VGVF.DE vs. GGRA.L
VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) and GGRA.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - VGVF.DE is a Global Equities fund tracking the FTSE Developed, while GGRA.L is a Global Equity Income fund tracking the WisdomTree Global Developed Quality Dividend Growth. Both are passively managed. Over the past 5 years, VGVF.DE returned 13.14%/yr vs 9.02%/yr for GGRA.L. Their correlation of 0.82 suggests significant overlap in exposure. VGVF.DE charges 0.12%/yr vs 0.38%/yr for GGRA.L.
Performance
VGVF.DE vs. GGRA.L - Performance Comparison
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Different Trading Currencies
VGVF.DE is traded in EUR, while GGRA.L is traded in USD. To make them comparable, the GGRA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VGVF.DE achieves a 12.58% return, which is significantly higher than GGRA.L's 6.33% return.
VGVF.DE
- 1D
- -0.15%
- 1M
- 5.21%
- YTD
- 12.58%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 18.25%
- 5Y*
- 13.14%
- 10Y*
- —
GGRA.L
- 1D
- 0.03%
- 1M
- 4.15%
- YTD
- 6.33%
- 6M
- 6.49%
- 1Y
- 14.46%
- 3Y*
- 10.39%
- 5Y*
- 9.02%
- 10Y*
- —
VGVF.DE vs. GGRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 12.58% | 8.99% | 24.73% | 20.35% | -13.58% | 31.62% | 3.27% |
GGRA.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | 6.33% | 2.41% | 16.13% | 14.85% | -8.30% | 28.33% | 3.98% |
Correlation
The correlation between VGVF.DE and GGRA.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.82 |
The correlation between VGVF.DE and GGRA.L has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
VGVF.DE vs. GGRA.L — Risk / Return Rank
VGVF.DE
GGRA.L
VGVF.DE vs. GGRA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.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.
| VGVF.DE | GGRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.23 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 1.91 | +2.27 |
| Martin ratioReturn relative to average drawdown | 17.27 | 7.05 | +10.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGVF.DE | GGRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.19 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.65 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.77 | +0.02 |
Drawdowns
VGVF.DE vs. GGRA.L - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -33.54%, which is greater than GGRA.L's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and GGRA.L.
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Drawdown Indicators
| VGVF.DE | GGRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.54% | -30.34% | -3.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | -7.53% | +1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -18.57% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | -18.57% | -2.60% |
Current DrawdownCurrent decline from peak | -0.55% | -0.00% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -3.71% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.05% | -0.52% |
Volatility
VGVF.DE vs. GGRA.L - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) is 2.86%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) has a volatility of 3.35%. This indicates that VGVF.DE experiences smaller price fluctuations and is considered to be less risky than GGRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGVF.DE | GGRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 3.35% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 9.51% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 12.14% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.87% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 14.82% | +1.41% |
VGVF.DE vs. GGRA.L - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is lower than GGRA.L's 0.38% expense ratio.
Dividends
VGVF.DE vs. GGRA.L - Dividend Comparison
Neither VGVF.DE nor GGRA.L has paid dividends to shareholders.
Frequently Asked Questions
VGVF.DE and GGRA.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVF.DE is cheaper with a 0.12% expense ratio, compared with 0.38% for GGRA.L.
VGVF.DE is categorized as Global Equities, while GGRA.L is Global Equity Income. VGVF.DE tracks FTSE Developed, while GGRA.L tracks WisdomTree Global Developed Quality Dividend Growth. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.12% for VGVF.DE and 0.38% for GGRA.L.
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