DGS vs. SOL-USD
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) is Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, DGS returned 8.06%/yr vs 11.54%/yr for SOL-USD. At a 0.19 correlation, their price movements are largely independent.
Performance
DGS vs. SOL-USD - 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 SOL-USD's -46.20% 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%
SOL-USD
- 1D
- 0.15%
- 1M
- -26.54%
- YTD
- -46.20%
- 6M
- -49.40%
- 1Y
- -56.07%
- 3Y*
- 64.54%
- 5Y*
- 11.54%
- 10Y*
- —
DGS vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 14.94% | 21.18% | 1.13% | 19.08% | -12.35% | 15.33% | 43.30% |
SOL-USD Solana | -46.20% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between DGS and SOL-USD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.19 |
The correlation between DGS and SOL-USD shifts across timeframes, from 0.17 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DGS vs. SOL-USD — Risk / Return Rank
DGS
SOL-USD
DGS vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.22 | ||
| Sortino ratioReturn per unit of downside risk | +3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.90 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.75 | +3.13 |
| Martin ratioReturn relative to average drawdown | 7.84 | -1.21 | +9.05 |
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Drawdowns
DGS vs. SOL-USD - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for DGS and SOL-USD.
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Drawdown Indicators
| DGS | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -96.27% | +34.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -74.89% | +64.83% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -76.28% | +56.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -96.27% | +71.41% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | — | — |
Current DrawdownCurrent decline from peak | -1.05% | -74.45% | +73.40% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -51.41% | +38.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 52.87% | -49.82% |
Volatility
DGS vs. SOL-USD - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 7.30%, while Solana (SOL-USD) has a volatility of 17.43%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGS | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 17.43% | -10.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 46.84% | -32.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 60.20% | -43.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 82.38% | -67.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 99.84% | -82.45% |
Frequently Asked Questions
DGS and SOL-USD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.43%) compared to DGS (7.30%). In terms of maximum drawdown, DGS dropped -61.83% vs SOL-USD's -96.27%.
DGS currently has the higher Sharpe Ratio (1.44 vs -0.78), 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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