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UGRW.L vs. GGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGRW.L vs. GGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree UK Quality Dividend Growth UCITS ETF GBP (UGRW.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UGRW.L achieves a 10.69% return, which is significantly higher than GGRG.L's 8.23% return.


UGRW.L

1D
1.61%
1M
5.43%
6M
7.81%
YTD
10.69%
1Y
14.26%
3Y*
5Y*
10Y*
ALL TIME*
525.30%

GGRG.L

1D
1.37%
1M
1.48%
6M
8.42%
YTD
8.23%
1Y
15.51%
3Y*
10.64%
5Y*
8.92%
10Y*
11.58%
ALL TIME*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£95.29K£144.38K£164.09K
£13.81K£17.79K£18.51K

UGRW.L vs. GGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023
UGRW.L
WisdomTree UK Quality Dividend Growth UCITS ETF GBP
10.69%11.29%5.06%10,955.68%
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
8.23%8.36%11.10%5.93%

Correlation

The correlation between UGRW.L and GGRG.L is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2023

0.55

The correlation between UGRW.L and GGRG.L has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

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Return for Risk

UGRW.L vs. GGRG.L — Risk / Return Rank

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

UGRW.L
UGRW.L Risk / Return Rank: 4545
Overall Rank
UGRW.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UGRW.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
UGRW.L Omega Ratio Rank: 4242
Omega Ratio Rank
UGRW.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
UGRW.L Martin Ratio Rank: 5050
Martin Ratio Rank

GGRG.L
GGRG.L Risk / Return Rank: 5757
Overall Rank
GGRG.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 6060
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 5858
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.

UGRW.L vs. GGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree UK Quality Dividend Growth UCITS ETF GBP (UGRW.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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.


UGRW.LGGRG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratioReturn relative to maximum drawdown

1.60

1.78

-0.18

Martin ratioReturn relative to average drawdown

5.81

6.86

-1.05

UGRW.L vs. GGRG.L - Sharpe Ratio Comparison

The current UGRW.L Sharpe Ratio is 1.09, which is comparable to the GGRG.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of UGRW.L and GGRG.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

UGRW.L vs. GGRG.L - Drawdown Comparison

The maximum UGRW.L drawdown since its inception was -15.40%, smaller than the maximum GGRG.L drawdown of -32.96%. Use the drawdown chart below to compare losses from any high point for UGRW.L and GGRG.L.


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Drawdown Indicators


UGRW.LGGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.40%

-32.96%

+17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-8.70%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

Max Drawdown (10Y)

Largest decline over 10 years

-22.15%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.25%

-6.01%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.26%

+0.21%

Volatility

UGRW.L vs. GGRG.L - Volatility Comparison

WisdomTree UK Quality Dividend Growth UCITS ETF GBP (UGRW.L) has a higher volatility of 3.86% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.81%. This indicates that UGRW.L's price experiences larger fluctuations and is considered to be riskier than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGRW.LGGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

2.81%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

8.24%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

11.08%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6,033.07%

18.41%

+6,014.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6,033.07%

16.48%

+6,016.59%

UGRW.L vs. GGRG.L - Expense Ratio Comparison

UGRW.L has a 0.29% expense ratio, which is lower than GGRG.L's 0.38% expense ratio.


Dividends

UGRW.L vs. GGRG.L - Dividend Comparison

UGRW.L's dividend yield for the trailing twelve months is around 3.33%, while GGRG.L has not paid dividends to shareholders.


Frequently Asked Questions


UGRW.L and GGRG.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UGRW.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UGRW.L is cheaper with a 0.29% expense ratio, compared with 0.38% for GGRG.L.

UGRW.L is categorized as UK Equities, while GGRG.L is Quality Factor. UGRW.L tracks WisdomTree U.K. Quality Dividend Growth Index, while GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.29% for UGRW.L and 0.38% for GGRG.L.

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