.15%
• 1M: 4.47%
• YTD: 6.87%
• 6M: 6.31%
• 1Y: 21.18%
• 3Y*: 13.50%
• 5Y*: 12.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQF.L vs. DGRG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)	9.14%	4.83%	24.33%	23.81%	-11.33%	29.25%	12.16%	29.08%	-1.58%	11.25%
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc	6.87%	5.60%	20.13%	12.11%	2.74%	26.71%	8.76%	24.78%	-1.18%	15.61%

Correlation

The correlation between IUQF.L and DGRG.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Oct 18, 2016	0.93

The correlation between IUQF.L and DGRG.L has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

IUQF.L vs. DGRG.L - Sectors Allocation Comparison

Sectors	IUQF.L	DGRG.L
Technology	38.7%	30.4%
Financial Services	11.2%	10.3%
Communication Services	10.6%	8.4%
Healthcare	9.3%	15.3%
Consumer Cyclical	9.0%	8.2%
Industrials	7.8%	10.9%
Consumer Defensive	4.7%	8.0%
Energy	3.8%	5.2%
Real Estate	1.8%	-
Utilities	1.7%	0.3%
Basic Materials	1.6%	3.1%

Return for Risk

IUQF.L vs. DGRG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUQF.L

IUQF.L Risk / Return Rank: 71
IUQF.L Sharpe Ratio Rank: 71
IUQF.L Sortino Ratio Rank: 69
IUQF.L Omega Ratio Rank: 71
IUQF.L Calmar Ratio Rank: 71
IUQF.L Martin Ratio Rank: 71

DGRG.L

DGRG.L Risk / Return Rank: 73
DGRG.L Sharpe Ratio Rank: 74
DGRG.L Sortino Ratio Rank: 75
DGRG.L Omega Ratio Rank: 74
DGRG.L Calmar Ratio Rank: 72
DGRG.L Martin Ratio Rank: 70

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.

IUQF.L vs. DGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.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.

	IUQF.L	DGRG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.27	2.38	-0.11
Sortino ratio: Return per unit of downside risk	3.11	3.32	-0.20
Omega ratio: Gain probability vs. loss probability	1.42	1.43	-0.02
Calmar ratio: Return relative to maximum drawdown	3.47	3.53	-0.05
Martin ratio: Return relative to average drawdown	13.01	12.98	+0.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUQF.L vs. DGRG.L - Sharpe Ratio Comparison

The current IUQF.L Sharpe Ratio is 2.27, which is comparable to the DGRG.L Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of IUQF.L and DGRG.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.

Sharpe Ratios by Period

	IUQF.L	DGRG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	2.38	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	1.03	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	1.01	-0.17

Drawdowns

IUQF.L vs. DGRG.L - Drawdown Comparison

The maximum IUQF.L drawdown since its inception was -25.74%, which is greater than DGRG.L's maximum drawdown of -22.57%. Use the drawdown chart below to compare losses from any high point for IUQF.L and DGRG.L.

Drawdown Indicators

	IUQF.L	DGRG.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.74%	-22.57%	-3.17%
Max Drawdown (1Y) Largest decline over 1 year	-6.64%	-5.98%	-0.66%
Max Drawdown (3Y) Largest decline over 3 years	-20.18%	-17.72%	-2.46%
Max Drawdown (5Y) Largest decline over 5 years	-20.18%	-17.72%	-2.46%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.97%	-2.96%	-1.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	1.63%	+0.15%

Volatility

IUQF.L vs. DGRG.L - Volatility Comparison

iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) has a higher volatility of 2.63% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 2.40%. This indicates that IUQF.L's price experiences larger fluctuations and is considered to be riskier than DGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUQF.L	DGRG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	2.40%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	7.06%	6.19%	+0.87%
Volatility (1Y) Calculated over the trailing 1-year period	10.17%	8.86%	+1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.69%	12.55%	+2.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.80%	14.45%	+1.35%

IUQF.L vs. DGRG.L - Expense Ratio Comparison

IUQF.L has a 0.20% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.

Dividends

IUQF.L vs. DGRG.L - Dividend Comparison

Neither IUQF.L nor DGRG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IUQF.L and DGRG.L in my portfolio?

IUQF.L and DGRG.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUQF.L or DGRG.L?

On fees, IUQF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IUQF.L or DGRG.L?

IUQF.L is cheaper with a 0.20% expense ratio, compared with 0.33% for DGRG.L.

What is the main difference between IUQF.L and DGRG.L?

IUQF.L tracks Russell 1000 TR USD, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for IUQF.L and 0.33% for DGRG.L.