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

Performance

DGS vs. STXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Strive Emerging Markets Ex-China ETF (STXE). 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 14.53% 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGS vs. STXE - Yearly Performance Comparison


2026 (YTD)202520242023
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.

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. STXE — Risk / Return Rank

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

DGS
DGS Risk / Return Rank: 5151
Overall Rank
DGS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4949
Sortino Ratio Rank
DGS Omega Ratio Rank: 5050
Omega Ratio Rank
DGS Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGS Martin Ratio Rank: 5353
Martin Ratio Rank

STXE
STXE Risk / Return Rank: 9292
Overall Rank
STXE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STXE Sortino Ratio Rank: 9292
Sortino Ratio Rank
STXE Omega Ratio Rank: 9393
Omega Ratio Rank
STXE Calmar Ratio Rank: 9191
Calmar Ratio Rank
STXE Martin Ratio Rank: 9292
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. 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.


DGSSTXEDifference
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

DGS vs. STXE - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 1.76, which is lower than the STXE Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of DGS and STXE, 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...

Sharpe Ratios by Period


DGSSTXEDifference

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.


Loading charts...

Drawdown Indicators


DGSSTXEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.40%

-1.00%

-0.40%

Average Drawdown

Average peak-to-trough decline

-12.59%

-3.72%

-8.87%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


DGSSTXEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for DGS and STXE

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