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DGS vs. WAESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGS vs. WAESX - Performance Comparison

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

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DGS vs. WAESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
5.34%21.18%1.13%19.08%-12.35%15.33%4.06%18.90%-16.52%37.47%
WAESX
Wasatch Emerging Markets Select Fund
-8.40%10.56%-0.12%17.52%-37.38%21.34%48.36%28.05%-11.50%37.66%

Returns By Period

In the year-to-date period, DGS achieves a 5.34% return, which is significantly higher than WAESX's -8.40% return. Over the past 10 years, DGS has outperformed WAESX with an annualized return of 8.94%, while WAESX has yielded a comparatively lower 6.88% annualized return.


DGS

1D
2.72%
1M
-6.99%
YTD
5.34%
6M
6.67%
1Y
29.07%
3Y*
13.78%
5Y*
7.49%
10Y*
8.94%

WAESX

1D
-1.30%
1M
-9.29%
YTD
-8.40%
6M
-4.85%
1Y
3.86%
3Y*
2.87%
5Y*
-2.08%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGS vs. WAESX - Expense Ratio Comparison

DGS has a 0.58% expense ratio, which is lower than WAESX's 1.32% expense ratio.


Return for Risk

DGS vs. WAESX — Risk / Return Rank

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

DGS
DGS Risk / Return Rank: 8787
Overall Rank
DGS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 8888
Sortino Ratio Rank
DGS Omega Ratio Rank: 8787
Omega Ratio Rank
DGS Calmar Ratio Rank: 8686
Calmar Ratio Rank
DGS Martin Ratio Rank: 8686
Martin Ratio Rank

WAESX
WAESX Risk / Return Rank: 88
Overall Rank
WAESX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WAESX Sortino Ratio Rank: 99
Sortino Ratio Rank
WAESX Omega Ratio Rank: 88
Omega Ratio Rank
WAESX Calmar Ratio Rank: 77
Calmar Ratio Rank
WAESX Martin Ratio Rank: 77
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. WAESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) and Wasatch Emerging Markets Select Fund (WAESX). 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.


DGSWAESXDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.17

+1.60

Sortino ratio

Return per unit of downside risk

2.37

0.36

+2.01

Omega ratio

Gain probability vs. loss probability

1.34

1.04

+0.29

Calmar ratio

Return relative to maximum drawdown

2.56

0.02

+2.55

Martin ratio

Return relative to average drawdown

9.49

0.05

+9.44

DGS vs. WAESX - Sharpe Ratio Comparison

The current DGS Sharpe Ratio is 1.76, which is higher than the WAESX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of DGS and WAESX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGSWAESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.17

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.10

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.35

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.21

0.00

Correlation

The correlation between DGS and WAESX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DGS vs. WAESX - Dividend Comparison

DGS's dividend yield for the trailing twelve months is around 3.49%, while WAESX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.49%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%
WAESX
Wasatch Emerging Markets Select Fund
0.00%0.00%0.00%0.00%0.00%0.42%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGS vs. WAESX - Drawdown Comparison

The maximum DGS drawdown since its inception was -61.83%, which is greater than WAESX's maximum drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for DGS and WAESX.


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Drawdown Indicators


DGSWAESXDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-45.85%

-15.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-11.18%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-45.85%

+20.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-45.85%

+1.77%

Current Drawdown

Current decline from peak

-7.62%

-30.21%

+22.59%

Average Drawdown

Average peak-to-trough decline

-12.68%

-16.56%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.32%

-0.36%

Volatility

DGS vs. WAESX - Volatility Comparison

WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a higher volatility of 8.48% compared to Wasatch Emerging Markets Select Fund (WAESX) at 7.41%. This indicates that DGS's price experiences larger fluctuations and is considered to be riskier than WAESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSWAESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

7.41%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

12.10%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

17.95%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

19.89%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

19.54%

-2.29%