DGS vs. GDMN
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) and GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) are both exchange-traded funds - DGS is a Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while GDMN is a Commodities fund actively managed by WisdomTree. DGS is passively managed, while GDMN is actively managed. Over the past 3 years, DGS returned 16.17%/yr vs 60.95%/yr for GDMN. At a 0.47 correlation, their price movements are largely independent. DGS charges 0.58%/yr vs 0.45%/yr for GDMN.
Performance
DGS vs. GDMN - Performance Comparison
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Returns By Period
In the year-to-date period, DGS achieves a 14.53% return, which is significantly higher than GDMN's -4.13% return.
DGS
- 1D
- -1.37%
- 1M
- 2.58%
- YTD
- 14.53%
- 6M
- 15.57%
- 1Y
- 27.26%
- 3Y*
- 16.17%
- 5Y*
- 7.85%
- 10Y*
- 9.93%
GDMN
- 1D
- -3.68%
- 1M
- -2.43%
- YTD
- -4.13%
- 6M
- 2.73%
- 1Y
- 76.93%
- 3Y*
- 60.95%
- 5Y*
- —
- 10Y*
- —
DGS vs. GDMN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 14.53% | 21.18% | 1.13% | 19.08% | -12.35% | 2.21% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -4.13% | 237.09% | 28.23% | 12.97% | -14.62% | 5.11% |
Correlation
The correlation between DGS and GDMN is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2021 | 0.47 |
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Return for Risk
DGS vs. GDMN — Risk / Return Rank
DGS
GDMN
DGS vs. GDMN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.
| DGS | GDMN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 1.98 | +0.74 |
| Martin ratioReturn relative to average drawdown | 9.16 | 4.68 | +4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGS | GDMN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.26 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.80 | -0.58 |
Drawdowns
DGS vs. GDMN - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, which is greater than GDMN's maximum drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DGS and GDMN.
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Drawdown Indicators
| DGS | GDMN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -52.82% | -9.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -39.03% | +28.97% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -39.03% | +19.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | — | — |
Current DrawdownCurrent decline from peak | -1.40% | -37.06% | +35.66% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -18.89% | +6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 16.51% | -13.53% |
Volatility
DGS vs. GDMN - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 5.24%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 17.94%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGS | GDMN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 17.94% | -12.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 51.79% | -38.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 61.32% | -45.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 47.59% | -32.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 47.59% | -30.27% |
DGS vs. GDMN - Expense Ratio Comparison
DGS has a 0.58% expense ratio, which is higher than GDMN's 0.45% expense ratio.
Dividends
DGS vs. GDMN - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.21%, more than GDMN's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.21% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 2.82% | 2.70% | 9.44% | 7.69% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGS and GDMN have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMN has higher volatility (17.94%) compared to DGS (5.24%). In terms of maximum drawdown, DGS dropped -61.83% vs GDMN's -52.82%.
On 3-year performance, GDMN leads with 60.95% vs 16.17% for DGS. On fees, GDMN is cheaper at 0.45% per year. On volatility, DGS has been the lower-risk option at 5.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDMN has performed better with a 60.95% return vs 16.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDMN is cheaper with a 0.45% expense ratio, compared with 0.58% for DGS.
DGS has the higher dividend yield at 3.21%, compared with 2.82% for GDMN.
DGS is categorized as Emerging Markets Diversified, while GDMN is Commodities. Their fees differ too: 0.58% for DGS and 0.45% for GDMN.
DGS currently has the higher Sharpe Ratio (1.76 vs 1.26), 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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