VHYA.L vs. DGRG.L
VHYA.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation) and DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - VHYA.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while DGRG.L is a Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 5 years, VHYA.L returned 10.42%/yr vs 11.72%/yr for DGRG.L. A 0.71 correlation means they provide meaningful diversification when combined. VHYA.L charges 0.29%/yr vs 0.33%/yr for DGRG.L.
Performance
VHYA.L vs. DGRG.L - Performance Comparison
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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*
- —
VHYA.L vs. DGRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
Industrials
Healthcare
Energy
Consumer Defensive
Technology
Consumer Cyclical
Utilities
Basic Materials
Communication Services
Real Estate
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Financial Services
VHYA.L
DGRG.L
Industrials
VHYA.L
DGRG.L
Healthcare
VHYA.L
DGRG.L
Energy
VHYA.L
DGRG.L
Consumer Defensive
VHYA.L
DGRG.L
Technology
VHYA.L
DGRG.L
Consumer Cyclical
VHYA.L
DGRG.L
Utilities
VHYA.L
DGRG.L
Basic Materials
VHYA.L
DGRG.L
Communication Services
VHYA.L
DGRG.L
Real Estate
VHYA.L
DGRG.L
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Return for Risk
VHYA.L vs. DGRG.L — Risk / Return Rank
VHYA.L
DGRG.L
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.L | DGRG.L | Difference | |
|---|---|---|---|
| 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 |
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
| VHYA.L | DGRG.L | Difference | |
|---|---|---|---|
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.L | DGRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.23% | -0.03% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -3.55% | -1.53% |
Ulcer IndexDepth 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.L | DGRG.L | Difference | |
|---|---|---|---|
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.
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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