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WTIZ.DE vs. DGRA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTIZ.DE vs. DGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L). The values are adjusted to include any dividend payments, if applicable.

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WTIZ.DE vs. DGRA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY Acc
12.42%15.16%17.99%21.47%-4.73%14.55%11.02%
DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
-0.99%-0.33%26.03%15.14%-2.64%34.64%12.78%
Different Trading Currencies

WTIZ.DE is traded in EUR, while DGRA.L is traded in USD. To make them comparable, the DGRA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WTIZ.DE achieves a 12.42% return, which is significantly higher than DGRA.L's -0.99% return.


WTIZ.DE

1D
4.67%
1M
-2.42%
YTD
12.42%
6M
19.29%
1Y
29.77%
3Y*
20.21%
5Y*
12.96%
10Y*

DGRA.L

1D
1.62%
1M
-3.61%
YTD
-0.99%
6M
1.42%
1Y
4.35%
3Y*
12.00%
5Y*
11.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTIZ.DE vs. DGRA.L - Expense Ratio Comparison

WTIZ.DE has a 0.40% expense ratio, which is higher than DGRA.L's 0.33% expense ratio.


Return for Risk

WTIZ.DE vs. DGRA.L — Risk / Return Rank

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

WTIZ.DE
WTIZ.DE Risk / Return Rank: 7878
Overall Rank
WTIZ.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTIZ.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
WTIZ.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WTIZ.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
WTIZ.DE Martin Ratio Rank: 8484
Martin Ratio Rank

DGRA.L
DGRA.L Risk / Return Rank: 4545
Overall Rank
DGRA.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DGRA.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
DGRA.L Omega Ratio Rank: 4040
Omega Ratio Rank
DGRA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
DGRA.L Martin Ratio Rank: 5555
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.

WTIZ.DE vs. DGRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.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.


WTIZ.DEDGRA.LDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.27

+1.14

Sortino ratio

Return per unit of downside risk

1.96

0.47

+1.49

Omega ratio

Gain probability vs. loss probability

1.27

1.06

+0.21

Calmar ratio

Return relative to maximum drawdown

3.00

0.60

+2.40

Martin ratio

Return relative to average drawdown

10.53

2.09

+8.44

WTIZ.DE vs. DGRA.L - Sharpe Ratio Comparison

The current WTIZ.DE Sharpe Ratio is 1.41, which is higher than the DGRA.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of WTIZ.DE and DGRA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTIZ.DEDGRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.27

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.77

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.81

+0.09

Correlation

The correlation between WTIZ.DE and DGRA.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTIZ.DE vs. DGRA.L - Dividend Comparison

Neither WTIZ.DE nor DGRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTIZ.DE vs. DGRA.L - Drawdown Comparison

The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum DGRA.L drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and DGRA.L.


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Drawdown Indicators


WTIZ.DEDGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.17%

-31.66%

+14.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-11.11%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-17.94%

+0.77%

Current Drawdown

Current decline from peak

-4.59%

-5.52%

+0.93%

Average Drawdown

Average peak-to-trough decline

-3.62%

-3.58%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.04%

+0.95%

Volatility

WTIZ.DE vs. DGRA.L - Volatility Comparison

WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a higher volatility of 8.59% compared to WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) at 3.97%. This indicates that WTIZ.DE's price experiences larger fluctuations and is considered to be riskier than DGRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIZ.DEDGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

3.97%

+4.62%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

8.18%

+6.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.95%

15.98%

+4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

14.41%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

15.70%

+0.84%