DGS vs. SCHD
Compare and contrast key facts about WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and Schwab US Dividend Equity ETF (SCHD).
DGS and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both DGS and SCHD 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 SCHD.
Key characteristics
| DGS | SCHD | |
|---|---|---|
| YTD Return | 1.98% | 17.47% |
| 1Y Return | 9.19% | 27.61% |
| 3Y Return (Ann) | 2.24% | 6.96% |
| 5Y Return (Ann) | 6.26% | 12.74% |
| 10Y Return (Ann) | 5.02% | 11.66% |
| Sharpe Ratio | 0.92 | 2.70 |
| Sortino Ratio | 1.35 | 3.89 |
| Omega Ratio | 1.17 | 1.48 |
| Calmar Ratio | 1.35 | 3.71 |
| Martin Ratio | 4.56 | 14.94 |
| Ulcer Index | 2.68% | 2.04% |
| Daily Std Dev | 13.27% | 11.25% |
| Max Drawdown | -61.83% | -33.37% |
| Current Drawdown | -8.29% | -0.51% |
Correlation
The correlation between DGS and SCHD is 0.64, 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. SCHD - Performance Comparison
In the year-to-date period, DGS achieves a 1.98% return, which is significantly lower than SCHD's 17.47% return. Over the past 10 years, DGS has underperformed SCHD with an annualized return of 5.02%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGS vs. SCHD - Expense Ratio Comparison
DGS has a 0.63% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
DGS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.61%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.61% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DGS vs. SCHD - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DGS and SCHD. For additional features, visit the drawdowns tool.
Volatility
DGS vs. SCHD - Volatility Comparison
WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) has a higher volatility of 3.74% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that DGS's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.