USFM.L vs. DGRP.L

Last updated Jun 5, 2026

USFM.L (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both Large Cap Blend Equities funds - USFM.L tracks the Russell 1000 TR USD while DGRP.L tracks the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, USFM.L returned 11.61%/yr vs 12.90%/yr for DGRP.L. Their correlation of 0.93 suggests significant overlap in exposure. USFM.L charges 0.25%/yr vs 0.33%/yr for DGRP.L.

Performance

USFM.L vs. DGRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USFM.L achieves a 12.16% return, which is significantly higher than DGRP.L's 6.78% return.

USFM.L

• 1D: 0.33%
• 1M: 5.20%
• YTD: 12.16%
• 6M: 12.28%
• 1Y: 24.78%
• 3Y*: 16.00%
• 5Y*: 11.61%
• 10Y*: —

DGRP.L

• 1D: 0.22%
• 1M: 4.26%
• YTD: 6.78%
• 6M: 6.28%
• 1Y: 21.07%
• 3Y*: 13.46%
• 5Y*: 12.90%
• 10Y*: —

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

USFM.L vs. DGRP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USFM.L UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis	12.16%	5.73%	20.11%	10.47%	-3.22%	26.12%	10.79%	25.56%	-0.38%	11.30%
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD	6.78%	5.43%	20.19%	12.25%	2.72%	26.66%	10.26%	25.55%	-1.13%	12.73%

Correlation

The correlation between USFM.L and DGRP.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since May 18, 2017	0.93

The correlation between USFM.L and DGRP.L has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

USFM.L vs. DGRP.L - Sectors Allocation Comparison

Sectors	USFM.L	DGRP.L
Technology	20.8%	30.4%
Industrials	15.3%	10.9%
Financial Services	15.2%	10.3%
Healthcare	13.9%	15.3%
Consumer Defensive	8.7%	8.0%
Communication Services	6.4%	8.4%
Consumer Cyclical	6.4%	8.2%
Utilities	4.0%	0.3%
Energy	3.3%	5.2%
Basic Materials	3.2%	3.1%
Real Estate	2.9%	-

Return for Risk

USFM.L vs. DGRP.L — Risk / Return Rank

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

USFM.L

USFM.L Risk / Return Rank: 82
USFM.L Sharpe Ratio Rank: 81
USFM.L Sortino Ratio Rank: 81
USFM.L Omega Ratio Rank: 79
USFM.L Calmar Ratio Rank: 84
USFM.L Martin Ratio Rank: 82

DGRP.L

DGRP.L Risk / Return Rank: 72
DGRP.L Sharpe Ratio Rank: 74
DGRP.L Sortino Ratio Rank: 75
DGRP.L Omega Ratio Rank: 73
DGRP.L Calmar Ratio Rank: 70
DGRP.L Martin Ratio Rank: 70

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.

USFM.L vs. DGRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.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.

	USFM.L	DGRP.L	Difference
Sharpe ratio: Return per unit of total volatility	2.61	2.36	+0.25
Sortino ratio: Return per unit of downside risk	3.57	3.30	+0.27
Omega ratio: Gain probability vs. loss probability	1.46	1.43	+0.03
Calmar ratio: Return relative to maximum drawdown	4.51	3.46	+1.05
Martin ratio: Return relative to average drawdown	16.06	12.96	+3.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USFM.L vs. DGRP.L - Sharpe Ratio Comparison

The current USFM.L Sharpe Ratio is 2.61, which is comparable to the DGRP.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of USFM.L and DGRP.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.

Sharpe Ratios by Period

	USFM.L	DGRP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	2.36	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	1.03	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.94	-0.10

Drawdowns

USFM.L vs. DGRP.L - Drawdown Comparison

The maximum USFM.L drawdown since its inception was -27.52%, which is greater than DGRP.L's maximum drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for USFM.L and DGRP.L.

Drawdown Indicators

	USFM.L	DGRP.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.52%	-22.56%	-4.96%
Max Drawdown (1Y) Largest decline over 1 year	-5.47%	-6.06%	+0.59%
Max Drawdown (3Y) Largest decline over 3 years	-17.40%	-17.76%	+0.36%
Max Drawdown (5Y) Largest decline over 5 years	-17.40%	-17.76%	+0.36%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.49%	-2.97%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	1.62%	-0.08%

Volatility

USFM.L vs. DGRP.L - Volatility Comparison

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) has a higher volatility of 2.78% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) at 2.40%. This indicates that USFM.L's price experiences larger fluctuations and is considered to be riskier than DGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USFM.L	DGRP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	2.40%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	6.77%	6.17%	+0.60%
Volatility (1Y) Calculated over the trailing 1-year period	9.46%	8.88%	+0.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	12.55%	+0.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.32%	14.35%	+0.97%

USFM.L vs. DGRP.L - Expense Ratio Comparison

USFM.L has a 0.25% expense ratio, which is lower than DGRP.L's 0.33% expense ratio.

Dividends

USFM.L vs. DGRP.L - Dividend Comparison

USFM.L's dividend yield for the trailing twelve months is around 1.07%, more than DGRP.L's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD	1.01%	1.10%	1.16%	1.33%	1.47%	1.34%	2.74%	2.32%	1.90%	1.36%
USFM.L UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis	1.07%	1.20%	1.14%	1.37%	1.22%	1.01%	1.34%	1.30%	1.37%	0.30%

Frequently Asked Questions

Can I hold both USFM.L and DGRP.L in my portfolio?

USFM.L and DGRP.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, USFM.L or DGRP.L?

On fees, USFM.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, USFM.L or DGRP.L?

USFM.L is cheaper with a 0.25% expense ratio, compared with 0.33% for DGRP.L.

What is the main difference between USFM.L and DGRP.L?

USFM.L tracks Russell 1000 TR USD, while DGRP.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.25% for USFM.L and 0.33% for DGRP.L.