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

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.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.58%
1.52%
DGS
AVDV

Returns By Period

In the year-to-date period, DGS achieves a 2.74% return, which is significantly lower than AVDV's 8.10% return.


DGS

YTD

2.74%

1M

-4.18%

6M

-2.64%

1Y

8.96%

5Y (annualized)

6.45%

10Y (annualized)

4.93%

AVDV

YTD

8.10%

1M

-3.25%

6M

0.69%

1Y

16.78%

5Y (annualized)

7.61%

10Y (annualized)

N/A

Key characteristics


DGSAVDV
Sharpe Ratio0.651.13
Sortino Ratio0.961.58
Omega Ratio1.121.20
Calmar Ratio0.931.97
Martin Ratio2.885.78
Ulcer Index2.91%2.76%
Daily Std Dev12.96%14.16%
Max Drawdown-61.83%-43.01%
Current Drawdown-7.61%-6.74%

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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.


DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
Expense ratio chart for DGS: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Correlation

-0.50.00.51.00.8

The correlation between DGS and AVDV is 0.77, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DGS, currently valued at 0.65, compared to the broader market0.002.004.000.651.13
The chart of Sortino ratio for DGS, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.0012.000.961.58
The chart of Omega ratio for DGS, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.20
The chart of Calmar ratio for DGS, currently valued at 0.93, compared to the broader market0.005.0010.0015.000.931.97
The chart of Martin ratio for DGS, currently valued at 2.88, compared to the broader market0.0020.0040.0060.0080.00100.002.885.78
DGS
AVDV

The current DGS Sharpe Ratio is 0.65, which is lower than the AVDV Sharpe Ratio of 1.13. 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.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.65
1.13
DGS
AVDV

Dividends

DGS vs. AVDV - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.58%, more than AVDV's 3.12% yield.


TTM20232022202120202019201820172016201520142013
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
3.58%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%
AVDV
Avantis International Small Cap Value ETF
3.12%3.29%3.17%2.39%1.67%0.36%0.00%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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.61%
-6.74%
DGS
AVDV

Volatility

DGS vs. AVDV - Volatility Comparison

WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 3.71% and 3.80%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.71%
3.80%
DGS
AVDV