SASU.L vs. DGRP.L
SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both Large Cap Blend Equities funds - SASU.L tracks the MSCI USA Screened Index while DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, SASU.L returned 12.84%/yr vs 11.43%/yr for DGRP.L. Their correlation of 0.83 suggests significant overlap in exposure. SASU.L charges 0.07%/yr vs 0.33%/yr for DGRP.L.
Performance
SASU.L vs. DGRP.L - Performance Comparison
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Different Trading Currencies
SASU.L is traded in USD, while DGRP.L is traded in GBp. To make them comparable, the DGRP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SASU.L achieves a 8.44% return, which is significantly higher than DGRP.L's 7.17% return.
SASU.L
- 1D
- -1.40%
- 1M
- -0.64%
- 6M
- 7.91%
- YTD
- 8.44%
- 1Y
- 19.98%
- 3Y*
- 20.13%
- 5Y*
- 12.84%
- 10Y*
- —
DGRP.L
- 1D
- -0.54%
- 1M
- 1.79%
- 6M
- 5.96%
- YTD
- 7.17%
- 1Y
- 15.57%
- 3Y*
- 14.73%
- 5Y*
- 11.43%
- 10Y*
- —
SASU.L vs. DGRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 8.44% | 17.83% | 26.90% | 30.69% | -21.34% | 28.26% | 22.00% | 31.02% | -8.81% |
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 7.17% | 13.41% | 18.19% | 18.17% | -8.26% | 25.51% | 12.23% | 29.76% | -8.88% |
Correlation
The correlation between SASU.L and DGRP.L is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.83 |
The correlation between SASU.L and DGRP.L has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
SASU.L vs. DGRP.L — Risk / Return Rank
SASU.L
DGRP.L
SASU.L vs. DGRP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SASU.L | DGRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.98 | +0.11 |
| Martin ratioReturn relative to average drawdown | 8.30 | 8.26 | +0.03 |
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Drawdowns
SASU.L vs. DGRP.L - Drawdown Comparison
The maximum SASU.L drawdown since its inception was -34.07%, which is greater than DGRP.L's maximum drawdown of -31.11%. Use the drawdown chart below to compare losses from any high point for SASU.L and DGRP.L.
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Drawdown Indicators
| SASU.L | DGRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -31.11% | -2.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.53% | -7.83% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -19.83% | -16.50% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -18.44% | -7.80% |
Current DrawdownCurrent decline from peak | -2.08% | -0.54% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.35% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 1.88% | +0.52% |
Volatility
SASU.L vs. DGRP.L - Volatility Comparison
iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a higher volatility of 3.34% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) at 1.98%. This indicates that SASU.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
| SASU.L | DGRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 1.98% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 6.85% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 9.20% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 13.60% | +3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 15.98% | +2.41% |
SASU.L vs. DGRP.L - Expense Ratio Comparison
SASU.L has a 0.07% expense ratio, which is lower than DGRP.L's 0.33% expense ratio.
Dividends
SASU.L vs. DGRP.L - Dividend Comparison
SASU.L has not paid dividends to shareholders, while DGRP.L's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 0.98% | 1.11% | 1.16% | 1.33% | 1.47% | 1.34% | 1.68% | 1.80% | 1.90% | 1.36% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SASU.L and DGRP.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SASU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SASU.L is cheaper with a 0.07% expense ratio, compared with 0.33% for DGRP.L.
SASU.L tracks MSCI USA Screened Index, 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: 0.07% for SASU.L and 0.33% for DGRP.L.
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