SUUS.L vs. DGRA.L

Last updated Jul 16, 2026

SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and DGRA.L (WisdomTree US Quality Dividend Growth UCITS ETF USD Acc) are both Large Cap Blend Equities funds - SUUS.L tracks the Russell 1000 TR USD while DGRA.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 10 years, SUUS.L returned 14.74%/yr vs 12.96%/yr for DGRA.L. Their correlation of 0.81 suggests significant overlap in exposure. SUUS.L charges 0.20%/yr vs 0.33%/yr for DGRA.L.

Performance

SUUS.L vs. DGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) 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

SUUS.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, SUUS.L achieves a 13.66% return, which is significantly higher than DGRA.L's 6.57% return. Over the past 10 years, SUUS.L has outperformed DGRA.L with an annualized return of 14.74%, while DGRA.L has yielded a comparatively lower 12.96% annualized return.

SUUS.L

• 1D: -1.33%
• 1M: -1.70%
• 6M: 11.81%
• YTD: 13.66%
• 1Y: 20.32%
• 3Y*: 14.16%
• 5Y*: 11.22%
• 10Y*: 14.74%

DGRA.L

• 1D: -0.62%
• 1M: -0.38%
• 6M: 5.28%
• YTD: 6.57%
• 1Y: 14.30%
• 3Y*: 13.58%
• 5Y*: 11.70%
• 10Y*: 12.96%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc)	13.66%	3.44%	15.85%	17.58%	-8.97%	32.89%	21.52%	27.36%	2.89%	12.51%
DGRA.L WisdomTree US Quality Dividend Growth UCITS ETF USD Acc	6.57%	5.03%	20.29%	12.77%	2.58%	26.46%	9.27%	23.93%	-1.03%	15.95%

Correlation

The correlation between SUUS.L and DGRA.L is 0.62, 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	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jul 11, 2016	0.81

The correlation between SUUS.L and DGRA.L shifts across timeframes, from 0.62 (1 year) to 0.82 (10 years), reflecting how their relationship changes across market environments.

SUUS.L vs. DGRA.L - Sectors Allocation Comparison

Sectors	SUUS.L	DGRA.L
Technology	39.8%	27.2%
Financial Services	12.8%	12.4%
Consumer Cyclical	10.8%	8.2%
Healthcare	9.7%	16.8%
Industrials	7.5%	11.4%
Communication Services	6.7%	6.3%
Consumer Defensive	5.3%	7.8%
Utilities	3.3%	0.3%
Real Estate	1.8%	-
Basic Materials	1.7%	3.2%
Energy	0.3%	0.3%

Return for Risk

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

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

SUUS.L

SUUS.L Risk / Return Rank: 61
SUUS.L Sharpe Ratio Rank: 59
SUUS.L Sortino Ratio Rank: 58
SUUS.L Omega Ratio Rank: 57
SUUS.L Calmar Ratio Rank: 69
SUUS.L Martin Ratio Rank: 64

DGRA.L

DGRA.L Risk / Return Rank: 53
DGRA.L Sharpe Ratio Rank: 52
DGRA.L Sortino Ratio Rank: 56
DGRA.L Omega Ratio Rank: 51
DGRA.L Calmar Ratio Rank: 50
DGRA.L Martin Ratio Rank: 57

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.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.

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.

	SUUS.L	DGRA.L	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.26	+0.35
Sortino ratio: Return per unit of downside risk	2.24	1.79	+0.44
Omega ratio: Gain probability vs. loss probability	1.29	1.23	+0.06
Calmar ratio: Return relative to maximum drawdown	2.80	2.56	+0.25
Martin ratio: Return relative to average drawdown	9.19	8.22	+0.96

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

The current SUUS.L Sharpe Ratio is 1.61, which is comparable to the DGRA.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SUUS.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.

Drawdowns

SUUS.L vs. DGRA.L - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -25.46%, 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 SUUS.L and DGRA.L.

Drawdown Indicators

	SUUS.L	DGRA.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.46%	-23.29%	-2.17%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-5.57%	-1.65%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-18.01%	-3.61%
Max Drawdown (5Y) Largest decline over 5 years	-21.62%	-18.01%	-3.61%
Max Drawdown (10Y) Largest decline over 10 years	-24.56%	-23.29%	-1.27%
Current Drawdown Current decline from peak	-3.86%	-1.22%	-2.64%
Average Drawdown Average peak-to-trough decline	-6.35%	-2.99%	-3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	1.73%	+0.48%

Volatility

SUUS.L vs. DGRA.L - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) has a higher volatility of 4.81% compared to WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) at 2.59%. This indicates that SUUS.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.

Volatility by Period

	SUUS.L	DGRA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	2.59%	+2.22%
Volatility (6M) Calculated over the trailing 6-month period	9.81%	8.24%	+1.57%
Volatility (1Y) Calculated over the trailing 1-year period	12.55%	11.30%	+1.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.24%	14.05%	+6.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.48%	15.45%	+3.03%

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

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

Dividends

SUUS.L vs. DGRA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

SUUS.L and DGRA.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SUUS.L or DGRA.L?

On fees, SUUS.L 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, SUUS.L or DGRA.L?

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

What is the main difference between SUUS.L and DGRA.L?

SUUS.L tracks Russell 1000 TR USD, 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 SUUS.L and 0.33% for DGRA.L.