DGS vs. STXE
DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) and STXE (Strive Emerging Markets Ex-China ETF) are both Emerging Markets Diversified funds - DGS tracks the WisdomTree Emerging Markets SmallCap Dividend Index while STXE tracks the Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, DGS returned 16.17%/yr vs 29.77%/yr for STXE. Their correlation of 0.81 suggests significant overlap in exposure. DGS charges 0.58%/yr vs 0.32%/yr for STXE.
Performance
DGS vs. STXE - Performance Comparison
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Returns By Period
In the year-to-date period, DGS achieves a 14.53% return, which is significantly lower than STXE's 47.29% return.
DGS
- 1D
- -1.37%
- 1M
- 2.58%
- YTD
- 14.53%
- 6M
- 15.57%
- 1Y
- 27.26%
- 3Y*
- 16.17%
- 5Y*
- 7.85%
- 10Y*
- 9.93%
STXE
- 1D
- -1.00%
- 1M
- 15.10%
- YTD
- 47.29%
- 6M
- 52.92%
- 1Y
- 84.40%
- 3Y*
- 29.77%
- 5Y*
- —
- 10Y*
- —
DGS vs. STXE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 14.53% | 21.18% | 1.13% | 11.24% |
STXE Strive Emerging Markets Ex-China ETF | 47.29% | 34.23% | 2.09% | 11.74% |
Correlation
The correlation between DGS and STXE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2023 | 0.81 |
The correlation between DGS and STXE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
DGS vs. STXE — Risk / Return Rank
DGS
STXE
DGS vs. STXE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Strive Emerging Markets Ex-China ETF (STXE). 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.
| DGS | STXE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.65 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 5.85 | -3.13 |
| Martin ratioReturn relative to average drawdown | 9.16 | 23.95 | -14.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGS | STXE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 3.70 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 1.57 | -1.34 |
Drawdowns
DGS vs. STXE - Drawdown Comparison
The maximum DGS drawdown since its inception was -61.83%, which is greater than STXE's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for DGS and STXE.
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Drawdown Indicators
| DGS | STXE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -18.92% | -42.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -14.51% | +4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -18.92% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | — | — |
Current DrawdownCurrent decline from peak | -1.40% | -1.00% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -3.72% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.54% | -0.56% |
Volatility
DGS vs. STXE - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 5.24%, while Strive Emerging Markets Ex-China ETF (STXE) has a volatility of 10.53%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than STXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGS | STXE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 10.53% | -5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 20.81% | -7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 22.95% | -7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 17.68% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 17.68% | -0.36% |
DGS vs. STXE - Expense Ratio Comparison
DGS has a 0.58% expense ratio, which is higher than STXE's 0.32% expense ratio.
Dividends
DGS vs. STXE - Dividend Comparison
DGS's dividend yield for the trailing twelve months is around 3.21%, more than STXE's 1.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.21% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
STXE Strive Emerging Markets Ex-China ETF | 1.83% | 2.66% | 3.22% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGS and STXE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STXE has higher volatility (10.53%) compared to DGS (5.24%). In terms of maximum drawdown, DGS dropped -61.83% vs STXE's -18.92%.
On 3-year performance, STXE leads with 29.77% vs 16.17% for DGS. On fees, STXE is cheaper at 0.32% per year. On volatility, DGS has been the lower-risk option at 5.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, STXE has performed better with a 29.77% return vs 16.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STXE is cheaper with a 0.32% expense ratio, compared with 0.58% for DGS.
DGS has the higher dividend yield at 3.21%, compared with 1.83% for STXE.
DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index, while STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. They also come from different issuers: WisdomTree and Strive. Their fees differ too: 0.58% for DGS and 0.32% for STXE.
STXE currently has the higher Sharpe Ratio (3.70 vs 1.76), 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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