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VUSA.L vs. GGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSA.L vs. GGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUSA.L is traded in GBP, while GGRG.L is traded in GBp. To make them comparable, the GGRG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUSA.L achieves a 7.22% return, which is significantly higher than GGRG.L's 3.70% return. Over the past 10 years, VUSA.L has outperformed GGRG.L with an annualized return of 15.64%, while GGRG.L has yielded a comparatively lower 12.39% annualized return.


VUSA.L

1D
-0.01%
1M
0.69%
YTD
7.22%
6M
7.36%
1Y
23.59%
3Y*
17.89%
5Y*
14.06%
10Y*
15.64%

GGRG.L

1D
0.07%
1M
2.10%
YTD
3.70%
6M
4.31%
1Y
14.68%
3Y*
10.01%
5Y*
8.65%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSA.L vs. GGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUSA.L
Vanguard S&P 500 UCITS ETF
7.22%9.39%27.33%19.82%-9.02%30.97%13.65%26.53%-0.10%10.72%
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
3.70%8.36%11.10%11.54%-3.39%20.90%12.53%29.81%-5.05%17.13%

Correlation

The correlation between VUSA.L and GGRG.L is 0.72, 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

0.72

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

0.79

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

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.84

The correlation between VUSA.L and GGRG.L shifts across timeframes, from 0.72 (1 year) to 0.85 (10 years), reflecting how their relationship changes across market environments.

VUSA.L vs. GGRG.L - Sectors Allocation Comparison


Sectors
VUSA.L
GGRG.L

Technology

35.7%
21.6%

Financial Services

11.6%
8.4%

Communication Services

11.3%
8.6%

Consumer Cyclical

10.2%
15.4%

Healthcare

8.5%
15.7%

Industrials

8.3%
18.8%

Consumer Defensive

4.9%
7.2%

Energy

3.5%
0.0%

Utilities

2.4%
0.4%

Real Estate

1.9%
0.2%

Basic Materials

1.8%
3.7%

Technology

VUSA.L
35.7%
GGRG.L
21.6%

Financial Services

VUSA.L
11.6%
GGRG.L
8.4%

Communication Services

VUSA.L
11.3%
GGRG.L
8.6%

Consumer Cyclical

VUSA.L
10.2%
GGRG.L
15.4%

Healthcare

VUSA.L
8.5%
GGRG.L
15.7%

Industrials

VUSA.L
8.3%
GGRG.L
18.8%

Consumer Defensive

VUSA.L
4.9%
GGRG.L
7.2%

Energy

VUSA.L
3.5%
GGRG.L
0.0%

Utilities

VUSA.L
2.4%
GGRG.L
0.4%

Real Estate

VUSA.L
1.9%
GGRG.L
0.2%

Basic Materials

VUSA.L
1.8%
GGRG.L
3.7%

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Return for Risk

VUSA.L vs. GGRG.L — Risk / Return Rank

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

VUSA.L
VUSA.L Risk / Return Rank: 7979
Overall Rank
VUSA.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 8282
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 7676
Martin Ratio Rank

GGRG.L
GGRG.L Risk / Return Rank: 4444
Overall Rank
GGRG.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4545
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4646
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.

VUSA.L vs. GGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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.


VUSA.LGGRG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.40

1.25

+0.16

Calmar ratioReturn relative to maximum drawdown

3.31

1.68

+1.63

Martin ratioReturn relative to average drawdown

11.99

6.48

+5.51

VUSA.L vs. GGRG.L - Sharpe Ratio Comparison

The current VUSA.L Sharpe Ratio is 2.18, which is higher than the GGRG.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VUSA.L and GGRG.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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Drawdowns

VUSA.L vs. GGRG.L - Drawdown Comparison

The maximum VUSA.L drawdown since its inception was -25.48%, smaller than the maximum GGRG.L drawdown of -32.96%. Use the drawdown chart below to compare losses from any high point for VUSA.L and GGRG.L.


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Drawdown Indicators


VUSA.LGGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-32.96%

+7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-8.70%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.93%

-20.04%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-20.04%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

-22.15%

-3.33%

Current Drawdown

Current decline from peak

-3.20%

-1.52%

-1.68%

Average Drawdown

Average peak-to-trough decline

-3.16%

-6.08%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.25%

-0.29%

Volatility

VUSA.L vs. GGRG.L - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSA.L) has a higher volatility of 3.36% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.69%. This indicates that VUSA.L's price experiences larger fluctuations and is considered to be riskier than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSA.LGGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

2.69%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

8.07%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

11.09%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

18.40%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

16.55%

-0.89%

VUSA.L vs. GGRG.L - Expense Ratio Comparison

VUSA.L has a 0.07% expense ratio, which is lower than GGRG.L's 0.38% expense ratio.


Dividends

VUSA.L vs. GGRG.L - Dividend Comparison

VUSA.L's dividend yield for the trailing twelve months is around 0.89%, while GGRG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GGRG.L
WisdomTree Global 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%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF
0.89%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.74%

Frequently Asked Questions


VUSA.L and GGRG.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.L is cheaper with a 0.07% expense ratio, compared with 0.38% for GGRG.L.

VUSA.L is categorized as S&P 500, while GGRG.L is Global Equities. VUSA.L tracks S&P 500 Index, while GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.07% for VUSA.L and 0.38% for GGRG.L.

Portfolio Optimizer

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