DFEV vs. DGS
Compare and contrast key facts about Dimensional Emerging Markets Value ETF (DFEV) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS).
DFEV and DGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEV 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEV or DGS.
Key characteristics
| DFEV | DGS | |
|---|---|---|
| YTD Return | 9.46% | 2.48% |
| 1Y Return | 18.31% | 12.78% |
| Sharpe Ratio | 1.24 | 0.96 |
| Sortino Ratio | 1.74 | 1.39 |
| Omega Ratio | 1.23 | 1.18 |
| Calmar Ratio | 1.98 | 1.40 |
| Martin Ratio | 6.37 | 4.82 |
| Ulcer Index | 2.91% | 2.63% |
| Daily Std Dev | 14.95% | 13.26% |
| Max Drawdown | -18.49% | -61.83% |
| Current Drawdown | -7.42% | -7.85% |
Correlation
The correlation between DFEV and DGS is 0.93, 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.
Performance
DFEV vs. DGS - Performance Comparison
In the year-to-date period, DFEV achieves a 9.46% return, which is significantly higher than DGS's 2.48% 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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DFEV vs. DGS - Expense Ratio Comparison
DFEV has a 0.43% expense ratio, which is lower than DGS's 0.63% expense ratio.
Risk-Adjusted Performance
DFEV vs. DGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Value ETF (DFEV) and WisdomTree Emerging Markets SmallCap Divdend 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.
Dividends
DFEV vs. DGS - Dividend Comparison
DFEV's dividend yield for the trailing twelve months is around 2.82%, less than DGS's 3.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEV Dimensional Emerging Markets Value ETF | 2.82% | 3.47% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.59% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
Drawdowns
DFEV vs. DGS - Drawdown Comparison
The maximum DFEV drawdown since its inception was -18.49%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for DFEV and DGS. For additional features, visit the drawdowns tool.
Volatility
DFEV vs. DGS - Volatility Comparison
Dimensional Emerging Markets Value ETF (DFEV) has a higher volatility of 5.25% compared to WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) at 3.87%. This indicates that DFEV'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.