UQLT.L vs. DGRG.L
UQLT.L (UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist)) and DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both Large Cap Blend Equities funds - UQLT.L tracks the MSCI USA Quality Advanced Target Select 100% Hedged to GBP Index while DGRG.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 10 years, UQLT.L returned 14.42%/yr vs 13.03%/yr for DGRG.L. A 0.66 correlation means they provide meaningful diversification when combined. UQLT.L charges 0.28%/yr vs 0.33%/yr for DGRG.L.
Performance
UQLT.L vs. DGRG.L - Performance Comparison
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Returns By Period
In the year-to-date period, UQLT.L achieves a 10.15% return, which is significantly higher than DGRG.L's 7.24% return. Over the past 10 years, UQLT.L has outperformed DGRG.L with an annualized return of 14.42%, while DGRG.L has yielded a comparatively lower 13.03% annualized return.
UQLT.L
- 1D
- -0.84%
- 1M
- 0.58%
- 6M
- 8.77%
- YTD
- 10.15%
- 1Y
- 23.33%
- 3Y*
- 18.68%
- 5Y*
- 11.21%
- 10Y*
- 14.42%
DGRG.L
- 1D
- -0.35%
- 1M
- 0.59%
- 6M
- 5.35%
- YTD
- 7.24%
- 1Y
- 15.27%
- 3Y*
- 13.52%
- 5Y*
- 11.92%
- 10Y*
- 13.03%
UQLT.L vs. DGRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UQLT.L UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist) | 10.15% | 17.64% | 20.58% | 33.76% | -25.29% | 27.69% | 19.02% | 34.52% | -6.09% | 23.49% |
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 7.24% | 5.60% | 20.13% | 12.11% | 2.74% | 26.71% | 8.76% | 24.78% | -1.18% | 15.61% |
Correlation
The correlation between UQLT.L and DGRG.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 | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.66 |
The correlation between UQLT.L and DGRG.L has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.
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Return for Risk
UQLT.L vs. DGRG.L — Risk / Return Rank
UQLT.L
DGRG.L
UQLT.L vs. DGRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist) (UQLT.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.
| UQLT.L | DGRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.54 | -0.55 |
| Martin ratioReturn relative to average drawdown | 8.36 | 9.30 | -0.95 |
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Drawdowns
UQLT.L vs. DGRG.L - Drawdown Comparison
The maximum UQLT.L drawdown since its inception was -33.41%, roughly equal to the maximum DGRG.L drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for UQLT.L and DGRG.L.
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Drawdown Indicators
| UQLT.L | DGRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.41% | -32.36% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -5.98% | -5.65% |
Max Drawdown (3Y)Largest decline over 3 years | -21.34% | -17.72% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -31.53% | -17.72% | -13.81% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -22.57% | -10.84% |
Current DrawdownCurrent decline from peak | -0.84% | -0.35% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -4.55% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 1.64% | +1.14% |
Volatility
UQLT.L vs. DGRG.L - Volatility Comparison
UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist) (UQLT.L) has a higher volatility of 3.81% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 2.14%. This indicates that UQLT.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
| UQLT.L | DGRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 2.14% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 6.35% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 8.79% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 12.55% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 14.21% | +3.28% |
UQLT.L vs. DGRG.L - Expense Ratio Comparison
UQLT.L has a 0.28% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.
Dividends
UQLT.L vs. DGRG.L - Dividend Comparison
UQLT.L's dividend yield for the trailing twelve months is around 0.22%, while DGRG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UQLT.L UBS Factor MSCI USA Quality Screened UCITS ETF GBP Hedged (Dist) | 0.22% | 0.54% | 0.30% | 0.78% | 0.81% | 0.70% | 0.86% | 0.93% | 1.24% | 1.04% | 0.65% |
Frequently Asked Questions
UQLT.L and DGRG.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.
On fees, UQLT.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UQLT.L is cheaper with a 0.28% expense ratio, compared with 0.33% for DGRG.L.
UQLT.L tracks MSCI USA Quality Advanced Target Select 100% Hedged to GBP Index, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.28% for UQLT.L and 0.33% for DGRG.L.
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