PortfoliosLab logoPortfoliosLab logo
XGSD.L vs. GGRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGSD.L vs. GGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XGSD.L is traded in GBp, while GGRA.L is traded in USD. To make them comparable, the GGRA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGSD.L achieves a 12.80% return, which is significantly higher than GGRA.L's 5.55% return.


XGSD.L

1D
0.46%
1M
2.73%
YTD
12.80%
6M
14.57%
1Y
33.44%
3Y*
19.25%
5Y*
11.03%
10Y*
10.06%

GGRA.L

1D
0.16%
1M
4.41%
YTD
5.55%
6M
5.47%
1Y
17.54%
3Y*
10.56%
5Y*
9.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSD.L vs. GGRA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
12.80%25.50%9.10%2.81%4.26%14.86%-4.16%16.96%-5.61%7.02%
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
5.55%7.92%10.84%12.48%-3.38%20.53%13.05%29.83%-5.91%17.91%

Correlation

The correlation between XGSD.L and GGRA.L is 0.61, 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

0.61

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

0.59

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

0.64

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

0.68

The correlation between XGSD.L and GGRA.L has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

XGSD.L vs. GGRA.L - Sectors Allocation Comparison


Sectors
XGSD.L
GGRA.L

Financial Services

40.7%
8.4%

Energy

9.2%
0.0%

Industrials

9.0%
18.8%

Consumer Cyclical

8.6%
15.4%

Real Estate

7.2%
0.2%

Utilities

6.8%
0.4%

Consumer Defensive

6.1%
7.2%

Basic Materials

5.8%
3.7%

Communication Services

3.2%
8.6%

Healthcare

1.9%
15.7%

Technology

1.7%
21.6%

Financial Services

XGSD.L
40.7%
GGRA.L
8.4%

Energy

XGSD.L
9.2%
GGRA.L
0.0%

Industrials

XGSD.L
9.0%
GGRA.L
18.8%

Consumer Cyclical

XGSD.L
8.6%
GGRA.L
15.4%

Real Estate

XGSD.L
7.2%
GGRA.L
0.2%

Utilities

XGSD.L
6.8%
GGRA.L
0.4%

Consumer Defensive

XGSD.L
6.1%
GGRA.L
7.2%

Basic Materials

XGSD.L
5.8%
GGRA.L
3.7%

Communication Services

XGSD.L
3.2%
GGRA.L
8.6%

Healthcare

XGSD.L
1.9%
GGRA.L
15.7%

Technology

XGSD.L
1.7%
GGRA.L
21.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XGSD.L vs. GGRA.L — Risk / Return Rank

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

XGSD.L
XGSD.L Risk / Return Rank: 9595
Overall Rank
XGSD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9595
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9494
Martin Ratio Rank

GGRA.L
GGRA.L Risk / Return Rank: 3939
Overall Rank
GGRA.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GGRA.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
GGRA.L Omega Ratio Rank: 4040
Omega Ratio Rank
GGRA.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
GGRA.L Martin Ratio Rank: 4141
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.

XGSD.L vs. GGRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.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.


XGSD.LGGRA.LDifference
Sharpe ratioReturn per unit of total volatility

+2.46

Sortino ratioReturn per unit of downside risk

+3.29

Omega ratioGain probability vs. loss probability

1.74

1.28

+0.46

Calmar ratioReturn relative to maximum drawdown

6.99

2.13

+4.86

Martin ratioReturn relative to average drawdown

26.29

7.84

+18.45

XGSD.L vs. GGRA.L - Sharpe Ratio Comparison

The current XGSD.L Sharpe Ratio is 3.93, which is higher than the GGRA.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of XGSD.L and GGRA.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.


Loading charts...

Sharpe Ratios by Period


XGSD.LGGRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.93

1.47

+2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.68

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.86

-0.54

Drawdowns

XGSD.L vs. GGRA.L - Drawdown Comparison

The maximum XGSD.L drawdown since its inception was -57.01%, which is greater than GGRA.L's maximum drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for XGSD.L and GGRA.L.


Loading charts...

Drawdown Indicators


XGSD.LGGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.01%

-22.65%

-34.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-8.21%

+3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-11.54%

-16.72%

+5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-16.72%

+1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-9.32%

-2.99%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

2.23%

-0.96%

Volatility

XGSD.L vs. GGRA.L - Volatility Comparison

The current volatility for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) is 2.50%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) has a volatility of 3.71%. This indicates that XGSD.L experiences smaller price fluctuations and is considered to be less risky than GGRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XGSD.LGGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

3.71%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

9.70%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

8.47%

11.88%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

13.43%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

14.63%

-0.37%

XGSD.L vs. GGRA.L - Expense Ratio Comparison

XGSD.L has a 0.50% expense ratio, which is higher than GGRA.L's 0.38% expense ratio.


Dividends

XGSD.L vs. GGRA.L - Dividend Comparison

XGSD.L's dividend yield for the trailing twelve months is around 4.15%, while GGRA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GGRA.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%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
4.15%4.60%6.39%7.50%8.70%4.77%5.38%4.26%4.68%3.57%2.76%0.03%

Frequently Asked Questions


XGSD.L and GGRA.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GGRA.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGRA.L is cheaper with a 0.38% expense ratio, compared with 0.50% for XGSD.L.

XGSD.L tracks STOXX Global Select Dividend 100, while GGRA.L tracks WisdomTree Global Developed Quality Dividend Growth. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.50% for XGSD.L and 0.38% for GGRA.L.

Portfolio Optimizer

Find the right allocation for XGSD.L and GGRA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer