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DGS vs. SCDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGS vs. SCDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGS achieves a 8.16% return, which is significantly lower than SCDL's 47.30% return.


DGS

1D
0.00%
1M
-5.05%
6M
0.93%
YTD
8.16%
1Y
15.60%
3Y*
11.49%
5Y*
6.78%
10Y*
8.21%
ALL TIME*
4.63%

SCDL

1D
0.55%
1M
6.51%
6M
26.03%
YTD
47.30%
1Y
61.99%
3Y*
20.93%
5Y*
11.62%
10Y*
ALL TIME*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.57M$2.59M$2.98M
$12.99K$29.73K$21.90K

DGS vs. SCDL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
8.16%21.18%1.13%19.08%-12.35%13.00%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
47.30%2.05%14.99%0.18%-13.06%52.47%

Correlation

The correlation between DGS and SCDL is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.39

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.47

Over the past year, the correlation between DGS and SCDL has dropped to 0.23 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

DGS vs. SCDL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGS
DGS Risk / Return Rank: 3939
Overall Rank
DGS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 3535
Sortino Ratio Rank
DGS Omega Ratio Rank: 3636
Omega Ratio Rank
DGS Calmar Ratio Rank: 4343
Calmar Ratio Rank
DGS Martin Ratio Rank: 4242
Martin Ratio Rank

SCDL
SCDL Risk / Return Rank: 9494
Overall Rank
SCDL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 9595
Sortino Ratio Rank
SCDL Omega Ratio Rank: 9292
Omega Ratio Rank
SCDL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCDL Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGS vs. SCDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). 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.


DGSSCDLDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.65

Omega ratioGain probability vs. loss probability

1.17

1.46

-0.28

Calmar ratioReturn relative to maximum drawdown

1.55

6.00

-4.46

Martin ratioReturn relative to average drawdown

4.58

15.42

-10.84

DGS vs. SCDL - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 0.89, which is lower than the SCDL Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of DGS and SCDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DGS vs. SCDL - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, which is greater than SCDL's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for DGS and SCDL.


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Drawdown Indicators


DGSSCDLDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-34.87%

-26.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-10.19%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-32.79%

+13.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-34.87%

+10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

Current Drawdown

Current decline from peak

-7.35%

-2.42%

-4.93%

Average Drawdown

Average peak-to-trough decline

-12.51%

-11.68%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.96%

-0.57%

Volatility

DGS vs. SCDL - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 5.55%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 8.22%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than SCDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSSCDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

8.22%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

15.67%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

21.95%

-4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

29.02%

-13.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

28.76%

-11.42%

DGS vs. SCDL - Expense Ratio Comparison

DGS has a 0.58% expense ratio, which is lower than SCDL's 0.95% expense ratio.


Dividends

DGS vs. SCDL - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.96%, while SCDL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.96%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
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 SCDL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCDL has higher volatility (8.22%) compared to DGS (5.55%). In terms of maximum drawdown, DGS dropped -61.83% vs SCDL's -34.87%.

On 5-year performance, SCDL leads with 11.62% vs 6.78% for DGS. On fees, DGS is cheaper at 0.58% per year. On volatility, DGS has been the lower-risk option at 5.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCDL has performed better with a 11.62% return vs 6.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGS is cheaper with a 0.58% expense ratio, compared with 0.95% for SCDL.

DGS has the higher dividend yield at 3.96%, compared with 0.00% for SCDL.

DGS is categorized as Dividend, while SCDL is Leveraged Equities. DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index, while SCDL tracks Dow Jones U.S. Dividend 100 (200%). They also come from different issuers: WisdomTree and UBS. Their fees differ too: 0.58% for DGS and 0.95% for SCDL.

SCDL currently has the higher Sharpe Ratio (2.81 vs 0.89), 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.

Portfolio Optimizer

Find the right allocation for DGS and SCDL

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