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PDC.TO vs. DGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDC.TO vs. DGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Canadian Dividend Index ETF (PDC.TO) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PDC.TO achieves a 19.02% return, which is significantly higher than DGRG.L's 7.81% return.


PDC.TO

1D
0.25%
1M
4.67%
YTD
19.02%
6M
17.30%
1Y
35.38%
3Y*
20.15%
5Y*
13.12%
10Y*
10.86%

DGRG.L

1D
0.27%
1M
5.47%
YTD
7.81%
6M
6.27%
1Y
21.98%
3Y*
17.93%
5Y*
14.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDC.TO vs. DGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDC.TO
Invesco Canadian Dividend Index ETF
19.02%21.62%16.14%6.74%-4.34%29.91%-5.70%24.75%-12.03%10.06%
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
7.81%8.36%28.28%15.42%-1.71%24.42%10.20%23.41%1.13%18.55%

Correlation

The correlation between PDC.TO and DGRG.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.22

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.30

PDC.TO vs. DGRG.L - Sectors Allocation Comparison


Sectors
PDC.TO
DGRG.L

Financial Services

44.7%
10.3%

Energy

21.8%
5.2%

Utilities

13.7%
0.3%

Consumer Cyclical

6.6%
8.2%

Communication Services

4.8%
8.4%

Basic Materials

3.5%
3.1%

Real Estate

2.3%

-

Industrials

1.0%
10.9%

Consumer Defensive

0.8%
8.0%

Technology

0.7%
30.4%

Healthcare

-

15.3%

Financial Services

PDC.TO
44.7%
DGRG.L
10.3%

Energy

PDC.TO
21.8%
DGRG.L
5.2%

Utilities

PDC.TO
13.7%
DGRG.L
0.3%

Consumer Cyclical

PDC.TO
6.6%
DGRG.L
8.2%

Communication Services

PDC.TO
4.8%
DGRG.L
8.4%

Basic Materials

PDC.TO
3.5%
DGRG.L
3.1%

Real Estate

PDC.TO
2.3%
DGRG.L

-

Industrials

PDC.TO
1.0%
DGRG.L
10.9%

Consumer Defensive

PDC.TO
0.8%
DGRG.L
8.0%

Technology

PDC.TO
0.7%
DGRG.L
30.4%

Healthcare

PDC.TO

-

DGRG.L
15.3%

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Return for Risk

PDC.TO vs. DGRG.L — Risk / Return Rank

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

PDC.TO
PDC.TO Risk / Return Rank: 9696
Overall Rank
PDC.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PDC.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
PDC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
PDC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
PDC.TO Martin Ratio Rank: 9696
Martin Ratio Rank

DGRG.L
DGRG.L Risk / Return Rank: 7272
Overall Rank
DGRG.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 7373
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 7171
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.

PDC.TO vs. DGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Canadian Dividend Index ETF (PDC.TO) 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.


PDC.TODGRG.LDifference

Sharpe ratio

Return per unit of total volatility

4.30

2.28

+2.02

Sortino ratio

Return per unit of downside risk

5.59

3.23

+2.37

Omega ratio

Gain probability vs. loss probability

1.89

1.41

+0.48

Calmar ratio

Return relative to maximum drawdown

9.20

3.48

+5.72

Martin ratio

Return relative to average drawdown

34.01

12.58

+21.43

PDC.TO vs. DGRG.L - Sharpe Ratio Comparison

The current PDC.TO Sharpe Ratio is 4.30, which is higher than the DGRG.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of PDC.TO 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.


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Sharpe Ratios by Period


PDC.TODGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.30

2.28

+2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

1.20

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.07

-0.32

Drawdowns

PDC.TO vs. DGRG.L - Drawdown Comparison

The maximum PDC.TO drawdown since its inception was -41.94%, which is greater than DGRG.L's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for PDC.TO and DGRG.L.


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Drawdown Indicators


PDC.TODGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.94%

-24.56%

-17.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-6.29%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-10.91%

-17.13%

+6.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

-17.13%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

Current Drawdown

Current decline from peak

-0.26%

0.00%

-0.26%

Average Drawdown

Average peak-to-trough decline

-4.56%

-3.01%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.74%

-0.70%

Volatility

PDC.TO vs. DGRG.L - Volatility Comparison

Invesco Canadian Dividend Index ETF (PDC.TO) has a higher volatility of 2.97% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 1.89%. This indicates that PDC.TO'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.


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Volatility by Period


PDC.TODGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

1.89%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

6.83%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

8.27%

9.65%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.84%

12.46%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

13.70%

+1.59%

PDC.TO vs. DGRG.L - Expense Ratio Comparison

PDC.TO has a 0.58% expense ratio, which is higher than DGRG.L's 0.33% expense ratio.


Dividends

PDC.TO vs. DGRG.L - Dividend Comparison

PDC.TO's dividend yield for the trailing twelve months is around 3.26%, while DGRG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDC.TO
Invesco Canadian Dividend Index ETF
3.26%3.84%4.29%4.56%4.05%3.49%4.85%4.14%4.90%4.05%3.61%4.20%

Frequently Asked Questions


PDC.TO and DGRG.L have a correlation of 0.22, 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 0.58% for PDC.TO.

PDC.TO is categorized as Dividend, while DGRG.L is Large Cap Blend Equities. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.58% for PDC.TO and 0.33% for DGRG.L.

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