DGS vs. IVAL
Compare and contrast key facts about WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and Alpha Architect International Quantitative Value ETF (IVAL).
DGS and IVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets SmallCap Dividend Index. It was launched on Oct 30, 2007. IVAL is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the IVAL-US - Alpha Architect International Quantitative Value Index. It was launched on Dec 17, 2014. Both DGS and IVAL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGS or IVAL.
Correlation
The correlation between DGS and IVAL is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DGS vs. IVAL - Performance Comparison
Key characteristics
DGS:
0.05
IVAL:
0.24
DGS:
0.18
IVAL:
0.46
DGS:
1.02
IVAL:
1.06
DGS:
0.04
IVAL:
0.28
DGS:
0.12
IVAL:
0.81
DGS:
6.53%
IVAL:
5.42%
DGS:
15.57%
IVAL:
18.59%
DGS:
-61.83%
IVAL:
-46.09%
DGS:
-8.92%
IVAL:
-0.57%
Returns By Period
In the year-to-date period, DGS achieves a 0.15% return, which is significantly lower than IVAL's 9.48% return. Over the past 10 years, DGS has outperformed IVAL with an annualized return of 4.23%, while IVAL has yielded a comparatively lower 2.73% annualized return.
DGS
0.15%
-0.69%
-3.92%
0.58%
11.47%
4.23%
IVAL
9.48%
1.08%
8.28%
5.58%
8.45%
2.73%
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DGS vs. IVAL - Expense Ratio Comparison
DGS has a 0.63% expense ratio, which is higher than IVAL's 0.59% expense ratio.
Risk-Adjusted Performance
DGS vs. IVAL — Risk-Adjusted Performance Rank
DGS
IVAL
DGS vs. IVAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and Alpha Architect International Quantitative Value ETF (IVAL). 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.
Dividends
DGS vs. IVAL - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.41%, more than IVAL's 2.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.41% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% |
IVAL Alpha Architect International Quantitative Value ETF | 2.99% | 3.60% | 5.14% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% | 0.20% |
Drawdowns
DGS vs. IVAL - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, which is greater than IVAL's maximum drawdown of -46.09%. Use the drawdown chart below to compare losses from any high point for DGS and IVAL. For additional features, visit the drawdowns tool.
Volatility
DGS vs. IVAL - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) is 9.44%, while Alpha Architect International Quantitative Value ETF (IVAL) has a volatility of 10.85%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than IVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.