UGRW.L vs. INTL.L

Last updated Jul 29, 2026

UGRW.L (WisdomTree UK Quality Dividend Growth UCITS ETF GBP) and INTL.L (WisdomTree Artificial Intelligence UCITS ETF - USD Acc) are both exchange-traded funds - UGRW.L is a UK Equities fund tracking the WisdomTree U.K. Quality Dividend Growth Index, while INTL.L is a Artificial Intelligence fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past year, UGRW.L returned 14.26% vs 39.61% for INTL.L. Their 0.40 correlation means their historical movements had little consistent relationship. UGRW.L charges 0.29%/yr vs 0.40%/yr for INTL.L.

Performance

UGRW.L vs. INTL.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 Artificial Intelligence UCITS ETF - USD Acc (INTL.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UGRW.L achieves a 10.69% return, which is significantly lower than INTL.L's 23.85% 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%

INTL.L

• 1D: -1.10%
• 1M: -13.12%
• 6M: 16.73%
• YTD: 23.85%
• 1Y: 39.61%
• 3Y*: 19.73%
• 5Y*: 12.03%
• 10Y*: —
• ALL TIME*: 16.16%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	£1.03M	£1.15M	£1.75M
UGRW.L WisdomTree UK Quality Dividend Growth UCITS ETF GBP	£13.81K	£17.79K	£18.51K

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

	2026 (YTD)	2025	2024	2023
UGRW.L WisdomTree UK Quality Dividend Growth UCITS ETF GBP	10.69%	11.29%	5.06%	10,955.68%
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	23.85%	14.50%	13.58%	14.76%

Correlation

The correlation between UGRW.L and INTL.L is 0.24, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.24
Correlation (All Time) Calculated using the full available price history since Nov 13, 2023	0.40

The correlation between UGRW.L and INTL.L shifts across timeframes, from 0.24 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Return for Risk

UGRW.L vs. INTL.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: 45
UGRW.L Sharpe Ratio Rank: 44
UGRW.L Sortino Ratio Rank: 44
UGRW.L Omega Ratio Rank: 42
UGRW.L Calmar Ratio Rank: 44
UGRW.L Martin Ratio Rank: 50

INTL.L

INTL.L Risk / Return Rank: 57
INTL.L Sharpe Ratio Rank: 57
INTL.L Sortino Ratio Rank: 54
INTL.L Omega Ratio Rank: 52
INTL.L Calmar Ratio Rank: 63
INTL.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.

UGRW.L vs. INTL.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 Artificial Intelligence UCITS ETF - USD Acc (INTL.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.L	INTL.L	Difference
Sharpe ratio: Return per unit of total volatility	1.09	1.35	-0.26
Sortino ratio: Return per unit of downside risk	1.62	1.86	-0.24
Omega ratio: Gain probability vs. loss probability	1.20	1.23	-0.03
Calmar ratio: Return relative to maximum drawdown	1.60	2.23	-0.63
Martin ratio: Return relative to average drawdown	5.81	6.68	-0.88

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

The current UGRW.L Sharpe Ratio is 1.09, which is comparable to the INTL.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of UGRW.L and INTL.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

UGRW.L vs. INTL.L - Drawdown Comparison

The maximum UGRW.L drawdown since its inception was -15.40%, smaller than the maximum INTL.L drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for UGRW.L and INTL.L.

Drawdown Indicators

	UGRW.L	INTL.L	Difference
Max Drawdown Largest peak-to-trough decline	-15.40%	-37.71%	+22.31%
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	-17.71%	+8.77%
Max Drawdown (3Y) Largest decline over 3 years	—	-33.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-36.92%	—
Current Drawdown Current decline from peak	0.00%	-17.71%	+17.71%
Average Drawdown Average peak-to-trough decline	-2.25%	-12.27%	+10.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	5.91%	-3.44%

Volatility

UGRW.L vs. INTL.L - Volatility Comparison

The current volatility for WisdomTree UK Quality Dividend Growth UCITS ETF GBP (UGRW.L) is 3.86%, while WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a volatility of 13.02%. This indicates that UGRW.L experiences smaller price fluctuations and is considered to be less risky than INTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UGRW.L	INTL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	13.02%	-9.16%
Volatility (6M) Calculated over the trailing 6-month period	10.98%	23.88%	-12.90%
Volatility (1Y) Calculated over the trailing 1-year period	13.15%	29.32%	-16.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6,033.07%	29.58%	+6,003.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6,033.07%	29.48%	+6,003.59%

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

UGRW.L has a 0.29% expense ratio, which is lower than INTL.L's 0.40% expense ratio.

Dividends

UGRW.L vs. INTL.L - Dividend Comparison

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

Position	TTM	2025	2024
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	0.00%	0.00%	0.00%
UGRW.L WisdomTree UK Quality Dividend Growth UCITS ETF GBP	3.33%	2.68%	2.59%

Frequently Asked Questions

Can I hold both UGRW.L and INTL.L in my portfolio?

UGRW.L and INTL.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UGRW.L or INTL.L?

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.

Which ETF is cheaper, UGRW.L or INTL.L?

UGRW.L is cheaper with a 0.29% expense ratio, compared with 0.40% for INTL.L.

What is the main difference between UGRW.L and INTL.L?

UGRW.L is categorized as UK Equities, while INTL.L is Artificial Intelligence. UGRW.L tracks WisdomTree U.K. Quality Dividend Growth Index, while INTL.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.29% for UGRW.L and 0.40% for INTL.L.