DGS vs. SOXX
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - DGS is a Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, DGS returned 10.14%/yr vs 35.55%/yr for SOXX. A 0.62 correlation means they provide meaningful diversification when combined. DGS charges 0.58%/yr vs 0.34%/yr for SOXX.
Performance
DGS vs. SOXX - Performance Comparison
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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%
DGS vs. SOXX - 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% |
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.
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Return for Risk
DGS vs. SOXX — Risk / Return Rank
DGS
SOXX
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.
| DGS | SOXX | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| DGS | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.05% | -3.16% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -19.95% | +7.38% |
Ulcer IndexDepth 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.
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Volatility by Period
| DGS | SOXX | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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