DGS vs. ETH-USD
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) is Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, DGS returned 10.14%/yr vs 56.61%/yr for ETH-USD. At a 0.17 correlation, their price movements are largely independent.
Performance
DGS vs. ETH-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 ETH-USD's -43.80% return. Over the past 10 years, DGS has underperformed ETH-USD with an annualized return of 10.14%, while ETH-USD has yielded a comparatively higher 56.61% 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%
ETH-USD
- 1D
- -0.28%
- 1M
- -26.16%
- YTD
- -43.80%
- 6M
- -45.95%
- 1Y
- -36.94%
- 3Y*
- -1.40%
- 5Y*
- -7.86%
- 10Y*
- 56.61%
DGS vs. ETH-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% |
ETH-USD Ethereum | -43.80% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between DGS and ETH-USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.17 |
The correlation between DGS and ETH-USD shifts across timeframes, from 0.17 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DGS vs. ETH-USD — Risk / Return Rank
DGS
ETH-USD
DGS vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Ethereum (ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.95 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.55 | +2.92 |
| Martin ratioReturn relative to average drawdown | 7.84 | -0.94 | +8.78 |
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Drawdowns
DGS vs. ETH-USD - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for DGS and ETH-USD.
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Drawdown Indicators
| DGS | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -94.01% | +32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -67.53% | +57.47% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -67.53% | +48.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -79.35% | +54.49% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | -94.01% | +49.93% |
Current DrawdownCurrent decline from peak | -1.05% | -65.49% | +64.44% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -50.89% | +38.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 45.31% | -42.26% |
Volatility
DGS vs. ETH-USD - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 7.30%, while Ethereum (ETH-USD) has a volatility of 17.22%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 17.22% | -9.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 46.29% | -32.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 56.20% | -39.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 59.59% | -44.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 77.89% | -60.50% |
Frequently Asked Questions
DGS and ETH-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.22%) compared to DGS (7.30%). In terms of maximum drawdown, DGS dropped -61.83% vs ETH-USD's -94.01%.
DGS currently has the higher Sharpe Ratio (1.44 vs -0.55), 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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