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TDGB.L vs. GGRP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDGB.L and GGRP.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

TDGB.L vs. GGRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
7.69%
3.35%
TDGB.L
GGRP.L

Key characteristics

Sharpe Ratio

TDGB.L:

1.40

GGRP.L:

1.53

Sortino Ratio

TDGB.L:

13.91

GGRP.L:

2.27

Omega Ratio

TDGB.L:

2.81

GGRP.L:

1.28

Calmar Ratio

TDGB.L:

19.68

GGRP.L:

3.22

Martin Ratio

TDGB.L:

55.52

GGRP.L:

9.65

Ulcer Index

TDGB.L:

1.96%

GGRP.L:

1.37%

Daily Std Dev

TDGB.L:

77.43%

GGRP.L:

8.64%

Max Drawdown

TDGB.L:

-37.34%

GGRP.L:

-22.60%

Current Drawdown

TDGB.L:

0.00%

GGRP.L:

-0.45%

Returns By Period

In the year-to-date period, TDGB.L achieves a 8.93% return, which is significantly higher than GGRP.L's 4.89% return.


TDGB.L

YTD

8.93%

1M

2.89%

6M

11.29%

1Y

108.38%

5Y*

43.20%

10Y*

N/A

GGRP.L

YTD

4.89%

1M

1.12%

6M

6.80%

1Y

12.74%

5Y*

10.34%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TDGB.L vs. GGRP.L - Expense Ratio Comparison

Both TDGB.L and GGRP.L have an expense ratio of 0.38%.


TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
Expense ratio chart for TDGB.L: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for GGRP.L: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

TDGB.L vs. GGRP.L — Risk-Adjusted Performance Rank

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

TDGB.L
The Risk-Adjusted Performance Rank of TDGB.L is 9090
Overall Rank
The Sharpe Ratio Rank of TDGB.L is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TDGB.L is 9999
Sortino Ratio Rank
The Omega Ratio Rank of TDGB.L is 9999
Omega Ratio Rank
The Calmar Ratio Rank of TDGB.L is 9999
Calmar Ratio Rank
The Martin Ratio Rank of TDGB.L is 9898
Martin Ratio Rank

GGRP.L
The Risk-Adjusted Performance Rank of GGRP.L is 6969
Overall Rank
The Sharpe Ratio Rank of GGRP.L is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of GGRP.L is 6464
Sortino Ratio Rank
The Omega Ratio Rank of GGRP.L is 6161
Omega Ratio Rank
The Calmar Ratio Rank of GGRP.L is 8484
Calmar Ratio Rank
The Martin Ratio Rank of GGRP.L is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDGB.L vs. GGRP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.


Sharpe ratio
The chart of Sharpe ratio for TDGB.L, currently valued at 1.39, compared to the broader market0.002.004.001.391.35
The chart of Sortino ratio for TDGB.L, currently valued at 11.53, compared to the broader market0.005.0010.0011.531.95
The chart of Omega ratio for TDGB.L, currently valued at 2.43, compared to the broader market0.501.001.502.002.503.002.431.23
The chart of Calmar ratio for TDGB.L, currently valued at 13.91, compared to the broader market0.005.0010.0015.0020.0013.912.12
The chart of Martin ratio for TDGB.L, currently valued at 38.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.0038.455.56
TDGB.L
GGRP.L

The current TDGB.L Sharpe Ratio is 1.40, which is comparable to the GGRP.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of TDGB.L and GGRP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.39
1.35
TDGB.L
GGRP.L

Dividends

TDGB.L vs. GGRP.L - Dividend Comparison

TDGB.L's dividend yield for the trailing twelve months is around 189.40%, more than GGRP.L's 1.28% yield.


TTM20242023202220212020201920182017
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
189.40%206.32%52.52%4.40%4.06%4.16%3.90%0.00%0.00%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
1.28%1.62%1.86%2.42%1.60%1.47%1.88%2.13%1.42%

Drawdowns

TDGB.L vs. GGRP.L - Drawdown Comparison

The maximum TDGB.L drawdown since its inception was -37.34%, which is greater than GGRP.L's maximum drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for TDGB.L and GGRP.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.13%
TDGB.L
GGRP.L

Volatility

TDGB.L vs. GGRP.L - Volatility Comparison

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) has a higher volatility of 2.86% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) at 2.52%. This indicates that TDGB.L's price experiences larger fluctuations and is considered to be riskier than GGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.86%
2.52%
TDGB.L
GGRP.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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