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VHYA.L vs. DGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VHYA.L vs. DGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VHYA.L is traded in USD, while DGRG.L is traded in GBp. To make them comparable, the DGRG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VHYA.L achieves a 11.07% return, which is significantly higher than DGRG.L's 6.61% return.


VHYA.L

1D
-0.23%
1M
2.28%
YTD
11.07%
6M
13.16%
1Y
26.83%
3Y*
18.90%
5Y*
10.42%
10Y*

DGRG.L

1D
0.20%
1M
3.58%
YTD
6.61%
6M
7.09%
1Y
20.02%
3Y*
16.43%
5Y*
11.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYA.L vs. DGRG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VHYA.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation
11.07%27.02%9.27%11.29%-5.35%17.77%-0.22%8.38%
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
6.61%13.57%18.13%18.02%-8.25%25.56%12.09%9.60%

Correlation

The correlation between VHYA.L and DGRG.L is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.71

The correlation between VHYA.L and DGRG.L shifts across timeframes, from 0.58 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

VHYA.L vs. DGRG.L - Sectors Allocation Comparison


Sectors
VHYA.L
DGRG.L

Financial Services

28.6%
10.3%

Industrials

12.3%
10.9%

Healthcare

11.2%
15.3%

Energy

9.4%
5.2%

Consumer Defensive

8.7%
8.0%

Technology

7.7%
30.4%

Consumer Cyclical

7.0%
8.2%

Utilities

5.7%
0.3%

Basic Materials

5.1%
3.1%

Communication Services

3.5%
8.4%

Real Estate

0.9%

-

Financial Services

VHYA.L
28.6%
DGRG.L
10.3%

Industrials

VHYA.L
12.3%
DGRG.L
10.9%

Healthcare

VHYA.L
11.2%
DGRG.L
15.3%

Energy

VHYA.L
9.4%
DGRG.L
5.2%

Consumer Defensive

VHYA.L
8.7%
DGRG.L
8.0%

Technology

VHYA.L
7.7%
DGRG.L
30.4%

Consumer Cyclical

VHYA.L
7.0%
DGRG.L
8.2%

Utilities

VHYA.L
5.7%
DGRG.L
0.3%

Basic Materials

VHYA.L
5.1%
DGRG.L
3.1%

Communication Services

VHYA.L
3.5%
DGRG.L
8.4%

Real Estate

VHYA.L
0.9%
DGRG.L

-

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Return for Risk

VHYA.L vs. DGRG.L — Risk / Return Rank

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

VHYA.L
VHYA.L Risk / Return Rank: 7272
Overall Rank
VHYA.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VHYA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VHYA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VHYA.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VHYA.L Martin Ratio Rank: 6969
Martin Ratio Rank

DGRG.L
DGRG.L Risk / Return Rank: 7373
Overall Rank
DGRG.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 7474
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 7070
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.

VHYA.L vs. DGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.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.


VHYA.LDGRG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

3.48

2.53

+0.95

Martin ratioReturn relative to average drawdown

12.51

10.61

+1.90

VHYA.L vs. DGRG.L - Sharpe Ratio Comparison

The current VHYA.L Sharpe Ratio is 2.36, which is comparable to the DGRG.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of VHYA.L and DGRG.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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Sharpe Ratios by Period


VHYA.LDGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.15

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.86

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.93

-0.23

Drawdowns

VHYA.L vs. DGRG.L - Drawdown Comparison

The maximum VHYA.L drawdown since its inception was -36.62%, which is greater than DGRG.L's maximum drawdown of -31.10%. Use the drawdown chart below to compare losses from any high point for VHYA.L and DGRG.L.


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Drawdown Indicators


VHYA.LDGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.62%

-31.10%

-5.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-7.87%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-16.47%

+3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-18.43%

-2.65%

Current Drawdown

Current decline from peak

-0.23%

-0.03%

-0.20%

Average Drawdown

Average peak-to-trough decline

-5.08%

-3.55%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.88%

+0.30%

Volatility

VHYA.L vs. DGRG.L - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.L) has a higher volatility of 3.08% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 1.73%. This indicates that VHYA.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


VHYA.LDGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

1.73%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

6.74%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.53%

9.28%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

13.57%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

14.72%

+1.82%

VHYA.L vs. DGRG.L - Expense Ratio Comparison

VHYA.L has a 0.29% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.


Dividends

VHYA.L vs. DGRG.L - Dividend Comparison

Neither VHYA.L nor DGRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VHYA.L and DGRG.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VHYA.L is cheaper with a 0.29% expense ratio, compared with 0.33% for DGRG.L.

VHYA.L is categorized as Dividend, while DGRG.L is Large Cap Blend Equities. VHYA.L tracks FTSE All-World High Dividend Yield Index, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.29% for VHYA.L and 0.33% for DGRG.L.

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