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

Correlation

The correlation between DGS and DLS is 0.79, 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.


-0.50.00.51.00.8

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.25%
-0.36%
DGS
DLS

Key characteristics

Sharpe Ratio

DGS:

0.49

DLS:

0.37

Sortino Ratio

DGS:

0.75

DLS:

0.59

Omega Ratio

DGS:

1.09

DLS:

1.07

Calmar Ratio

DGS:

0.70

DLS:

0.37

Martin Ratio

DGS:

1.83

DLS:

1.40

Ulcer Index

DGS:

3.48%

DLS:

3.54%

Daily Std Dev

DGS:

12.87%

DLS:

13.56%

Max Drawdown

DGS:

-61.83%

DLS:

-63.09%

Current Drawdown

DGS:

-7.91%

DLS:

-8.97%

Returns By Period

In the year-to-date period, DGS achieves a 2.41% return, which is significantly higher than DLS's 2.10% return. Over the past 10 years, DGS has outperformed DLS with an annualized return of 5.46%, while DLS has yielded a comparatively lower 4.84% annualized return.


DGS

YTD

2.41%

1M

-0.32%

6M

-2.53%

1Y

4.44%

5Y*

5.42%

10Y*

5.46%

DLS

YTD

2.10%

1M

-0.89%

6M

0.57%

1Y

3.38%

5Y*

1.66%

10Y*

4.84%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DGS vs. DLS - Expense Ratio Comparison

DGS has a 0.63% expense ratio, which is higher than DLS's 0.58% 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 DLS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DGS, currently valued at 0.49, compared to the broader market0.002.004.000.490.37
The chart of Sortino ratio for DGS, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.0010.000.750.59
The chart of Omega ratio for DGS, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.07
The chart of Calmar ratio for DGS, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.700.37
The chart of Martin ratio for DGS, currently valued at 1.83, compared to the broader market0.0020.0040.0060.0080.00100.001.831.40
DGS
DLS

The current DGS Sharpe Ratio is 0.49, which is higher than the DLS Sharpe Ratio of 0.37. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.49
0.37
DGS
DLS

Dividends

DGS vs. DLS - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.59%, less than DLS's 4.00% yield.


TTM20232022202120202019201820172016201520142013
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
2.68%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%
DLS
WisdomTree International SmallCap Dividend
3.29%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%3.89%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.91%
-8.97%
DGS
DLS

Volatility

DGS vs. DLS - Volatility Comparison

WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and WisdomTree International SmallCap Dividend (DLS) have volatilities of 3.26% and 3.33%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.26%
3.33%
DGS
DLS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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