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AVES vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVES vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Value ETF (AVES) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVES achieves a 17.72% return, which is significantly higher than DGS's 16.30% return.


AVES

1D
-0.38%
1M
3.45%
YTD
17.72%
6M
18.29%
1Y
35.91%
3Y*
20.96%
5Y*
10Y*

DGS

1D
-0.18%
1M
2.28%
YTD
16.30%
6M
17.62%
1Y
28.60%
3Y*
16.75%
5Y*
8.53%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVES vs. DGS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVES
Avantis Emerging Markets Value ETF
17.72%30.49%4.50%16.79%-16.04%0.95%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
16.30%21.18%1.13%19.08%-12.35%0.90%

Correlation

The correlation between AVES and DGS is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.92

The correlation between AVES and DGS has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

AVES vs. DGS — Risk / Return Rank

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

AVES
AVES Risk / Return Rank: 5959
Overall Rank
AVES Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 5656
Sortino Ratio Rank
AVES Omega Ratio Rank: 6363
Omega Ratio Rank
AVES Calmar Ratio Rank: 5858
Calmar Ratio Rank
AVES Martin Ratio Rank: 5959
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 5454
Overall Rank
DGS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 5050
Sortino Ratio Rank
DGS Omega Ratio Rank: 5252
Omega Ratio Rank
DGS Calmar Ratio Rank: 6060
Calmar Ratio Rank
DGS Martin Ratio Rank: 5656
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.

AVES vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVESDGSDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

2.80

2.86

-0.06

Martin ratioReturn relative to average drawdown

10.12

9.43

+0.69

AVES vs. DGS - Sharpe Ratio Comparison

The current AVES Sharpe Ratio is 1.95, which is comparable to the DGS Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of AVES and DGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVES vs. DGS - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for AVES and DGS.


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Drawdown Indicators


AVESDGSDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-61.83%

+34.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-10.06%

-2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-19.31%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

Current Drawdown

Current decline from peak

-0.96%

-0.38%

-0.58%

Average Drawdown

Average peak-to-trough decline

-7.68%

-12.56%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.04%

+0.52%

Volatility

AVES vs. DGS - Volatility Comparison

Avantis Emerging Markets Value ETF (AVES) has a higher volatility of 8.92% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 7.20%. This indicates that AVES's price experiences larger fluctuations and is considered to be riskier than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVESDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

7.20%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.21%

14.41%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

16.63%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

15.13%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

17.39%

-0.14%

AVES vs. DGS - Expense Ratio Comparison

AVES has a 0.36% expense ratio, which is lower than DGS's 0.58% expense ratio.


Dividends

AVES vs. DGS - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 3.46%, more than DGS's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
AVES
Avantis Emerging Markets Value ETF
3.46%3.17%4.09%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%0.00%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.16%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%

Frequently Asked Questions


With a correlation of 0.92, AVES and DGS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AVES has higher volatility (8.92%) compared to DGS (7.20%). In terms of maximum drawdown, AVES dropped -27.40% vs DGS's -61.83%.

On 3-year performance, AVES leads with 20.96% vs 16.75% for DGS. On fees, AVES is cheaper at 0.36% per year. On volatility, DGS has been the lower-risk option at 7.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AVES has performed better with a 20.96% return vs 16.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVES is cheaper with a 0.36% expense ratio, compared with 0.58% for DGS.

AVES has the higher dividend yield at 3.46%, compared with 3.16% for DGS.

AVES is categorized as Emerging Markets Equities, while DGS is Emerging Markets Diversified. They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.36% for AVES and 0.58% for DGS.

AVES currently has the higher Sharpe Ratio (1.95 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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