SUAP.L vs. DGRP.L
SUAP.L (iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both Large Cap Blend Equities funds - SUAP.L tracks the MSCI USA SRI Select Reduced Fossil Fuel Net Index (USD) while DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, SUAP.L returned 9.10%/yr vs 11.68%/yr for DGRP.L. A 0.64 correlation means they provide meaningful diversification when combined. SUAP.L charges 0.23%/yr vs 0.33%/yr for DGRP.L.
Performance
SUAP.L vs. DGRP.L - Performance Comparison
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Different Trading Currencies
SUAP.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, SUAP.L achieves a 12.06% return, which is significantly higher than DGRP.L's 6.80% return.
SUAP.L
- 1D
- -0.26%
- 1M
- -2.30%
- 6M
- 10.61%
- YTD
- 12.06%
- 1Y
- 18.49%
- 3Y*
- 13.49%
- 5Y*
- 9.10%
- 10Y*
- —
- ALL TIME*
- 9.70%
DGRP.L
- 1D
- -0.40%
- 1M
- -0.21%
- 6M
- 6.26%
- YTD
- 6.80%
- 1Y
- 15.09%
- 3Y*
- 12.31%
- 5Y*
- 11.68%
- 10Y*
- —
- ALL TIME*
- 10.72%
SUAP.L vs. DGRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SUAP.L iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) | 12.06% | 10.67% | 13.28% | 22.38% | -20.64% | 18.23% |
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 6.80% | 5.45% | 20.19% | 12.25% | 2.72% | 18.51% |
Correlation
The correlation between SUAP.L and DGRP.L is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 21, 2021 | 0.64 |
The correlation between SUAP.L and DGRP.L has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.
SUAP.L vs. DGRP.L - Sectors Allocation Comparison
Sectors
SUAP.L
DGRP.L
Technology
Financial Services
Consumer Cyclical
Healthcare
Industrials
Communication Services
Consumer Defensive
Real Estate
-
Basic Materials
Utilities
Energy
-
Technology
SUAP.L
DGRP.L
Financial Services
SUAP.L
DGRP.L
Consumer Cyclical
SUAP.L
DGRP.L
Healthcare
SUAP.L
DGRP.L
Industrials
SUAP.L
DGRP.L
Communication Services
SUAP.L
DGRP.L
Consumer Defensive
SUAP.L
DGRP.L
Real Estate
SUAP.L
DGRP.L
-
Basic Materials
SUAP.L
DGRP.L
Utilities
SUAP.L
DGRP.L
Energy
SUAP.L
-
DGRP.L
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Return for Risk
SUAP.L vs. DGRP.L — Risk / Return Rank
SUAP.L
DGRP.L
SUAP.L vs. DGRP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.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.
| SUAP.L | DGRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.48 | -0.38 |
| Martin ratioReturn relative to average drawdown | 7.83 | 9.21 | -1.38 |
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Drawdowns
SUAP.L vs. DGRP.L - Drawdown Comparison
The maximum SUAP.L drawdown since its inception was -27.13%, which is greater than DGRP.L's maximum drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for SUAP.L and DGRP.L.
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Drawdown Indicators
| SUAP.L | DGRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.13% | -22.56% | -4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -6.06% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -19.71% | -17.75% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -17.75% | -9.38% |
Current DrawdownCurrent decline from peak | -3.66% | -0.73% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -3.88% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.63% | +0.73% |
Volatility
SUAP.L vs. DGRP.L - Volatility Comparison
iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.L) has a higher volatility of 4.55% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) at 2.12%. This indicates that SUAP.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
| SUAP.L | DGRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 2.12% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 6.17% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 8.69% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 12.54% | +4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 15.50% | +0.93% |
SUAP.L vs. DGRP.L - Expense Ratio Comparison
SUAP.L has a 0.23% expense ratio, which is lower than DGRP.L's 0.33% expense ratio.
Dividends
SUAP.L vs. DGRP.L - Dividend Comparison
SUAP.L's dividend yield for the trailing twelve months is around 0.90%, less than DGRP.L's 0.98% yield.
| 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% |
SUAP.L iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) | 0.90% | 0.92% | 1.09% | 1.22% | 1.42% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SUAP.L and DGRP.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUAP.L is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUAP.L is cheaper with a 0.23% expense ratio, compared with 0.33% for DGRP.L.
SUAP.L tracks MSCI USA SRI Select Reduced Fossil Fuel Net Index (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: 0.23% for SUAP.L and 0.33% for DGRP.L.
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