QDVC.DE vs. DGRA.L

Last updated Jun 5, 2026

QDVC.DE (iShares Edge MSCI USA Size Factor UCITS ETF) and DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) are both exchange-traded funds - QDVC.DE is a Mid Cap Blend Equities fund tracking the MSCI USA Mid-Cap Equal Weighted, while DGRA.L is a Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, QDVC.DE returned 7.32%/yr vs 12.74%/yr for DGRA.L. A 0.76 correlation means they provide meaningful diversification when combined. QDVC.DE charges 0.20%/yr vs 0.33%/yr for DGRA.L.

Performance

QDVC.DE vs. DGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, QDVC.DE achieves a 8.40% return, which is significantly higher than DGRA.L's 7.98% return.

QDVC.DE

• 1D: 0.46%
• 1M: 4.30%
• YTD: 8.40%
• 6M: 8.90%
• 1Y: 14.76%
• 3Y*: 11.54%
• 5Y*: 7.32%
• 10Y*: —

DGRA.L

• 1D: -0.02%
• 1M: 4.20%
• YTD: 7.98%
• 6M: 6.41%
• 1Y: 17.89%
• 3Y*: 13.33%
• 5Y*: 12.74%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVC.DE vs. DGRA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QDVC.DE iShares Edge MSCI USA Size Factor UCITS ETF	8.40%	-3.21%	19.27%	13.21%	-13.60%	37.66%	6.30%	31.46%	-6.82%	4.09%
DGRA.L WisdomTree US Quality Dividend Growth UCITS ETF USD Acc	7.98%	-0.33%	26.03%	15.14%	-2.64%	34.64%	3.30%	31.74%	-2.17%	11.32%

Correlation

The correlation between QDVC.DE and DGRA.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	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016	0.76

The correlation between QDVC.DE and DGRA.L shifts across timeframes, from 0.65 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QDVC.DE vs. DGRA.L — Risk / Return Rank

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

QDVC.DE

QDVC.DE Risk / Return Rank: 35
QDVC.DE Sharpe Ratio Rank: 34
QDVC.DE Sortino Ratio Rank: 33
QDVC.DE Omega Ratio Rank: 32
QDVC.DE Calmar Ratio Rank: 39
QDVC.DE Martin Ratio Rank: 37

DGRA.L

DGRA.L Risk / Return Rank: 57
DGRA.L Sharpe Ratio Rank: 55
DGRA.L Sortino Ratio Rank: 60
DGRA.L Omega Ratio Rank: 55
DGRA.L Calmar Ratio Rank: 54
DGRA.L Martin Ratio Rank: 59

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.

QDVC.DE vs. DGRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) 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.

	QDVC.DE	DGRA.L	Difference
Sharpe ratio: Return per unit of total volatility	1.19	1.53	-0.34
Sortino ratio: Return per unit of downside risk	1.72	2.19	-0.46
Omega ratio: Gain probability vs. loss probability	1.21	1.28	-0.07
Calmar ratio: Return relative to maximum drawdown	1.91	3.31	-1.40
Martin ratio: Return relative to average drawdown	5.80	10.67	-4.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVC.DE vs. DGRA.L - Sharpe Ratio Comparison

The current QDVC.DE Sharpe Ratio is 1.19, which is comparable to the DGRA.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of QDVC.DE 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.

Sharpe Ratios by Period

	QDVC.DE	DGRA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	1.53	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.88	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.86	-0.32

Drawdowns

QDVC.DE vs. DGRA.L - Drawdown Comparison

The maximum QDVC.DE drawdown since its inception was -40.76%, which is greater than DGRA.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for QDVC.DE and DGRA.L.

Drawdown Indicators

	QDVC.DE	DGRA.L	Difference
Max Drawdown Largest peak-to-trough decline	-40.76%	-30.97%	-9.79%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	-5.38%	-2.32%
Max Drawdown (3Y) Largest decline over 3 years	-25.54%	-19.64%	-5.90%
Max Drawdown (5Y) Largest decline over 5 years	-25.54%	-19.64%	-5.90%
Current Drawdown Current decline from peak	-1.48%	-0.02%	-1.46%
Average Drawdown Average peak-to-trough decline	-6.58%	-3.91%	-2.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.54%	1.67%	+0.87%

Volatility

QDVC.DE vs. DGRA.L - Volatility Comparison

iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) has a higher volatility of 2.89% compared to WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) at 2.69%. This indicates that QDVC.DE'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.

Volatility by Period

	QDVC.DE	DGRA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	2.69%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	8.09%	8.29%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	11.63%	+0.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	14.42%	+2.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.28%	15.63%	+2.65%

QDVC.DE vs. DGRA.L - Expense Ratio Comparison

QDVC.DE has a 0.20% expense ratio, which is lower than DGRA.L's 0.33% expense ratio.

Dividends

QDVC.DE vs. DGRA.L - Dividend Comparison

Neither QDVC.DE nor DGRA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QDVC.DE and DGRA.L in my portfolio?

QDVC.DE and DGRA.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.

Which ETF is better, QDVC.DE or DGRA.L?

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

Which ETF is cheaper, QDVC.DE or DGRA.L?

QDVC.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for DGRA.L.

What is the main difference between QDVC.DE and DGRA.L?

QDVC.DE is categorized as Mid Cap Blend Equities, while DGRA.L is Large Cap Blend Equities. QDVC.DE tracks MSCI USA Mid-Cap Equal Weighted, while DGRA.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 QDVC.DE and 0.33% for DGRA.L.