DFEP.L vs. DGSE.L
Compare and contrast key facts about WisdomTree Europe SmallCap Dividend UCITS ETF Acc (DFEP.L) and WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (DGSE.L).
DFEP.L and DGSE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEP.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Europe Small Cap NR EUR. It was launched on Nov 3, 2016. DGSE.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Emerging Markets SMID NR USD. It was launched on Nov 19, 2014. Both DFEP.L and DGSE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEP.L or DGSE.L.
Key characteristics
| DFEP.L | DGSE.L | |
|---|---|---|
| YTD Return | 7.58% | 5.16% |
| 1Y Return | 12.39% | 15.05% |
| 3Y Return (Ann) | 3.66% | 5.46% |
| 5Y Return (Ann) | 6.93% | 4.81% |
| Sharpe Ratio | 0.92 | 1.44 |
| Daily Std Dev | 13.37% | 10.50% |
| Max Drawdown | -38.39% | -35.43% |
| Current Drawdown | -0.03% | 0.00% |
Correlation
The correlation between DFEP.L and DGSE.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFEP.L vs. DGSE.L - Performance Comparison
In the year-to-date period, DFEP.L achieves a 7.58% return, which is significantly higher than DGSE.L's 5.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFEP.L vs. DGSE.L - Expense Ratio Comparison
DFEP.L has a 0.38% expense ratio, which is lower than DGSE.L's 0.54% expense ratio.
Risk-Adjusted Performance
DFEP.L vs. DGSE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend UCITS ETF Acc (DFEP.L) and WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (DGSE.L). 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.
Dividends
DFEP.L vs. DGSE.L - Dividend Comparison
Neither DFEP.L nor DGSE.L has paid dividends to shareholders.
Drawdowns
DFEP.L vs. DGSE.L - Drawdown Comparison
The maximum DFEP.L drawdown since its inception was -38.39%, which is greater than DGSE.L's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for DFEP.L and DGSE.L. For additional features, visit the drawdowns tool.
Volatility
DFEP.L vs. DGSE.L - Volatility Comparison
The current volatility for WisdomTree Europe SmallCap Dividend UCITS ETF Acc (DFEP.L) is 2.91%, while WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (DGSE.L) has a volatility of 3.13%. This indicates that DFEP.L experiences smaller price fluctuations and is considered to be less risky than DGSE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.