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DGS vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGS and AVDV is 0.65, 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

DGS vs. AVDV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DGS:

0.33

AVDV:

1.09

Sortino Ratio

DGS:

0.44

AVDV:

1.39

Omega Ratio

DGS:

1.06

AVDV:

1.20

Calmar Ratio

DGS:

0.19

AVDV:

1.24

Martin Ratio

DGS:

0.56

AVDV:

4.33

Ulcer Index

DGS:

6.64%

AVDV:

4.04%

Daily Std Dev

DGS:

15.80%

AVDV:

18.47%

Max Drawdown

DGS:

-61.83%

AVDV:

-43.01%

Current Drawdown

DGS:

-1.23%

AVDV:

0.00%

Returns By Period

In the year-to-date period, DGS achieves a 8.61% return, which is significantly lower than AVDV's 17.52% return.


DGS

YTD

8.61%

1M

8.44%

6M

6.27%

1Y

4.56%

3Y*

7.21%

5Y*

12.42%

10Y*

5.49%

AVDV

YTD

17.52%

1M

6.52%

6M

17.10%

1Y

18.24%

3Y*

13.05%

5Y*

16.45%

10Y*

N/A

*Annualized

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DGS vs. AVDV - Expense Ratio Comparison

DGS has a 0.63% expense ratio, which is higher than AVDV's 0.36% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DGS vs. AVDV — Risk-Adjusted Performance Rank

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

DGS
The Risk-Adjusted Performance Rank of DGS is 3333
Overall Rank
The Sharpe Ratio Rank of DGS is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of DGS is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DGS is 3131
Omega Ratio Rank
The Calmar Ratio Rank of DGS is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DGS is 3030
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 8383
Overall Rank
The Sharpe Ratio Rank of AVDV is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGS vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and Avantis International Small Cap Value ETF (AVDV). 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.


The current DGS Sharpe Ratio is 0.33, which is lower than the AVDV Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of DGS and AVDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DGS vs. AVDV - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.15%, less than AVDV's 3.67% yield.


TTM20242023202220212020201920182017201620152014
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
3.15%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%
AVDV
Avantis International Small Cap Value ETF
3.67%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGS vs. AVDV - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for DGS and AVDV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DGS vs. AVDV - Volatility Comparison

WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) has a higher volatility of 3.87% compared to Avantis International Small Cap Value ETF (AVDV) at 2.54%. This indicates that DGS's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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