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DGS vs. DEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGS vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and WisdomTree Global High Dividend Fund (DEW). 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 DEW's 19.31% return. Over the past 10 years, DGS has underperformed DEW with an annualized return of 8.21%, while DEW has yielded a comparatively higher 9.75% annualized 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%

DEW

1D
-0.26%
1M
4.29%
6M
12.79%
YTD
19.31%
1Y
30.52%
3Y*
19.28%
5Y*
12.89%
10Y*
9.75%
ALL TIME*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.14M$632.09K$360.65K
$2.57M$2.59M$2.98M

DGS vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
8.16%21.18%1.13%19.08%-12.35%15.33%4.06%18.90%-16.52%37.47%
DEW
WisdomTree Global High Dividend Fund
19.31%22.39%11.58%9.39%-2.73%21.29%-7.32%20.45%-10.58%15.38%

Correlation

The correlation between DGS and DEW is 0.48, which is low. Their historical price movements had little consistent relationship.


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

0.48

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

0.60

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

0.66

Correlation (10Y)
Provides a long-term view across more market conditions.

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2007

0.73

Over the past year, the correlation between DGS and DEW has dropped to 0.48 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

DGS vs. DEW — 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

DEW
DEW Risk / Return Rank: 9595
Overall Rank
DEW Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 9696
Sortino Ratio Rank
DEW Omega Ratio Rank: 9696
Omega Ratio Rank
DEW Calmar Ratio Rank: 9494
Calmar Ratio Rank
DEW Martin Ratio Rank: 9595
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. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and WisdomTree Global High Dividend Fund (DEW). 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.


DGSDEWDifference
Sharpe ratioReturn per unit of total volatility

-2.29

Sortino ratioReturn per unit of downside risk

-3.18

Omega ratioGain probability vs. loss probability

1.17

1.58

-0.41

Calmar ratioReturn relative to maximum drawdown

1.55

4.77

-3.23

Martin ratioReturn relative to average drawdown

4.58

19.32

-14.74

DGS vs. DEW - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 0.89, which is lower than the DEW Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of DGS and DEW, 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. DEW - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for DGS and DEW.


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Drawdown Indicators


DGSDEWDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-65.55%

+3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-6.34%

-3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-11.80%

-7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-18.86%

-6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-38.77%

-5.31%

Current Drawdown

Current decline from peak

-7.35%

-0.26%

-7.09%

Average Drawdown

Average peak-to-trough decline

-12.51%

-12.34%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.56%

+1.83%

Volatility

DGS vs. DEW - Volatility Comparison

WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a higher volatility of 5.55% compared to WisdomTree Global High Dividend Fund (DEW) at 2.21%. This indicates that DGS's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

2.21%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

7.24%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

9.55%

+7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

12.90%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

15.36%

+1.98%

DGS vs. DEW - Expense Ratio Comparison

Both DGS and DEW have an expense ratio of 0.58%.


Dividends

DGS vs. DEW - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.96%, more than DEW's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
DEW
WisdomTree Global High Dividend Fund
3.12%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%
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 DEW have a correlation of 0.48, 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 DEW (2.21%). In terms of maximum drawdown, DGS dropped -61.83% vs DEW's -65.55%.

On 10-year performance, DEW leads with 9.75% vs 8.21% for DGS. Both ETFs have the same 0.58% expense ratio. On volatility, DEW has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DEW has performed better with a 9.75% return vs 8.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGS and DEW have the same expense ratio: 0.58% per year.

DGS has the higher dividend yield at 3.96%, compared with 3.12% for DEW.

DGS is categorized as Dividend, while DEW is Large Cap Value Equities. DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index, while DEW tracks WisdomTree Global High Dividend Index.

DEW currently has the higher Sharpe Ratio (3.18 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

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