XSOE.DE vs. DGRG.L
XSOE.DE (WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF) and DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - XSOE.DE is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened, while DGRG.L is a Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 3 years, XSOE.DE returned 18.45%/yr vs 13.33%/yr for DGRG.L. At a 0.44 correlation, their price movements are largely independent. XSOE.DE charges 0.32%/yr vs 0.33%/yr for DGRG.L.
Performance
XSOE.DE vs. DGRG.L - Performance Comparison
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Different Trading Currencies
XSOE.DE is traded in EUR, while DGRG.L is traded in GBp. To make them comparable, the DGRG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSOE.DE achieves a 24.59% return, which is significantly higher than DGRG.L's 7.82% return.
XSOE.DE
- 1D
- -1.43%
- 1M
- 6.23%
- YTD
- 24.59%
- 6M
- 26.89%
- 1Y
- 47.18%
- 3Y*
- 18.45%
- 5Y*
- —
- 10Y*
- —
DGRG.L
- 1D
- 0.06%
- 1M
- 4.27%
- YTD
- 7.82%
- 6M
- 7.38%
- 1Y
- 18.01%
- 3Y*
- 13.33%
- 5Y*
- 12.76%
- 10Y*
- —
XSOE.DE vs. DGRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XSOE.DE WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF | 24.59% | 16.93% | 10.26% | 6.05% | -19.00% | 3.24% |
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 7.82% | 0.09% | 25.93% | 14.49% | -2.56% | 10.14% |
Correlation
The correlation between XSOE.DE and DGRG.L is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2021 | 0.44 |
The correlation between XSOE.DE and DGRG.L has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
XSOE.DE vs. DGRG.L — Risk / Return Rank
XSOE.DE
DGRG.L
XSOE.DE vs. DGRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF (XSOE.DE) 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.
| XSOE.DE | DGRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.35 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 3.15 | +1.18 |
| Martin ratioReturn relative to average drawdown | 15.99 | 11.54 | +4.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSOE.DE | DGRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 1.90 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.91 | -0.47 |
Drawdowns
XSOE.DE vs. DGRG.L - Drawdown Comparison
The maximum XSOE.DE drawdown since its inception was -27.69%, smaller than the maximum DGRG.L drawdown of -30.39%. Use the drawdown chart below to compare losses from any high point for XSOE.DE and DGRG.L.
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Drawdown Indicators
| XSOE.DE | DGRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.69% | -30.39% | +2.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -5.70% | -5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.83% | -19.57% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.57% | — |
Current DrawdownCurrent decline from peak | -2.39% | 0.00% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -3.83% | -9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 1.56% | +1.38% |
Volatility
XSOE.DE vs. DGRG.L - Volatility Comparison
WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF (XSOE.DE) has a higher volatility of 7.20% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 1.80%. This indicates that XSOE.DE'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
| XSOE.DE | DGRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 1.80% | +5.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 6.33% | +8.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 9.43% | +8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 13.25% | +4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 14.87% | +2.40% |
XSOE.DE vs. DGRG.L - Expense Ratio Comparison
XSOE.DE has a 0.32% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.
Dividends
XSOE.DE vs. DGRG.L - Dividend Comparison
Neither XSOE.DE nor DGRG.L has paid dividends to shareholders.
Frequently Asked Questions
XSOE.DE and DGRG.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSOE.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSOE.DE is cheaper with a 0.32% expense ratio, compared with 0.33% for DGRG.L.
XSOE.DE is categorized as Emerging Markets Equities, while DGRG.L is Large Cap Blend Equities. XSOE.DE tracks WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. Their fees differ too: 0.32% for XSOE.DE and 0.33% for DGRG.L.
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