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

Performance

XDUS.L vs. DGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA UCITS ETF 1C (XDUS.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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Returns By Period

In the year-to-date period, XDUS.L achieves a 10.50% return, which is significantly higher than DGRG.L's 6.87% return.


XDUS.L

1D
0.05%
1M
5.63%
YTD
10.50%
6M
10.29%
1Y
28.78%
3Y*
19.16%
5Y*
14.56%
10Y*
16.05%

DGRG.L

1D
0.15%
1M
4.47%
YTD
6.87%
6M
6.31%
1Y
21.18%
3Y*
13.50%
5Y*
12.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XDUS.L
Xtrackers MSCI USA UCITS ETF 1C
10.50%9.21%27.38%20.65%-10.42%28.96%16.52%26.57%-0.19%10.82%
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
6.87%5.60%20.13%12.11%2.74%26.71%8.76%24.78%-1.18%15.61%

Correlation

The correlation between XDUS.L and DGRG.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

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

0.89

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.89

The correlation between XDUS.L and DGRG.L has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

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


Sectors
XDUS.L
DGRG.L

Technology

35.4%
30.4%

Financial Services

11.6%
10.3%

Communication Services

11.3%
8.4%

Consumer Cyclical

10.1%
8.2%

Healthcare

8.6%
15.3%

Industrials

8.6%
10.9%

Consumer Defensive

4.8%
8.0%

Energy

3.6%
5.2%

Utilities

2.3%
0.3%

Real Estate

1.9%

-

Basic Materials

1.8%
3.1%

Technology

XDUS.L
35.4%
DGRG.L
30.4%

Financial Services

XDUS.L
11.6%
DGRG.L
10.3%

Communication Services

XDUS.L
11.3%
DGRG.L
8.4%

Consumer Cyclical

XDUS.L
10.1%
DGRG.L
8.2%

Healthcare

XDUS.L
8.6%
DGRG.L
15.3%

Industrials

XDUS.L
8.6%
DGRG.L
10.9%

Consumer Defensive

XDUS.L
4.8%
DGRG.L
8.0%

Energy

XDUS.L
3.6%
DGRG.L
5.2%

Utilities

XDUS.L
2.3%
DGRG.L
0.3%

Real Estate

XDUS.L
1.9%
DGRG.L

-

Basic Materials

XDUS.L
1.8%
DGRG.L
3.1%

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Return for Risk

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

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

XDUS.L
XDUS.L Risk / Return Rank: 7979
Overall Rank
XDUS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XDUS.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
XDUS.L Omega Ratio Rank: 8484
Omega Ratio Rank
XDUS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDUS.L Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XDUS.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.


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

+0.30

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.50

1.43

+0.07

Calmar ratioReturn relative to maximum drawdown

3.82

3.53

+0.29

Martin ratioReturn relative to average drawdown

13.55

12.98

+0.57

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

The current XDUS.L Sharpe Ratio is 2.68, which is comparable to the DGRG.L Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XDUS.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


XDUS.LDGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

2.38

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.03

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.01

+0.07

Drawdowns

XDUS.L vs. DGRG.L - Drawdown Comparison

The maximum XDUS.L drawdown since its inception was -25.82%, which is greater than DGRG.L's maximum drawdown of -22.57%. Use the drawdown chart below to compare losses from any high point for XDUS.L and DGRG.L.


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Drawdown Indicators


XDUS.LDGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.82%

-22.57%

-3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-5.98%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-21.51%

-17.72%

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.51%

-17.72%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-25.82%

Current Drawdown

Current decline from peak

-0.16%

0.00%

-0.16%

Average Drawdown

Average peak-to-trough decline

-3.60%

-2.96%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.63%

+0.49%

Volatility

XDUS.L vs. DGRG.L - Volatility Comparison

Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) has a higher volatility of 2.60% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 2.40%. This indicates that XDUS.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


XDUS.LDGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

2.40%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

6.19%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

8.86%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

12.55%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

14.45%

+1.80%

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

XDUS.L has a 0.07% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.


Dividends

XDUS.L vs. DGRG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDUS.L and DGRG.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDUS.L is cheaper with a 0.07% expense ratio, compared with 0.33% for DGRG.L.

XDUS.L tracks Russell 1000 TR USD, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.07% for XDUS.L and 0.33% for DGRG.L.

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