PortfoliosLab logoPortfoliosLab logo
DGS vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGS vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DGS achieves a 14.94% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, DGS has underperformed SOXX with an annualized return of 10.14%, while SOXX has yielded a comparatively higher 35.55% 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%

SOXX

1D
1.59%
1M
12.86%
YTD
98.11%
6M
99.51%
1Y
164.50%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGS vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SOXX
iShares Semiconductor ETF
98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between DGS and SOXX is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2007

0.62

The correlation between DGS and SOXX has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DGS vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGS
DGS Risk / Return Rank: 4949
Overall Rank
DGS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
DGS Omega Ratio Rank: 4848
Omega Ratio Rank
DGS Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGS Martin Ratio Rank: 5353
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGS vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and iShares Semiconductor ETF (SOXX). 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.


DGSSOXXDifference
Sharpe ratioReturn per unit of total volatility

-2.99

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.27

1.62

-0.35

Calmar ratioReturn relative to maximum drawdown

2.38

10.50

-8.12

Martin ratioReturn relative to average drawdown

7.84

38.20

-30.36

DGS vs. SOXX - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 1.44, which is lower than the SOXX Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of DGS and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DGS vs. SOXX - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for DGS and SOXX.


Loading charts...

Drawdown Indicators


DGSSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-70.21%

+8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-15.77%

+5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-41.36%

+22.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-45.75%

+20.89%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-45.75%

+1.67%

Current Drawdown

Current decline from peak

-1.05%

-3.16%

+2.11%

Average Drawdown

Average peak-to-trough decline

-12.57%

-19.95%

+7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.33%

-1.28%

Volatility

DGS vs. SOXX - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 7.30%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DGSSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

19.42%

-12.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

31.46%

-17.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

37.35%

-20.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

36.73%

-21.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

33.77%

-16.38%

DGS vs. SOXX - Expense Ratio Comparison

DGS has a 0.58% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Dividends

DGS vs. SOXX - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.20%, more than SOXX's 0.28% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SOXX
iShares Semiconductor ETF
0.28%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions


DGS and SOXX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.42%) compared to DGS (7.30%). In terms of maximum drawdown, DGS dropped -61.83% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 35.55% vs 10.14% for DGS. On fees, SOXX is cheaper at 0.34% per year. On volatility, DGS has been the lower-risk option at 7.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 35.55% return vs 10.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.20%, compared with 0.28% for SOXX.

DGS is categorized as Emerging Markets Diversified, while SOXX is Semiconductors. DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.58% for DGS and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (4.43 vs 1.44), 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 SOXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer