DGSD.L vs. EMVL.L
DGSD.L (WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist)) and EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - DGSD.L tracks the WisdomTree Emerging Markets Smallcap Dividend UCITS Index while EMVL.L tracks the MSCI EM NR USD. Both are passively managed. Over the past 5 years, DGSD.L returned 6.57%/yr vs 15.16%/yr for EMVL.L. Their correlation of 0.84 suggests significant overlap in exposure. DGSD.L charges 0.54%/yr vs 0.40%/yr for EMVL.L.
Performance
DGSD.L vs. EMVL.L - Performance Comparison
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Returns By Period
In the year-to-date period, DGSD.L achieves a 9.94% return, which is significantly lower than EMVL.L's 31.45% return.
DGSD.L
- 1D
- 0.15%
- 1M
- -3.93%
- 6M
- 6.06%
- YTD
- 9.94%
- 1Y
- 14.79%
- 3Y*
- 12.72%
- 5Y*
- 6.57%
- 10Y*
- 8.37%
EMVL.L
- 1D
- -1.18%
- 1M
- -9.38%
- 6M
- 23.78%
- YTD
- 31.45%
- 1Y
- 56.66%
- 3Y*
- 31.82%
- 5Y*
- 15.16%
- 10Y*
- —
DGSD.L vs. EMVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGSD.L WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) | 9.94% | 18.93% | 2.14% | 19.83% | -11.18% | 12.82% | 5.94% | 15.75% | -2.67% |
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 31.45% | 43.13% | 14.49% | 18.37% | -16.29% | 5.29% | 7.72% | 17.64% | -2.10% |
Correlation
The correlation between DGSD.L and EMVL.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.84 |
The correlation between DGSD.L and EMVL.L shifts across timeframes, from 0.71 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGSD.L vs. EMVL.L — Risk / Return Rank
DGSD.L
EMVL.L
DGSD.L vs. EMVL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) (DGSD.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L). 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.
| DGSD.L | EMVL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 4.51 | -2.91 |
| Martin ratioReturn relative to average drawdown | 4.73 | 12.55 | -7.82 |
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Drawdowns
DGSD.L vs. EMVL.L - Drawdown Comparison
The maximum DGSD.L drawdown since its inception was -43.76%, which is greater than EMVL.L's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for DGSD.L and EMVL.L.
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Drawdown Indicators
| DGSD.L | EMVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -34.95% | -8.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -12.49% | +3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.87% | -16.42% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.55% | -31.61% | +6.06% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | — | — |
Current DrawdownCurrent decline from peak | -3.93% | -12.45% | +8.52% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -9.51% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 4.50% | -1.35% |
Volatility
DGSD.L vs. EMVL.L - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) (DGSD.L) is 5.60%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a volatility of 10.34%. This indicates that DGSD.L experiences smaller price fluctuations and is considered to be less risky than EMVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSD.L | EMVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 10.34% | -4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 21.31% | -8.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 23.82% | -8.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 20.71% | -5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 21.39% | -5.02% |
DGSD.L vs. EMVL.L - Expense Ratio Comparison
DGSD.L has a 0.54% expense ratio, which is higher than EMVL.L's 0.40% expense ratio.
Dividends
DGSD.L vs. EMVL.L - Dividend Comparison
DGSD.L's dividend yield for the trailing twelve months is around 3.18%, while EMVL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSD.L WisdomTree Emerging Markets SmallCap Dividend UCITS ETF USD (Dist) | 3.18% | 2.90% | 4.95% | 3.38% | 4.16% | 2.95% | 2.77% | 3.15% | 3.18% | 1.18% | 1.52% | 3.39% |
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGSD.L and EMVL.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMVL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMVL.L is cheaper with a 0.40% expense ratio, compared with 0.54% for DGSD.L.
DGSD.L tracks WisdomTree Emerging Markets Smallcap Dividend UCITS Index, while EMVL.L tracks MSCI EM NR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.54% for DGSD.L and 0.40% for EMVL.L.
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