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MVEA.L vs. DGRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MVEA.L vs. DGRP.L

Last updated Jun 5, 2026

MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both Large Cap Blend Equities funds - MVEA.L tracks the Russell 1000 TR USD while DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, MVEA.L returned 7.01%/yr vs 12.90%/yr for DGRP.L. Their correlation of 0.87 suggests significant overlap in exposure. MVEA.L charges 0.20%/yr vs 0.33%/yr for DGRP.L.

Performance

MVEA.L vs. DGRP.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MVEA.L achieves a 1.73% return, which is significantly lower than DGRP.L's 6.78% return.

MVEA.L

1D
0.03%
1M
3.05%
YTD
1.73%
6M
1.61%
1Y
3.60%
3Y*
6.81%
5Y*
7.01%
10Y*
—

DGRP.L

1D
0.22%
1M
4.26%
YTD
6.78%
6M
6.28%
1Y
21.07%
3Y*
13.46%
5Y*
12.90%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.L vs. DGRP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		1.73%-2.72%14.94%6.35%-1.55%26.04%0.75%
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD		6.78%5.43%20.19%12.25%2.72%26.66%4.99%

Correlation

The correlation between MVEA.L and DGRP.L is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2020

0.87

Over the past year, the correlation between MVEA.L and DGRP.L has dropped to 0.67 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

MVEA.L vs. DGRP.L - Sectors Allocation Comparison

Sectors
MVEA.L
DGRP.L

Technology

30.2%
30.4%

Healthcare

15.0%
15.3%

Financial Services

12.7%
10.3%

Consumer Defensive

9.3%
8.0%

Consumer Cyclical

6.6%
8.2%

Communication Services

6.2%
8.4%

Industrials

5.7%
10.9%

Utilities

4.7%
0.3%

Energy

3.4%
5.2%

Basic Materials

3.2%
3.1%

Real Estate

3.1%

-

Technology

MVEA.L
30.2%
DGRP.L
30.4%

Healthcare

MVEA.L
15.0%
DGRP.L
15.3%

Financial Services

MVEA.L
12.7%
DGRP.L
10.3%

Consumer Defensive

MVEA.L
9.3%
DGRP.L
8.0%

Consumer Cyclical

MVEA.L
6.6%
DGRP.L
8.2%

Communication Services

MVEA.L
6.2%
DGRP.L
8.4%

Industrials

MVEA.L
5.7%
DGRP.L
10.9%

Utilities

MVEA.L
4.7%
DGRP.L
0.3%

Energy

MVEA.L
3.4%
DGRP.L
5.2%

Basic Materials

MVEA.L
3.2%
DGRP.L
3.1%

Real Estate

MVEA.L
3.1%
DGRP.L

-

Compare stocks, funds, or ETFs

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iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

WisdomTree US Quality Dividend Growth UCITS ETF - USD

Often compared with MVEA.L:
MVEA.L vs. MVUS.LMVEA.L vs. MINV.LMVEA.L vs. XDEQ.LMVEA.L vs. FLXU.LMVEA.L vs. MXUD.LMVEA.L vs. XMUS.LMVEA.L vs. XZMD.L
Often compared with DGRP.L:
DGRP.L vs. JEPQDGRP.L vs. FUSD.LDGRP.L vs. SPYDGRP.L vs. DGRODGRP.L vs. SCHDDGRP.L vs. SXR8.DEDGRP.L vs. DGRW

Return for Risk

MVEA.L vs. DGRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MVEA.L
MVEA.L Risk / Return Rank: 1616
Overall Rank
MVEA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 1515
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 1717
Martin Ratio Rank
DGRP.L
DGRP.L Risk / Return Rank: 7272
Overall Rank
DGRP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRP.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGRP.L Omega Ratio Rank: 7373
Omega Ratio Rank
DGRP.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
DGRP.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.

MVEA.L vs. DGRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.

MVEA.LDGRP.LDifference
Sharpe ratioReturn per unit of total volatility
0.42
2.36

-1.95

Sortino ratioReturn per unit of downside risk
0.65
3.30

-2.65

Omega ratioGain probability vs. loss probability

1.08

1.43

-0.35

Calmar ratioReturn relative to maximum drawdown

0.66

3.46

-2.80

Martin ratioReturn relative to average drawdown

1.64

12.96

-11.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MVEA.L vs. DGRP.L - Sharpe Ratio Comparison

The current MVEA.L Sharpe Ratio is 0.42, which is lower than the DGRP.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of MVEA.L and DGRP.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.

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Sharpe Ratios by Period

MVEA.LDGRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.36

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.03

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.94

-0.32

Drawdowns

MVEA.L vs. DGRP.L - Drawdown Comparison

The maximum MVEA.L drawdown since its inception was -14.36%, smaller than the maximum DGRP.L drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for MVEA.L and DGRP.L.

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Drawdown Indicators

MVEA.LDGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-22.56%

+8.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-6.06%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-17.76%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

-17.76%

+3.40%

Current Drawdown

Current decline from peak

-6.95%

0.00%

-6.95%

Average Drawdown

Average peak-to-trough decline

-4.43%

-2.97%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.62%

+0.57%

Volatility

MVEA.L vs. DGRP.L - Volatility Comparison

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) has a higher volatility of 2.87% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) at 2.40%. This indicates that MVEA.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.

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Volatility by Period

MVEA.LDGRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.40%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

6.17%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

8.60%

8.88%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

12.55%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

14.35%

-2.41%

MVEA.L vs. DGRP.L - Expense Ratio Comparison

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

Dividends

MVEA.L vs. DGRP.L - Dividend Comparison

MVEA.L has not paid dividends to shareholders, while DGRP.L's dividend yield for the trailing twelve months is around 1.01%.

PositionTTM202520242023202220212020201920182017
DGRP.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD		1.01%1.10%1.16%1.33%1.47%1.34%2.74%2.32%1.90%1.36%
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

MVEA.L and DGRP.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MVEA.L is cheaper with a 0.20% expense ratio, compared with 0.33% for DGRP.L.

MVEA.L tracks Russell 1000 TR USD, 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: 0.20% for MVEA.L and 0.33% for DGRP.L.

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