DGRE vs. DGS
DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) are both exchange-traded funds - DGRE is a Emerging Markets Equities fund actively managed by WisdomTree, while DGS is a Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index. DGRE is actively managed, while DGS is passively managed. Over the past 10 years, DGRE returned 9.71%/yr vs 9.93%/yr for DGS. Their correlation of 0.86 suggests significant overlap in exposure. DGRE charges 0.32%/yr vs 0.58%/yr for DGS.
Performance
DGRE vs. DGS - Performance Comparison
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Returns By Period
In the year-to-date period, DGRE achieves a 31.30% return, which is significantly higher than DGS's 14.53% return. Both investments have delivered pretty close results over the past 10 years, with DGRE having a 9.71% annualized return and DGS not far ahead at 9.93%.
DGRE
- 1D
- -0.94%
- 1M
- 8.34%
- YTD
- 31.30%
- 6M
- 36.66%
- 1Y
- 58.03%
- 3Y*
- 24.56%
- 5Y*
- 8.61%
- 10Y*
- 9.71%
DGS
- 1D
- -1.37%
- 1M
- 2.58%
- YTD
- 14.53%
- 6M
- 15.57%
- 1Y
- 27.26%
- 3Y*
- 16.17%
- 5Y*
- 7.85%
- 10Y*
- 9.93%
DGRE vs. DGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 31.30% | 27.47% | 3.63% | 18.46% | -21.86% | 2.55% | 10.85% | 21.12% | -16.36% | 33.61% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 14.53% | 21.18% | 1.13% | 19.08% | -12.35% | 15.33% | 4.06% | 18.90% | -16.52% | 37.47% |
Correlation
The correlation between DGRE and DGS is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013 | 0.86 |
The correlation between DGRE and DGS has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
DGRE vs. DGS — Risk / Return Rank
DGRE
DGS
DGRE vs. DGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) 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.
| DGRE | DGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.32 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 2.72 | +1.54 |
| Martin ratioReturn relative to average drawdown | 17.40 | 9.16 | +8.25 |
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
| DGRE | DGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.91 | 1.76 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.53 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.58 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.23 | +0.09 |
Drawdowns
DGRE vs. DGS - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for DGRE and DGS.
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Drawdown Indicators
| DGRE | DGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -61.83% | +24.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -10.06% | -3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -19.31% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -34.82% | -24.86% | -9.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.95% | -44.08% | +7.13% |
Current DrawdownCurrent decline from peak | -0.94% | -1.40% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -12.59% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.98% | +0.36% |
Volatility
DGRE vs. DGS - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.88% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 5.24%. This indicates that DGRE'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
| DGRE | DGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 5.24% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 17.97% | 13.03% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.08% | 15.56% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 14.87% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 17.32% | +2.32% |
DGRE vs. DGS - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is lower than DGS's 0.58% expense ratio.
Dividends
DGRE vs. DGS - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 1.18%, less than DGS's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.18% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.21% | 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
DGRE and DGS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRE has higher volatility (8.88%) compared to DGS (5.24%). In terms of maximum drawdown, DGRE dropped -36.95% vs DGS's -61.83%.
On 10-year performance, DGS leads with 9.93% vs 9.71% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, DGS has been the lower-risk option at 5.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGS has performed better with a 9.93% return vs 9.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRE is cheaper with a 0.32% expense ratio, compared with 0.58% for DGS.
DGS has the higher dividend yield at 3.21%, compared with 1.18% for DGRE.
DGRE is categorized as Emerging Markets Equities, while DGS is Emerging Markets Diversified. Their fees differ too: 0.32% for DGRE and 0.58% for DGS.
DGRE currently has the higher Sharpe Ratio (2.91 vs 1.76), 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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