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DGS vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGS vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Dividend 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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Returns By Period

In the year-to-date period, DGS achieves a 8.16% return, which is significantly lower than AVDV's 12.96% return.


DGS

1D
0.00%
1M
-5.05%
6M
0.93%
YTD
8.16%
1Y
15.60%
3Y*
11.49%
5Y*
6.78%
10Y*
8.21%
ALL TIME*
4.63%

AVDV

1D
-0.48%
1M
0.21%
6M
4.97%
YTD
12.96%
1Y
34.21%
3Y*
24.60%
5Y*
13.72%
10Y*
ALL TIME*
14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$74.82M$104.24M$85.42M
$2.57M$2.59M$2.98M

DGS vs. AVDV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
8.16%21.18%1.13%19.08%-12.35%15.33%4.06%8.02%
AVDV
Avantis International Small Cap Value ETF
12.96%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%

Correlation

The correlation between DGS and AVDV is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.75

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.76

The correlation between DGS and AVDV has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

DGS vs. AVDV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGS
DGS Risk / Return Rank: 3939
Overall Rank
DGS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 3535
Sortino Ratio Rank
DGS Omega Ratio Rank: 3636
Omega Ratio Rank
DGS Calmar Ratio Rank: 4343
Calmar Ratio Rank
DGS Martin Ratio Rank: 4242
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 8282
Overall Rank
AVDV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7676
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGS vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DGSAVDVDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.55

2.64

-1.10

Martin ratioReturn relative to average drawdown

4.58

9.60

-5.02

DGS vs. AVDV - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 0.89, which is lower than the AVDV Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DGS and AVDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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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Drawdown Indicators


DGSAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-43.01%

-18.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-13.19%

+3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-14.17%

-5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-28.08%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

Current Drawdown

Current decline from peak

-7.35%

-3.96%

-3.39%

Average Drawdown

Average peak-to-trough decline

-12.51%

-6.71%

-5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.63%

-0.24%

Volatility

DGS vs. AVDV - Volatility Comparison

WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 5.55% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.49%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

14.73%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

16.82%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

17.43%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

19.72%

-2.38%

DGS vs. AVDV - Expense Ratio Comparison

DGS has a 0.58% expense ratio, which is higher than AVDV's 0.36% expense ratio.


Dividends

DGS vs. AVDV - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.96%, more than AVDV's 2.80% yield.


PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF
2.80%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.96%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


DGS and AVDV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGS has higher volatility (5.55%) compared to AVDV (5.49%). In terms of maximum drawdown, DGS dropped -61.83% vs AVDV's -43.01%.

On 5-year performance, AVDV leads with 13.72% vs 6.78% for DGS. On fees, AVDV is cheaper at 0.36% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVDV has performed better with a 13.72% return vs 6.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.96%, compared with 2.80% for AVDV.

DGS is categorized as Dividend, while AVDV is Foreign Small & Mid Cap Equities. They also come from different issuers: WisdomTree and Avantis. Their fees differ too: 0.58% for DGS and 0.36% for AVDV.

AVDV currently has the higher Sharpe Ratio (2.07 vs 0.89), 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.

Portfolio Optimizer

Find the right allocation for DGS and AVDV

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