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PHPP.L vs. DGRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHPP.L vs. DGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Precious Metals (PHPP.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PHPP.L is traded in GBp, while DGRA.L is traded in USD. To make them comparable, the DGRA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHPP.L achieves a 0.99% return, which is significantly lower than DGRA.L's 7.19% return.


PHPP.L

1D
0.37%
1M
-1.92%
YTD
0.99%
6M
9.62%
1Y
51.59%
3Y*
25.31%
5Y*
12.75%
10Y*
13.52%

DGRA.L

1D
0.12%
1M
4.46%
YTD
7.19%
6M
5.39%
1Y
21.06%
3Y*
13.50%
5Y*
12.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHPP.L vs. DGRA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHPP.L
WisdomTree Physical Precious Metals
0.99%72.45%17.27%-8.55%11.64%-10.26%22.29%22.41%5.44%5.38%
DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
7.19%5.03%20.29%12.77%2.58%26.46%9.27%23.93%-1.02%15.94%

Correlation

The correlation between PHPP.L and DGRA.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.04

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

0.05

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

0.12

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Return for Risk

PHPP.L vs. DGRA.L — Risk / Return Rank

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

PHPP.L
PHPP.L Risk / Return Rank: 4242
Overall Rank
PHPP.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PHPP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
PHPP.L Omega Ratio Rank: 4848
Omega Ratio Rank
PHPP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
PHPP.L Martin Ratio Rank: 3434
Martin Ratio Rank

DGRA.L
DGRA.L Risk / Return Rank: 5757
Overall Rank
DGRA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DGRA.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
DGRA.L Omega Ratio Rank: 5555
Omega Ratio Rank
DGRA.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGRA.L Martin Ratio Rank: 5959
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.

PHPP.L vs. DGRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.L) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.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.


PHPP.LDGRA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.11

3.77

-1.66

Martin ratioReturn relative to average drawdown

5.01

12.10

-7.08

PHPP.L vs. DGRA.L - Sharpe Ratio Comparison

The current PHPP.L Sharpe Ratio is 1.61, which is comparable to the DGRA.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of PHPP.L and DGRA.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


PHPP.LDGRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.85

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.92

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.94

-0.43

Drawdowns

PHPP.L vs. DGRA.L - Drawdown Comparison

The maximum PHPP.L drawdown since its inception was -49.43%, which is greater than DGRA.L's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for PHPP.L and DGRA.L.


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Drawdown Indicators


PHPP.LDGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.43%

-23.29%

-26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-5.57%

-18.80%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-18.00%

-6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-18.00%

-8.89%

Max Drawdown (10Y)

Largest decline over 10 years

-26.89%

Current Drawdown

Current decline from peak

-22.56%

0.00%

-22.56%

Average Drawdown

Average peak-to-trough decline

-18.70%

-2.98%

-15.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.26%

1.74%

+8.52%

Volatility

PHPP.L vs. DGRA.L - Volatility Comparison

WisdomTree Physical Precious Metals (PHPP.L) has a higher volatility of 7.69% compared to WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) at 3.18%. This indicates that PHPP.L's price experiences larger fluctuations and is considered to be riskier than DGRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHPP.LDGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

3.18%

+4.51%

Volatility (6M)

Calculated over the trailing 6-month period

29.24%

8.41%

+20.83%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

11.31%

+20.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

14.01%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

15.54%

+4.30%

PHPP.L vs. DGRA.L - Expense Ratio Comparison

PHPP.L has a 0.44% expense ratio, which is higher than DGRA.L's 0.33% expense ratio.


Dividends

PHPP.L vs. DGRA.L - Dividend Comparison

Neither PHPP.L nor DGRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PHPP.L and DGRA.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DGRA.L is cheaper with a 0.33% expense ratio, compared with 0.44% for PHPP.L.

PHPP.L is categorized as Precious Metals, while DGRA.L is Large Cap Blend Equities. PHPP.L tracks Precious Metals Basket, while DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. Their fees differ too: 0.44% for PHPP.L and 0.33% for DGRA.L.

Portfolio Optimizer

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