DEHP vs. DGS
Compare and contrast key facts about Dimensional Emerging Markets High Profitability ETF (DEHP) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS).
DEHP and DGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEHP is an actively managed fund by Dimensional. It was launched on Apr 26, 2022. DGS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets SmallCap Dividend Index. It was launched on Oct 30, 2007.
Performance
DEHP vs. DGS - Performance Comparison
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DEHP vs. DGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 4.92% | 32.86% | 4.47% | 12.31% | -9.73% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 5.34% | 21.18% | 1.13% | 19.08% | -7.64% |
Returns By Period
In the year-to-date period, DEHP achieves a 4.92% return, which is significantly lower than DGS's 5.34% return.
DEHP
- 1D
- 3.91%
- 1M
- -8.82%
- YTD
- 4.92%
- 6M
- 11.10%
- 1Y
- 36.60%
- 3Y*
- 15.36%
- 5Y*
- —
- 10Y*
- —
DGS
- 1D
- 2.72%
- 1M
- -6.99%
- YTD
- 5.34%
- 6M
- 6.67%
- 1Y
- 29.07%
- 3Y*
- 13.78%
- 5Y*
- 7.49%
- 10Y*
- 8.94%
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DEHP vs. DGS - Expense Ratio Comparison
DEHP has a 0.41% expense ratio, which is lower than DGS's 0.58% expense ratio.
Return for Risk
DEHP vs. DGS — Risk / Return Rank
DEHP
DGS
DEHP vs. DGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) 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.
| DEHP | DGS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 1.76 | +0.03 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.37 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.56 | +0.17 |
Martin ratioReturn relative to average drawdown | 10.82 | 9.49 | +1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEHP | DGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.76 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.21 | +0.38 |
Correlation
The correlation between DEHP and DGS is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DEHP vs. DGS - Dividend Comparison
DEHP's dividend yield for the trailing twelve months is around 1.71%, less than DGS's 3.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 1.71% | 1.73% | 2.44% | 2.84% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.49% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
Drawdowns
DEHP vs. DGS - Drawdown Comparison
The maximum DEHP drawdown since its inception was -22.90%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for DEHP and DGS.
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Drawdown Indicators
| DEHP | DGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.90% | -61.83% | +38.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.16% | -10.99% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.08% | — |
Current DrawdownCurrent decline from peak | -9.77% | -7.62% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -12.68% | +6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.96% | +0.36% |
Volatility
DEHP vs. DGS - Volatility Comparison
Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 10.72% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 8.48%. This indicates that DEHP'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
| DEHP | DGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.72% | 8.48% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.53% | 11.46% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.55% | 16.59% | +3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 14.66% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 17.25% | +0.64% |