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MOGB.L vs. GGRP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MOGB.LGGRP.L
YTD Return6.58%8.49%
1Y Return12.23%13.35%
3Y Return (Ann)4.77%8.18%
5Y Return (Ann)9.48%10.70%
Sharpe Ratio1.121.57
Daily Std Dev11.23%8.82%
Max Drawdown-24.07%-22.60%
Current Drawdown-0.57%-1.53%

Correlation

-0.50.00.51.00.9

The correlation between MOGB.L and GGRP.L is 0.87, 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

MOGB.L vs. GGRP.L - Performance Comparison

In the year-to-date period, MOGB.L achieves a 6.58% return, which is significantly lower than GGRP.L's 8.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.31%
7.84%
MOGB.L
GGRP.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

MOGB.L has a 0.49% expense ratio, which is higher than GGRP.L's 0.38% expense ratio.


MOGB.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
Expense ratio chart for MOGB.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for GGRP.L: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

MOGB.L vs. GGRP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.L
Sharpe ratio
The chart of Sharpe ratio for MOGB.L, currently valued at 1.54, compared to the broader market0.002.004.006.001.54
Sortino ratio
The chart of Sortino ratio for MOGB.L, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.0010.0012.002.21
Omega ratio
The chart of Omega ratio for MOGB.L, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.27
Calmar ratio
The chart of Calmar ratio for MOGB.L, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.01
Martin ratio
The chart of Martin ratio for MOGB.L, currently valued at 6.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.18
GGRP.L
Sharpe ratio
The chart of Sharpe ratio for GGRP.L, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Sortino ratio
The chart of Sortino ratio for GGRP.L, currently valued at 2.94, compared to the broader market-2.000.002.004.006.008.0010.0012.002.94
Omega ratio
The chart of Omega ratio for GGRP.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for GGRP.L, currently valued at 1.71, compared to the broader market0.005.0010.0015.001.71
Martin ratio
The chart of Martin ratio for GGRP.L, currently valued at 9.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.09

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

The current MOGB.L Sharpe Ratio is 1.12, which roughly equals the GGRP.L Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of MOGB.L and GGRP.L.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.54
1.99
MOGB.L
GGRP.L

Dividends

MOGB.L vs. GGRP.L - Dividend Comparison

MOGB.L has not paid dividends to shareholders, while GGRP.L's dividend yield for the trailing twelve months is around 1.40%.


TTM2023202220212020201920182017
MOGB.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
1.40%1.86%2.42%1.60%1.47%1.88%2.13%1.42%

Drawdowns

MOGB.L vs. GGRP.L - Drawdown Comparison

The maximum MOGB.L drawdown since its inception was -24.07%, which is greater than GGRP.L's maximum drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for MOGB.L and GGRP.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.10%
-1.07%
MOGB.L
GGRP.L

Volatility

MOGB.L vs. GGRP.L - Volatility Comparison

VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) have volatilities of 3.30% and 3.23%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%AprilMayJuneJulyAugustSeptember
3.30%
3.23%
MOGB.L
GGRP.L