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WisdomTree Emerging Markets SmallCap Divdend Fund ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717W2816

CUSIP

97717W281

Issuer

WisdomTree

Inception Date

Oct 30, 2007

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

WisdomTree Emerging Markets SmallCap Dividend Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
DGS vs. AVES DGS vs. AVDV DGS vs. VWO DGS vs. AVEM DGS vs. SCHD DGS vs. VSS DGS vs. DLS DGS vs. VXUS DGS vs. NOBL DGS vs. SPY
Popular comparisons:
DGS vs. AVES DGS vs. AVDV DGS vs. VWO DGS vs. AVEM DGS vs. SCHD DGS vs. VSS DGS vs. DLS DGS vs. VXUS DGS vs. NOBL DGS vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Emerging Markets SmallCap Divdend Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.57%
12.33%
DGS (WisdomTree Emerging Markets SmallCap Divdend Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree Emerging Markets SmallCap Divdend Fund had a return of 2.74% year-to-date (YTD) and 8.96% in the last 12 months. Over the past 10 years, WisdomTree Emerging Markets SmallCap Divdend Fund had an annualized return of 4.93%, while the S&P 500 had an annualized return of 11.13%, indicating that WisdomTree Emerging Markets SmallCap Divdend Fund did not perform as well as the benchmark.


DGS

YTD

2.74%

1M

-4.18%

6M

-2.64%

1Y

8.96%

5Y (annualized)

6.45%

10Y (annualized)

4.93%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of DGS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.10%2.75%2.43%0.04%1.42%1.00%0.58%2.07%2.83%-4.71%2.74%
20237.05%-4.10%1.65%0.83%-1.13%3.97%7.03%-3.94%-1.69%-4.71%8.01%5.83%19.08%
2022-0.36%-0.51%1.87%-5.67%-0.46%-8.68%0.78%-0.42%-9.35%-0.95%13.87%-1.35%-12.35%
2021-1.55%5.62%3.59%4.45%0.82%2.29%-0.95%2.58%-2.23%-2.19%-1.93%4.32%15.33%
2020-7.49%-5.79%-20.58%10.08%3.38%5.29%5.51%2.96%-0.96%-0.75%11.40%5.45%4.06%
201910.50%0.17%1.81%1.49%-6.04%6.22%-1.42%-4.03%1.18%2.69%-0.18%6.16%18.90%
20186.96%-4.28%1.22%-3.33%-1.09%-6.49%2.31%-3.24%-1.54%-10.10%5.46%-2.49%-16.52%
20176.39%4.23%3.48%0.74%1.28%1.14%4.33%3.06%1.06%0.59%0.26%5.93%37.47%
2016-5.36%3.01%10.53%2.20%-4.82%6.61%7.10%-0.00%2.26%-1.68%-4.56%0.46%15.37%
20150.72%2.81%-1.03%5.67%-2.63%-3.83%-7.31%-8.95%-1.00%4.07%-2.24%-2.92%-16.32%
2014-6.42%4.75%3.37%0.99%1.02%1.86%0.29%3.53%-6.09%-1.64%-1.12%-3.42%-3.56%
20131.25%1.68%1.49%2.09%-3.70%-7.61%0.17%-5.36%7.91%3.52%-1.76%-2.30%-3.52%

Expense Ratio

DGS features an expense ratio of 0.63%, falling within the medium range.


Expense ratio chart for DGS: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DGS is 24, indicating that it is in the bottom 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DGS is 2424
Combined Rank
The Sharpe Ratio Rank of DGS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of DGS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of DGS is 1818
Omega Ratio Rank
The Calmar Ratio Rank of DGS is 3838
Calmar Ratio Rank
The Martin Ratio Rank of DGS is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DGS, currently valued at 0.65, compared to the broader market0.002.004.000.652.46
The chart of Sortino ratio for DGS, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.0012.000.963.31
The chart of Omega ratio for DGS, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.46
The chart of Calmar ratio for DGS, currently valued at 0.93, compared to the broader market0.005.0010.0015.000.933.55
The chart of Martin ratio for DGS, currently valued at 2.88, compared to the broader market0.0020.0040.0060.0080.00100.002.8815.76
DGS
^GSPC

The current WisdomTree Emerging Markets SmallCap Divdend Fund Sharpe ratio is 0.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Emerging Markets SmallCap Divdend Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.65
2.46
DGS (WisdomTree Emerging Markets SmallCap Divdend Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Emerging Markets SmallCap Divdend Fund provided a 3.58% dividend yield over the last twelve months, with an annual payout of $1.79 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.79$2.27$2.35$2.10$1.76$1.89$1.78$1.46$1.34$1.15$1.38$1.59

Dividend yield

3.58%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Emerging Markets SmallCap Divdend Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.05$0.00$0.00$0.68$0.00$0.00$0.61$0.00$0.00$1.34
2023$0.00$0.00$0.12$0.00$0.00$0.92$0.00$0.00$0.78$0.00$0.00$0.46$2.27
2022$0.00$0.00$0.14$0.00$0.00$1.07$0.00$0.00$0.83$0.00$0.00$0.31$2.35
2021$0.00$0.00$0.11$0.00$0.00$0.76$0.00$0.00$0.65$0.00$0.00$0.59$2.10
2020$0.00$0.00$0.06$0.00$0.00$0.58$0.00$0.00$0.63$0.00$0.00$0.49$1.76
2019$0.00$0.00$0.10$0.00$0.00$0.66$0.00$0.00$0.75$0.00$0.00$0.38$1.89
2018$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.83$0.00$0.00$0.31$1.78
2017$0.00$0.00$0.00$0.00$0.00$0.56$0.00$0.00$0.68$0.00$0.00$0.23$1.46
2016$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.68$0.00$0.00$0.24$1.34
2015$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.66$0.00$0.00$0.11$1.15
2014$0.00$0.00$0.09$0.00$0.00$0.45$0.00$0.00$0.58$0.00$0.00$0.25$1.38
2013$0.07$0.00$0.00$0.81$0.00$0.00$0.46$0.00$0.00$0.25$1.59

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.61%
-1.40%
DGS (WisdomTree Emerging Markets SmallCap Divdend Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Markets SmallCap Divdend Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Emerging Markets SmallCap Divdend Fund was 61.83%, occurring on Nov 20, 2008. Recovery took 453 trading sessions.

The current WisdomTree Emerging Markets SmallCap Divdend Fund drawdown is 7.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.83%Nov 1, 2007267Nov 20, 2008453Sep 10, 2010720
-44.08%Jan 29, 2018541Mar 23, 2020230Feb 19, 2021771
-35.8%May 9, 2013681Jan 21, 2016371Jul 12, 20171052
-30.83%May 2, 2011108Oct 3, 2011398May 6, 2013506
-24.86%Sep 14, 2021281Oct 24, 2022295Dec 27, 2023576

Volatility

Volatility Chart

The current WisdomTree Emerging Markets SmallCap Divdend Fund volatility is 3.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.71%
4.07%
DGS (WisdomTree Emerging Markets SmallCap Divdend Fund)
Benchmark (^GSPC)