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DGS vs. NOBL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

DGS vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.22%
10.00%
DGS
NOBL

Returns By Period

In the year-to-date period, DGS achieves a 3.11% return, which is significantly lower than NOBL's 13.33% return. Over the past 10 years, DGS has underperformed NOBL with an annualized return of 5.02%, while NOBL has yielded a comparatively higher 10.12% annualized return.


DGS

YTD

3.11%

1M

-3.63%

6M

-1.22%

1Y

9.90%

5Y (annualized)

6.52%

10Y (annualized)

5.02%

NOBL

YTD

13.33%

1M

0.16%

6M

10.00%

1Y

20.15%

5Y (annualized)

9.87%

10Y (annualized)

10.12%

Key characteristics


DGSNOBL
Sharpe Ratio0.722.00
Sortino Ratio1.062.81
Omega Ratio1.131.35
Calmar Ratio1.033.10
Martin Ratio3.188.98
Ulcer Index2.94%2.29%
Daily Std Dev12.95%10.26%
Max Drawdown-61.83%-35.43%
Current Drawdown-7.28%-1.50%

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DGS vs. NOBL - Expense Ratio Comparison

DGS has a 0.63% expense ratio, which is higher than NOBL's 0.35% expense ratio.


DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
Expense ratio chart for DGS: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for NOBL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.6

The correlation between DGS and NOBL is 0.60, 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.

Risk-Adjusted Performance

DGS vs. NOBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


Sharpe ratio
The chart of Sharpe ratio for DGS, currently valued at 0.72, compared to the broader market0.002.004.000.722.00
The chart of Sortino ratio for DGS, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.0010.001.062.81
The chart of Omega ratio for DGS, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.35
The chart of Calmar ratio for DGS, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.033.10
The chart of Martin ratio for DGS, currently valued at 3.18, compared to the broader market0.0020.0040.0060.0080.00100.003.188.98
DGS
NOBL

The current DGS Sharpe Ratio is 0.72, which is lower than the NOBL Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of DGS and NOBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.72
2.00
DGS
NOBL

Dividends

DGS vs. NOBL - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.57%, more than NOBL's 1.99% yield.


TTM20232022202120202019201820172016201520142013
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
3.57%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
1.99%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.60%0.30%

Drawdowns

DGS vs. NOBL - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for DGS and NOBL. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.28%
-1.50%
DGS
NOBL

Volatility

DGS vs. NOBL - Volatility Comparison

WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) has a higher volatility of 3.68% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.11%. This indicates that DGS's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.68%
3.11%
DGS
NOBL