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

Correlation

The correlation between DGS and DLS is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DGS vs. DLS - Performance Comparison

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

55.00%60.00%65.00%70.00%75.00%80.00%85.00%90.00%NovemberDecember2025FebruaryMarchApril
79.95%
81.42%
DGS
DLS

Key characteristics

Sharpe Ratio

DGS:

0.10

DLS:

0.76

Sortino Ratio

DGS:

0.24

DLS:

1.13

Omega Ratio

DGS:

1.03

DLS:

1.15

Calmar Ratio

DGS:

0.08

DLS:

0.99

Martin Ratio

DGS:

0.24

DLS:

2.64

Ulcer Index

DGS:

6.51%

DLS:

4.77%

Daily Std Dev

DGS:

15.56%

DLS:

16.66%

Max Drawdown

DGS:

-61.83%

DLS:

-63.09%

Current Drawdown

DGS:

-8.66%

DLS:

-0.09%

Returns By Period

In the year-to-date period, DGS achieves a 0.44% return, which is significantly lower than DLS's 8.74% return. Over the past 10 years, DGS has underperformed DLS with an annualized return of 4.26%, while DLS has yielded a comparatively higher 4.56% annualized return.


DGS

YTD

0.44%

1M

-1.24%

6M

-4.20%

1Y

1.15%

5Y*

11.54%

10Y*

4.26%

DLS

YTD

8.74%

1M

0.89%

6M

6.53%

1Y

11.79%

5Y*

10.77%

10Y*

4.56%

*Annualized

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DGS vs. DLS - Expense Ratio Comparison

DGS has a 0.63% expense ratio, which is higher than DLS's 0.58% expense ratio.


Expense ratio chart for DGS: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGS: 0.63%
Expense ratio chart for DLS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DLS: 0.58%

Risk-Adjusted Performance

DGS vs. DLS — 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 2929
Overall Rank
The Sharpe Ratio Rank of DGS is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DGS is 2929
Sortino Ratio Rank
The Omega Ratio Rank of DGS is 2828
Omega Ratio Rank
The Calmar Ratio Rank of DGS is 3131
Calmar Ratio Rank
The Martin Ratio Rank of DGS is 2828
Martin Ratio Rank

DLS
The Risk-Adjusted Performance Rank of DLS is 7474
Overall Rank
The Sharpe Ratio Rank of DLS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DLS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DLS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DLS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DLS is 7070
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. DLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and WisdomTree International SmallCap Dividend (DLS). 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 chart of Sharpe ratio for DGS, currently valued at 0.10, compared to the broader market-1.000.001.002.003.004.00
DGS: 0.10
DLS: 0.76
The chart of Sortino ratio for DGS, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.00
DGS: 0.24
DLS: 1.13
The chart of Omega ratio for DGS, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
DGS: 1.03
DLS: 1.15
The chart of Calmar ratio for DGS, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.00
DGS: 0.08
DLS: 0.99
The chart of Martin ratio for DGS, currently valued at 0.24, compared to the broader market0.0020.0040.0060.00
DGS: 0.24
DLS: 2.64

The current DGS Sharpe Ratio is 0.10, which is lower than the DLS Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DGS and DLS, 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.10
0.76
DGS
DLS

Dividends

DGS vs. DLS - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.40%, less than DLS's 3.96% yield.


TTM20242023202220212020201920182017201620152014
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
3.40%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%
DLS
WisdomTree International SmallCap Dividend
3.96%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%

Drawdowns

DGS vs. DLS - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, roughly equal to the maximum DLS drawdown of -63.09%. Use the drawdown chart below to compare losses from any high point for DGS and DLS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.66%
-0.09%
DGS
DLS

Volatility

DGS vs. DLS - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) is 9.47%, while WisdomTree International SmallCap Dividend (DLS) has a volatility of 10.22%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than DLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.47%
10.22%
DGS
DLS