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DGS vs. UTES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGS vs. UTES - Performance Comparison

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

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Returns By Period

In the year-to-date period, DGS achieves a 14.94% return, which is significantly higher than UTES's 0.26% return. Over the past 10 years, DGS has underperformed UTES with an annualized return of 10.14%, while UTES has yielded a comparatively higher 12.27% annualized return.


DGS

1D
0.65%
1M
1.51%
YTD
14.94%
6M
17.07%
1Y
25.61%
3Y*
15.36%
5Y*
8.06%
10Y*
10.14%

UTES

1D
1.56%
1M
-0.82%
YTD
0.26%
6M
0.49%
1Y
8.95%
3Y*
22.00%
5Y*
15.32%
10Y*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGS vs. UTES - 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%
UTES
Virtus Reaves Utilities ETF
0.26%25.71%45.35%-2.46%0.80%20.74%-0.30%25.48%5.14%14.21%

Correlation

The correlation between DGS and UTES is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.38

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

0.35

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.27

The correlation between DGS and UTES shifts across timeframes, from 0.27 (all time) to 0.38 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DGS vs. UTES — 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

UTES
UTES Risk / Return Rank: 1616
Overall Rank
UTES Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 1616
Sortino Ratio Rank
UTES Omega Ratio Rank: 1515
Omega Ratio Rank
UTES Calmar Ratio Rank: 1818
Calmar Ratio Rank
UTES Martin Ratio Rank: 1717
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. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Virtus Reaves Utilities ETF (UTES). 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.


DGSUTESDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.27

1.08

+0.18

Calmar ratioReturn relative to maximum drawdown

2.38

0.60

+1.78

Martin ratioReturn relative to average drawdown

7.84

1.32

+6.52

DGS vs. UTES - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 1.44, which is higher than the UTES Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of DGS and UTES, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DGS vs. UTES - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for DGS and UTES.


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Drawdown Indicators


DGSUTESDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-35.39%

-26.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-13.88%

+3.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-17.62%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-20.40%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-35.39%

-8.69%

Current Drawdown

Current decline from peak

-1.05%

-9.10%

+8.05%

Average Drawdown

Average peak-to-trough decline

-12.57%

-5.53%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

6.29%

-3.24%

Volatility

DGS vs. UTES - Volatility Comparison

WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Virtus Reaves Utilities ETF (UTES) have volatilities of 7.30% and 7.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

7.23%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

17.05%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

21.32%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

20.62%

-5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

20.17%

-2.78%

DGS vs. UTES - Expense Ratio Comparison

DGS has a 0.58% expense ratio, which is higher than UTES's 0.49% expense ratio.


Dividends

DGS vs. UTES - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.20%, more than UTES's 1.49% 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%
UTES
Virtus Reaves Utilities ETF
1.49%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Frequently Asked Questions


DGS and UTES have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGS has higher volatility (7.30%) compared to UTES (7.23%). In terms of maximum drawdown, DGS dropped -61.83% vs UTES's -35.39%.

On 10-year performance, UTES leads with 12.27% vs 10.14% for DGS. On fees, UTES is cheaper at 0.49% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UTES has performed better with a 12.27% return vs 10.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTES is cheaper with a 0.49% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.20%, compared with 1.49% for UTES.

DGS is categorized as Emerging Markets Diversified, while UTES is Utilities Equities. They also come from different issuers: WisdomTree and Virtus Investment Partners. Their fees differ too: 0.58% for DGS and 0.49% for UTES.

DGS currently has the higher Sharpe Ratio (1.44 vs 0.39), 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

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