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

ETF Info

ISINUS97717W2816
CUSIP97717W281
IssuerWisdomTree
Inception DateOct 30, 2007
RegionEmerging Markets (Broad)
CategoryAsia Pacific Equities
Index TrackedWisdomTree Emerging Markets SmallCap Dividend Index
Home Pagewww.wisdomtree.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree Emerging Markets SmallCap Divdend Fund has a high expense ratio of 0.63%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.63%

Share Price Chart


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Compare to other instruments

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WisdomTree Emerging Markets SmallCap Divdend Fund

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

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%15.00%20.00%NovemberDecember2024FebruaryMarchApril
10.65%
15.73%
DGS (WisdomTree Emerging Markets SmallCap Divdend Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Emerging Markets SmallCap Divdend Fund had a return of 0.78% year-to-date (YTD) and 12.78% in the last 12 months. Over the past 10 years, WisdomTree Emerging Markets SmallCap Divdend Fund had an annualized return of 4.44%, while the S&P 500 had an annualized return of 10.53%, indicating that WisdomTree Emerging Markets SmallCap Divdend Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.78%6.12%
1 month-0.75%-1.08%
6 months10.65%15.73%
1 year12.78%22.34%
5 years (annualized)5.19%11.82%
10 years (annualized)4.44%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.10%2.75%2.43%
2023-1.69%-4.71%8.01%5.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DGS is 56, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DGS is 5656
WisdomTree Emerging Markets SmallCap Divdend Fund(DGS)
The Sharpe Ratio Rank of DGS is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of DGS is 5454Sortino Ratio Rank
The Omega Ratio Rank of DGS is 5353Omega Ratio Rank
The Calmar Ratio Rank of DGS is 6363Calmar Ratio Rank
The Martin Ratio Rank of DGS is 5454Martin 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.


DGS
Sharpe ratio
The chart of Sharpe ratio for DGS, currently valued at 0.97, compared to the broader market0.002.004.000.97
Sortino ratio
The chart of Sortino ratio for DGS, currently valued at 1.46, compared to the broader market-2.000.002.004.006.008.001.46
Omega ratio
The chart of Omega ratio for DGS, currently valued at 1.17, compared to the broader market1.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for DGS, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.0012.000.95
Martin ratio
The chart of Martin ratio for DGS, currently valued at 3.25, compared to the broader market0.0020.0040.0060.0080.003.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current WisdomTree Emerging Markets SmallCap Divdend Fund Sharpe ratio is 0.97. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.97
1.89
DGS (WisdomTree Emerging Markets SmallCap Divdend Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Emerging Markets SmallCap Divdend Fund granted a 4.39% dividend yield in the last twelve months. The annual payout for that period amounted to $2.21 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.21$2.27$2.35$2.10$1.76$1.89$1.78$1.46$1.34$1.15$1.38$1.59

Dividend yield

4.39%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.05
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
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
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
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
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
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
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
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
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
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
2013$0.07$0.00$0.00$0.80$0.00$0.00$0.46$0.00$0.00$0.25

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.07%
-3.66%
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 3.07%.


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 3.19%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.19%
3.44%
DGS (WisdomTree Emerging Markets SmallCap Divdend Fund)
Benchmark (^GSPC)