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DGS vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGS and VWO is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

DGS vs. VWO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.64%
4.28%
DGS
VWO

Key characteristics

Sharpe Ratio

DGS:

0.32

VWO:

0.94

Sortino Ratio

DGS:

0.51

VWO:

1.39

Omega Ratio

DGS:

1.06

VWO:

1.18

Calmar Ratio

DGS:

0.44

VWO:

0.59

Martin Ratio

DGS:

1.15

VWO:

3.79

Ulcer Index

DGS:

3.51%

VWO:

3.67%

Daily Std Dev

DGS:

12.77%

VWO:

14.85%

Max Drawdown

DGS:

-61.83%

VWO:

-67.68%

Current Drawdown

DGS:

-8.28%

VWO:

-9.86%

Returns By Period

In the year-to-date period, DGS achieves a 2.00% return, which is significantly lower than VWO's 11.97% return. Over the past 10 years, DGS has outperformed VWO with an annualized return of 5.33%, while VWO has yielded a comparatively lower 4.11% annualized return.


DGS

YTD

2.00%

1M

-1.31%

6M

-2.64%

1Y

3.71%

5Y*

5.37%

10Y*

5.33%

VWO

YTD

11.97%

1M

0.56%

6M

4.28%

1Y

14.31%

5Y*

3.34%

10Y*

4.11%

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


DGS vs. VWO - Expense Ratio Comparison

DGS has a 0.63% expense ratio, which is higher than VWO's 0.08% expense ratio.


DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
Expense ratio chart for DGS: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

DGS vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


Sharpe ratio
The chart of Sharpe ratio for DGS, currently valued at 0.32, compared to the broader market0.002.004.000.320.94
The chart of Sortino ratio for DGS, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.0010.000.511.39
The chart of Omega ratio for DGS, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.18
The chart of Calmar ratio for DGS, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.440.59
The chart of Martin ratio for DGS, currently valued at 1.15, compared to the broader market0.0020.0040.0060.0080.00100.001.153.79
DGS
VWO

The current DGS Sharpe Ratio is 0.32, which is lower than the VWO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of DGS and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
0.94
DGS
VWO

Dividends

DGS vs. VWO - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 2.69%, less than VWO's 3.16% yield.


TTM20232022202120202019201820172016201520142013
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
2.69%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%
VWO
Vanguard FTSE Emerging Markets ETF
3.16%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

DGS vs. VWO - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DGS and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.28%
-9.86%
DGS
VWO

Volatility

DGS vs. VWO - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) is 3.26%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.31%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.26%
4.31%
DGS
VWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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