DGS vs. PHYS
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) is Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while PHYS (Sprott Physical Gold Trust) is a stock. Over the past 10 years, DGS returned 10.14%/yr vs 11.42%/yr for PHYS. At a 0.20 correlation, their price movements are largely independent.
Performance
DGS vs. PHYS - 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 PHYS's -3.85% return. Over the past 10 years, DGS has underperformed PHYS with an annualized return of 10.14%, while PHYS has yielded a comparatively higher 11.42% 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%
PHYS
- 1D
- 0.19%
- 1M
- -10.61%
- YTD
- -3.85%
- 6M
- -3.47%
- 1Y
- 22.63%
- 3Y*
- 28.00%
- 5Y*
- 16.26%
- 10Y*
- 11.42%
DGS vs. PHYS - 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% |
PHYS Sprott Physical Gold Trust | -3.85% | 63.95% | 26.43% | 12.98% | -1.81% | -4.84% | 23.89% | 18.14% | -2.64% | 12.78% |
Correlation
The correlation between DGS and PHYS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2010 | 0.20 |
The correlation between DGS and PHYS shifts across timeframes, from 0.20 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DGS vs. PHYS — Risk / Return Rank
DGS
PHYS
DGS vs. PHYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Sprott Physical Gold Trust (PHYS). 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 | PHYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 0.92 | +1.46 |
| Martin ratioReturn relative to average drawdown | 7.84 | 2.64 | +5.20 |
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Drawdowns
DGS vs. PHYS - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, which is greater than PHYS's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for DGS and PHYS.
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Drawdown Indicators
| DGS | PHYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -48.16% | -13.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -24.80% | +14.74% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -24.80% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -24.80% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | -24.80% | -19.28% |
Current DrawdownCurrent decline from peak | -1.05% | -22.43% | +21.38% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -20.99% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 8.60% | -5.55% |
Volatility
DGS vs. PHYS - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 7.30%, while Sprott Physical Gold Trust (PHYS) has a volatility of 7.80%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGS | PHYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 7.80% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 24.75% | -10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 28.17% | -11.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 18.53% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 16.41% | +0.98% |
Dividends
DGS vs. PHYS - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.20%, while PHYS has not paid dividends to shareholders.
| 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% |
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGS and PHYS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHYS has higher volatility (7.80%) compared to DGS (7.30%). In terms of maximum drawdown, DGS dropped -61.83% vs PHYS's -48.16%.
DGS currently has the higher Sharpe Ratio (1.44 vs 0.81), 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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