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TDIV.L vs. DGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDIV.L vs. DGRG.L - Performance Comparison

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

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Different Trading Currencies

TDIV.L is traded in USD, while DGRG.L is traded in GBp. To make them comparable, the DGRG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDIV.L achieves a 11.84% return, which is significantly higher than DGRG.L's 7.18% return. Both investments have delivered pretty close results over the past 10 years, with TDIV.L having a 13.83% annualized return and DGRG.L not far behind at 13.32%.


TDIV.L

1D
0.32%
1M
2.15%
6M
10.53%
YTD
11.84%
1Y
29.81%
3Y*
22.34%
5Y*
17.81%
10Y*
13.83%

DGRG.L

1D
-0.56%
1M
1.79%
6M
5.91%
YTD
7.18%
1Y
15.56%
3Y*
14.70%
5Y*
11.42%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDIV.L vs. DGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
11.84%40.41%8.93%15.44%9.29%18.14%-2.30%37.03%-6.76%3.94%
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
7.18%13.57%18.13%18.02%-8.25%25.56%12.09%29.79%-6.77%26.61%

Correlation

The correlation between TDIV.L and DGRG.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.60

The correlation between TDIV.L and DGRG.L shifts across timeframes, from 0.45 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TDIV.L vs. DGRG.L — Risk / Return Rank

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

TDIV.L
TDIV.L Risk / Return Rank: 9393
Overall Rank
TDIV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9292
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 9191
Martin Ratio Rank

DGRG.L
DGRG.L Risk / Return Rank: 6868
Overall Rank
DGRG.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 6868
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 6868
Martin Ratio Rank
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.

TDIV.L vs. DGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.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.


TDIV.LDGRG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.48

1.30

+0.18

Calmar ratioReturn relative to maximum drawdown

5.64

1.97

+3.67

Martin ratioReturn relative to average drawdown

15.83

8.15

+7.69

TDIV.L vs. DGRG.L - Sharpe Ratio Comparison

The current TDIV.L Sharpe Ratio is 2.65, which is higher than the DGRG.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of TDIV.L and DGRG.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.


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Drawdowns

TDIV.L vs. DGRG.L - Drawdown Comparison

The maximum TDIV.L drawdown since its inception was -37.94%, which is greater than DGRG.L's maximum drawdown of -34.45%. Use the drawdown chart below to compare losses from any high point for TDIV.L and DGRG.L.


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Drawdown Indicators


TDIV.LDGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-34.45%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-7.87%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-16.47%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-18.43%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.94%

-31.10%

-6.84%

Current Drawdown

Current decline from peak

0.00%

-0.56%

+0.56%

Average Drawdown

Average peak-to-trough decline

-3.99%

-6.89%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.91%

-0.03%

Volatility

TDIV.L vs. DGRG.L - Volatility Comparison

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) has a higher volatility of 2.90% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 1.97%. This indicates that TDIV.L's price experiences larger fluctuations and is considered to be riskier than DGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDIV.LDGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

1.97%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

6.92%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

9.23%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

13.54%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

14.61%

+1.59%

TDIV.L vs. DGRG.L - Expense Ratio Comparison

TDIV.L has a 0.38% expense ratio, which is higher than DGRG.L's 0.33% expense ratio.


Dividends

TDIV.L vs. DGRG.L - Dividend Comparison

TDIV.L's dividend yield for the trailing twelve months is around 3.10%, while DGRG.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
3.10%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%

Frequently Asked Questions


TDIV.L and DGRG.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRG.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRG.L is cheaper with a 0.33% expense ratio, compared with 0.38% for TDIV.L.

TDIV.L is categorized as Global Equities, while DGRG.L is Large Cap Blend Equities. TDIV.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.38% for TDIV.L and 0.33% for DGRG.L.

Portfolio Optimizer

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