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DGS vs. IAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGS vs. IAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). 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 14.94% return, which is significantly higher than IAI's 3.17% return. Over the past 10 years, DGS has underperformed IAI with an annualized return of 10.14%, while IAI has yielded a comparatively higher 19.37% annualized return.


DGS

1D
0.65%
1M
1.51%
YTD
14.94%
6M
17.07%
1Y
25.61%
3Y*
15.36%
5Y*
8.06%
10Y*
10.14%

IAI

1D
1.83%
1M
2.57%
YTD
3.17%
6M
2.78%
1Y
21.00%
3Y*
28.06%
5Y*
14.44%
10Y*
19.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGS vs. IAI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
3.17%25.80%34.37%15.27%-10.87%40.48%18.61%24.26%-9.47%28.86%

Correlation

The correlation between DGS and IAI is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

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

0.59

The correlation between DGS and IAI has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

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Return for Risk

DGS vs. IAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGS
DGS Risk / Return Rank: 4949
Overall Rank
DGS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
DGS Omega Ratio Rank: 4848
Omega Ratio Rank
DGS Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGS Martin Ratio Rank: 5353
Martin Ratio Rank

IAI
IAI Risk / Return Rank: 2929
Overall Rank
IAI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IAI Sortino Ratio Rank: 3030
Sortino Ratio Rank
IAI Omega Ratio Rank: 2929
Omega Ratio Rank
IAI Calmar Ratio Rank: 2727
Calmar Ratio Rank
IAI Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGS vs. IAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). 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.


DGSIAIDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

2.38

1.17

+1.21

Martin ratioReturn relative to average drawdown

7.84

3.33

+4.51

DGS vs. IAI - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 1.44, which is higher than the IAI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DGS and IAI, 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. IAI - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, smaller than the maximum IAI drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for DGS and IAI.


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Drawdown Indicators


DGSIAIDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-75.46%

+13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-16.52%

+6.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-23.14%

+3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-28.84%

+3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-40.38%

-3.70%

Current Drawdown

Current decline from peak

-1.05%

-2.81%

+1.76%

Average Drawdown

Average peak-to-trough decline

-12.57%

-22.63%

+10.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

5.80%

-2.75%

Volatility

DGS vs. IAI - Volatility Comparison

WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a higher volatility of 7.30% compared to iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) at 5.98%. This indicates that DGS's price experiences larger fluctuations and is considered to be riskier than IAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSIAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

5.98%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

15.34%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

19.44%

-2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

21.48%

-6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

22.85%

-5.46%

DGS vs. IAI - Expense Ratio Comparison

DGS has a 0.58% expense ratio, which is higher than IAI's 0.41% expense ratio.


Dividends

DGS vs. IAI - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.20%, more than IAI's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.20%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
1.05%0.95%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.49%1.31%

Frequently Asked Questions


DGS and IAI have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGS has higher volatility (7.30%) compared to IAI (5.98%). In terms of maximum drawdown, DGS dropped -61.83% vs IAI's -75.46%.

On 10-year performance, IAI leads with 19.37% vs 10.14% for DGS. On fees, IAI is cheaper at 0.41% per year. On volatility, IAI has been the lower-risk option at 5.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IAI has performed better with a 19.37% return vs 10.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAI is cheaper with a 0.41% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.20%, compared with 1.05% for IAI.

DGS is categorized as Emerging Markets Diversified, while IAI is Financials Equities. DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index, while IAI tracks DJ US Select / Investment Services. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.58% for DGS and 0.41% for IAI.

DGS currently has the higher Sharpe Ratio (1.44 vs 1.00), 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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