DGS vs. IDMO
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - DGS is a Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Both are passively managed. Over the past 10 years, DGS returned 10.14%/yr vs 12.64%/yr for IDMO. At a 0.50 correlation, their price movements are largely independent. DGS charges 0.58%/yr vs 0.25%/yr for IDMO.
Performance
DGS vs. IDMO - 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 IDMO's 8.17% return. Over the past 10 years, DGS has underperformed IDMO with an annualized return of 10.14%, while IDMO has yielded a comparatively higher 12.64% 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%
IDMO
- 1D
- 1.36%
- 1M
- -1.92%
- YTD
- 8.17%
- 6M
- 10.09%
- 1Y
- 23.12%
- 3Y*
- 25.21%
- 5Y*
- 15.50%
- 10Y*
- 12.64%
DGS vs. IDMO - 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% |
IDMO Invesco S&P International Developed Momentum ETF | 8.17% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
Correlation
The correlation between DGS and IDMO is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | 0.50 |
Over the past year, DGS and IDMO have become more correlated (0.74) than their long-term average of 0.50, meaning their price movements have been converging.
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Return for Risk
DGS vs. IDMO — Risk / Return Rank
DGS
IDMO
DGS vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Invesco S&P International Developed Momentum ETF (IDMO). 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 | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.89 | +0.49 |
| Martin ratioReturn relative to average drawdown | 7.84 | 7.64 | +0.20 |
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Drawdowns
DGS vs. IDMO - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for DGS and IDMO.
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Drawdown Indicators
| DGS | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -39.38% | -22.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -12.31% | +2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -12.65% | -6.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -27.07% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | -31.34% | -12.74% |
Current DrawdownCurrent decline from peak | -1.05% | -1.92% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -9.74% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.04% | +0.01% |
Volatility
DGS vs. IDMO - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 7.30%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 7.92%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGS | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 7.92% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 16.02% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 17.92% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 18.03% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 18.18% | -0.79% |
DGS vs. IDMO - Expense Ratio Comparison
DGS has a 0.58% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Dividends
DGS vs. IDMO - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.20%, less than IDMO's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDMO Invesco S&P International Developed Momentum ETF | 3.52% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Frequently Asked Questions
DGS and IDMO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDMO has higher volatility (7.92%) compared to DGS (7.30%). In terms of maximum drawdown, DGS dropped -61.83% vs IDMO's -39.38%.
On 10-year performance, IDMO leads with 12.64% vs 10.14% for DGS. On fees, IDMO is cheaper at 0.25% per year. On volatility, DGS has been the lower-risk option at 7.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDMO has performed better with a 12.64% return vs 10.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDMO is cheaper with a 0.25% expense ratio, compared with 0.58% for DGS.
IDMO has the higher dividend yield at 3.52%, compared with 3.20% for DGS.
DGS is categorized as Emerging Markets Diversified, while IDMO is Momentum. DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.58% for DGS and 0.25% for IDMO.
DGS currently has the higher Sharpe Ratio (1.44 vs 1.30), 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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