DGS vs. BTC-USD
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) is Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, DGS returned 10.14%/yr vs 57.32%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
DGS vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DGS achieves a 14.94% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, DGS has underperformed BTC-USD with an annualized return of 10.14%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.
DGS
- 1D
- 0.65%
- 1M
- 1.57%
- YTD
- 14.94%
- 6M
- 17.07%
- 1Y
- 23.81%
- 3Y*
- 15.36%
- 5Y*
- 8.06%
- 10Y*
- 10.14%
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
DGS vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 14.94% | 21.18% | 1.13% | 19.08% | -12.35% | 15.33% | 4.06% | 18.90% | -16.52% | 37.47% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between DGS and BTC-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.10 |
Over the past year, DGS and BTC-USD have become more correlated (0.35) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
DGS vs. BTC-USD — Risk / Return Rank
DGS
BTC-USD
DGS vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Bitcoin (BTC-USD). 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.
| DGS | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.37 | ||
| Sortino ratioReturn per unit of downside risk | +3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.87 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.78 | +3.16 |
| Martin ratioReturn relative to average drawdown | 7.84 | -1.36 | +9.20 |
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Drawdowns
DGS vs. BTC-USD - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DGS and BTC-USD.
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Drawdown Indicators
| DGS | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -85.30% | +23.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -51.21% | +41.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -51.21% | +31.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -76.67% | +51.81% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | -83.80% | +39.72% |
Current DrawdownCurrent decline from peak | -1.05% | -49.01% | +47.96% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -42.35% | +29.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 35.02% | -31.97% |
Volatility
DGS vs. BTC-USD - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 7.30%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGS | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 12.11% | -4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 34.59% | -20.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 35.62% | -19.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 44.71% | -29.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 56.62% | -39.23% |
Frequently Asked Questions
DGS and BTC-USD have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.11%) compared to DGS (7.30%). In terms of maximum drawdown, DGS dropped -61.83% vs BTC-USD's -85.30%.
DGS currently has the higher Sharpe Ratio (1.44 vs -0.93), 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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