PortfoliosLab logoPortfoliosLab logo
MOGB.L vs. DGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOGB.L vs. DGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, MOGB.L achieves a -2.45% return, which is significantly lower than DGRG.L's 6.87% return.


MOGB.L

1D
1.16%
1M
3.10%
YTD
-2.45%
6M
-3.89%
1Y
9.50%
3Y*
5.38%
5Y*
4.31%
10Y*

DGRG.L

1D
0.15%
1M
3.61%
YTD
6.87%
6M
6.68%
1Y
21.52%
3Y*
13.50%
5Y*
12.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
MOGB.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-2.45%0.00%12.94%11.88%-9.07%27.24%9.78%29.63%3.53%4.34%
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%7.91%

Correlation

The correlation between MOGB.L and DGRG.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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2017

0.87

Over the past year, the correlation between MOGB.L and DGRG.L has dropped to 0.65 - well below their long-term average of 0.87, 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

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

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

MOGB.L
MOGB.L Risk / Return Rank: 2121
Overall Rank
MOGB.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MOGB.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
MOGB.L Omega Ratio Rank: 2121
Omega Ratio Rank
MOGB.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
MOGB.L Martin Ratio Rank: 1919
Martin Ratio Rank

DGRG.L
DGRG.L Risk / Return Rank: 7373
Overall Rank
DGRG.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 7474
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.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.


MOGB.LDGRG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.14

1.43

-0.30

Calmar ratioReturn relative to maximum drawdown

0.86

3.53

-2.67

Martin ratioReturn relative to average drawdown

2.08

12.98

-10.90

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

The current MOGB.L Sharpe Ratio is 0.76, which is lower than the DGRG.L Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of MOGB.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.


Loading charts...

Sharpe Ratios by Period


MOGB.LDGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

2.38

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

1.03

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.01

-0.44

Drawdowns

MOGB.L vs. DGRG.L - Drawdown Comparison

The maximum MOGB.L drawdown since its inception was -24.07%, 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 MOGB.L and DGRG.L.


Loading charts...

Drawdown Indicators


MOGB.LDGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.07%

-22.57%

-1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-5.98%

-5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-17.72%

-5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-17.72%

-5.01%

Current Drawdown

Current decline from peak

-6.72%

0.00%

-6.72%

Average Drawdown

Average peak-to-trough decline

-4.79%

-2.96%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

1.63%

+2.91%

Volatility

MOGB.L vs. DGRG.L - Volatility Comparison

VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) has a higher volatility of 3.24% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 2.40%. This indicates that MOGB.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.


Loading charts...

Volatility by Period


MOGB.LDGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

2.40%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

6.19%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

8.86%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

12.55%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

14.45%

+1.75%

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

MOGB.L has a 0.49% expense ratio, which is higher than DGRG.L's 0.33% expense ratio.


Dividends

MOGB.L vs. DGRG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


MOGB.L and DGRG.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, DGRG.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRG.L is cheaper with a 0.33% expense ratio, compared with 0.49% for MOGB.L.

MOGB.L tracks Russell 1000 TR USD, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.49% for MOGB.L and 0.33% for DGRG.L.

Portfolio Optimizer

Find the right allocation for MOGB.L and DGRG.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