XDEQ.L vs. GGRG.L
Compare and contrast key facts about Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L).
XDEQ.L and GGRG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. GGRG.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Jun 3, 2016. Both XDEQ.L and GGRG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEQ.L or GGRG.L.
Performance
XDEQ.L vs. GGRG.L - Performance Comparison
Returns By Period
In the year-to-date period, XDEQ.L achieves a 18.50% return, which is significantly higher than GGRG.L's 10.89% return.
XDEQ.L
18.50%
0.90%
6.15%
23.61%
12.65%
12.80%
GGRG.L
10.89%
-0.77%
3.19%
15.58%
10.63%
N/A
Key characteristics
| XDEQ.L | GGRG.L | |
|---|---|---|
| Sharpe Ratio | 2.12 | 1.87 |
| Sortino Ratio | 3.05 | 2.70 |
| Omega Ratio | 1.39 | 1.34 |
| Calmar Ratio | 3.58 | 3.64 |
| Martin Ratio | 12.80 | 12.19 |
| Ulcer Index | 1.80% | 1.29% |
| Daily Std Dev | 10.84% | 8.38% |
| Max Drawdown | -23.79% | -22.15% |
| Current Drawdown | -1.24% | -0.97% |
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XDEQ.L vs. GGRG.L - Expense Ratio Comparison
XDEQ.L has a 0.25% expense ratio, which is lower than GGRG.L's 0.38% expense ratio.
Correlation
The correlation between XDEQ.L and GGRG.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XDEQ.L vs. GGRG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
Dividends
XDEQ.L vs. GGRG.L - Dividend Comparison
Neither XDEQ.L nor GGRG.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
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% |
Drawdowns
XDEQ.L vs. GGRG.L - Drawdown Comparison
The maximum XDEQ.L drawdown since its inception was -23.79%, which is greater than GGRG.L's maximum drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for XDEQ.L and GGRG.L. For additional features, visit the drawdowns tool.
Volatility
XDEQ.L vs. GGRG.L - Volatility Comparison
Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) has a higher volatility of 2.89% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.72%. This indicates that XDEQ.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.