DGS vs. VXUS

Last updated Jun 4, 2026

DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - DGS is a Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, DGS returned 9.93%/yr vs 9.76%/yr for VXUS. Their correlation of 0.86 suggests significant overlap in exposure. DGS charges 0.58%/yr vs 0.05%/yr for VXUS.

Performance

DGS vs. VXUS - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with DGS having a 14.53% return and VXUS slightly lower at 14.25%. Both investments have delivered pretty close results over the past 10 years, with DGS having a 9.93% annualized return and VXUS not far behind at 9.76%.

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%

VXUS

• 1D: -0.99%
• 1M: 4.68%
• YTD: 14.25%
• 6M: 16.92%
• 1Y: 32.01%
• 3Y*: 19.30%
• 5Y*: 8.46%
• 10Y*: 9.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGS vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGS WisdomTree Emerging Markets SmallCap Dividend Fund	14.53%	21.18%	1.13%	19.08%	-12.35%	15.33%	4.06%	18.90%	-16.52%	37.47%
VXUS Vanguard Total International Stock ETF	14.25%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between DGS and VXUS is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jan 31, 2011	0.86

The correlation between DGS and VXUS has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

Return for Risk

DGS vs. VXUS — Risk / Return Rank

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

DGS

DGS Risk / Return Rank: 51
DGS Sharpe Ratio Rank: 50
DGS Sortino Ratio Rank: 49
DGS Omega Ratio Rank: 50
DGS Calmar Ratio Rank: 54
DGS Martin Ratio Rank: 53

VXUS

VXUS Risk / Return Rank: 60
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 62
VXUS Calmar Ratio Rank: 56
VXUS Martin Ratio Rank: 61

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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Vanguard Total International Stock ETF (VXUS). 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	VXUS	Difference
Sharpe ratio Return per unit of total volatility	1.76	2.12	-0.36
Sortino ratio Return per unit of downside risk	2.43	2.90	-0.47
Omega ratio Gain probability vs. loss probability	1.32	1.39	-0.07
Calmar ratio Return relative to maximum drawdown	2.72	2.85	-0.13
Martin ratio Return relative to average drawdown	9.16	11.14	-1.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGS vs. VXUS - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 1.76, which is comparable to the VXUS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of DGS and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGS	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	2.12	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.53	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.57	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.39	-0.16

Drawdowns

DGS vs. VXUS - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DGS and VXUS.

Drawdown Indicators

	DGS	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-61.83%	-35.97%	-25.86%
Max Drawdown (1Y) Largest decline over 1 year	-10.06%	-11.27%	+1.21%
Max Drawdown (3Y) Largest decline over 3 years	-19.31%	-13.58%	-5.73%
Max Drawdown (5Y) Largest decline over 5 years	-24.86%	-29.44%	+4.58%
Max Drawdown (10Y) Largest decline over 10 years	-44.08%	-35.97%	-8.11%
Current Drawdown Current decline from peak	-1.40%	-0.99%	-0.41%
Average Drawdown Average peak-to-trough decline	-12.59%	-8.22%	-4.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.88%	+0.10%

Volatility

DGS vs. VXUS - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) is 5.24%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that DGS experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGS	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	5.60%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	13.03%	13.00%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	15.56%	15.21%	+0.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	16.05%	-1.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.32%	17.16%	+0.16%

DGS vs. VXUS - Expense Ratio Comparison

DGS has a 0.58% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

DGS vs. VXUS - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.21%, more than VXUS's 2.66% 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%
VXUS Vanguard Total International Stock ETF	2.66%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both DGS and VXUS in my portfolio?

DGS and VXUS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGS or VXUS?

VXUS has higher volatility (5.60%) compared to DGS (5.24%). In terms of maximum drawdown, DGS dropped -61.83% vs VXUS's -35.97%.

Which ETF is better, DGS or VXUS?

On 10-year performance, DGS leads with 9.93% vs 9.76% for VXUS. On fees, VXUS is cheaper at 0.05% 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.

Which ETF has performed better, DGS or VXUS?

Over the 10-year period, DGS has performed better with a 9.93% return vs 9.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGS or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.58% for DGS.

Which ETF pays a higher dividend yield, DGS or VXUS?

DGS has the higher dividend yield at 3.21%, compared with 2.66% for VXUS.

What is the main difference between DGS and VXUS?

DGS is categorized as Emerging Markets Diversified, while VXUS is Global Equities. DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.58% for DGS and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (2.12 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.