Hi Henri,
We do not have any settings to sort the groups listing alphabetically under the sidebar widget in the dashboard.

If you really want to achieve this, it requires some amount of customization.

Having said that, if you require us to perform the customization for you, you can always request for a quote from us at https://crm.stackideas.com and select "Customizations" . Our sales person would be glad to send you a quote for the customizations that you have requested.