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XUKX.L vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUKX.L vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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XUKX.L vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
5.26%26.23%9.25%7.53%4.92%17.95%-12.17%17.87%-8.83%11.52%
DGRW
WisdomTree U.S. Dividend Growth Fund
0.41%4.18%19.03%12.73%4.80%25.64%10.52%24.61%0.23%15.92%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, XUKX.L achieves a 5.26% return, which is significantly higher than DGRW's 0.41% return. Over the past 10 years, XUKX.L has underperformed DGRW with an annualized return of 9.31%, while DGRW has yielded a comparatively higher 13.88% annualized return.


XUKX.L

1D
1.83%
1M
-3.29%
YTD
5.26%
6M
11.36%
1Y
24.39%
3Y*
14.75%
5Y*
12.91%
10Y*
9.31%

DGRW

1D
0.05%
1M
-4.07%
YTD
0.41%
6M
1.20%
1Y
8.78%
3Y*
11.33%
5Y*
11.82%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUKX.L vs. DGRW - Expense Ratio Comparison

XUKX.L has a 0.09% expense ratio, which is lower than DGRW's 0.28% expense ratio.


Return for Risk

XUKX.L vs. DGRW — Risk / Return Rank

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

XUKX.L
XUKX.L Risk / Return Rank: 8383
Overall Rank
XUKX.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 8989
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 8080
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 4242
Overall Rank
DGRW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 4040
Sortino Ratio Rank
DGRW Omega Ratio Rank: 4343
Omega Ratio Rank
DGRW Calmar Ratio Rank: 3939
Calmar Ratio Rank
DGRW Martin Ratio Rank: 4848
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.

XUKX.L vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.


XUKX.LDGRWDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.55

+1.25

Sortino ratio

Return per unit of downside risk

2.29

0.88

+1.41

Omega ratio

Gain probability vs. loss probability

1.39

1.13

+0.25

Calmar ratio

Return relative to maximum drawdown

2.25

0.81

+1.44

Martin ratio

Return relative to average drawdown

9.69

3.22

+6.48

XUKX.L vs. DGRW - Sharpe Ratio Comparison

The current XUKX.L Sharpe Ratio is 1.80, which is higher than the DGRW Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of XUKX.L and DGRW, 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


XUKX.LDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.55

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.88

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.83

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.84

-0.52

Correlation

The correlation between XUKX.L and DGRW is 0.41, 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

XUKX.L vs. DGRW - Dividend Comparison

XUKX.L's dividend yield for the trailing twelve months is around 2.84%, more than DGRW's 1.43% yield.


TTM20252024202320222021202020192018201720162015
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
2.84%2.87%4.85%3.69%7.07%2.76%5.90%4.37%4.79%3.96%2.89%0.41%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Drawdowns

XUKX.L vs. DGRW - Drawdown Comparison

The maximum XUKX.L drawdown since its inception was -44.72%, which is greater than DGRW's maximum drawdown of -23.81%. Use the drawdown chart below to compare losses from any high point for XUKX.L and DGRW.


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Drawdown Indicators


XUKX.LDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-44.72%

-32.04%

-12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-11.30%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

-17.27%

+4.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.03%

-32.04%

-1.99%

Current Drawdown

Current decline from peak

-4.58%

-5.69%

+1.11%

Average Drawdown

Average peak-to-trough decline

-7.04%

-3.04%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.51%

+0.08%

Volatility

XUKX.L vs. DGRW - Volatility Comparison

Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) has a higher volatility of 5.27% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.02%. This indicates that XUKX.L's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUKX.LDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

4.02%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

7.86%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

15.93%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

13.47%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

16.69%

-1.44%