DGS vs. NTSX
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DGS is a Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DGS is passively managed, while NTSX is actively managed. Over the past 5 years, DGS returned 7.85%/yr vs 9.69%/yr for NTSX. A 0.62 correlation means they provide meaningful diversification when combined. DGS charges 0.58%/yr vs 0.20%/yr for NTSX.
Performance
DGS vs. NTSX - 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 NTSX's 8.62% 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%
NTSX
- 1D
- -1.05%
- 1M
- 4.37%
- YTD
- 8.62%
- 6M
- 7.83%
- 1Y
- 25.27%
- 3Y*
- 19.38%
- 5Y*
- 9.69%
- 10Y*
- —
DGS vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 14.53% | 21.18% | 1.13% | 19.08% | -12.35% | 15.33% | 4.06% | 18.90% | -10.40% |
NTSX WisdomTree U.S. Efficient Core Fund | 8.62% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Correlation
The correlation between DGS and NTSX is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.62 |
The correlation between DGS and NTSX has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.
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Return for Risk
DGS vs. NTSX — Risk / Return Rank
DGS
NTSX
DGS vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.77 | -0.05 |
| Martin ratioReturn relative to average drawdown | 9.16 | 12.25 | -3.10 |
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 | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.06 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.57 | -0.04 |
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 | 0.71 | -0.48 |
Drawdowns
DGS vs. NTSX - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DGS and NTSX.
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Drawdown Indicators
| DGS | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -31.34% | -30.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -9.16% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -16.82% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -31.34% | +6.48% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | — | — |
Current DrawdownCurrent decline from peak | -1.40% | -1.05% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -6.79% | -5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.07% | +0.91% |
Volatility
DGS vs. NTSX - Volatility Comparison
WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a higher volatility of 5.24% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.39%. This indicates that DGS's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGS | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 3.39% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 9.58% | +3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 12.31% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 17.04% | -2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 18.27% | -0.95% |
DGS vs. NTSX - Expense Ratio Comparison
DGS has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DGS vs. NTSX - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.21%, more than NTSX's 1.08% 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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.08% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGS and NTSX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGS has higher volatility (5.24%) compared to NTSX (3.39%). In terms of maximum drawdown, DGS dropped -61.83% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 9.69% vs 7.85% for DGS. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 9.69% return vs 7.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.58% for DGS.
DGS has the higher dividend yield at 3.21%, compared with 1.08% for NTSX.
DGS is categorized as Emerging Markets Diversified, while NTSX is Diversified Portfolio. Their fees differ too: 0.58% for DGS and 0.20% for NTSX.
NTSX currently has the higher Sharpe Ratio (2.06 vs 1.76), 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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