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EEM vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEM vs. DGS - Performance Comparison

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

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Returns By Period

In the year-to-date period, EEM achieves a 27.80% return, which is significantly higher than DGS's 14.53% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: EEM at 9.93% and DGS at 9.93%.


EEM

1D
-1.24%
1M
9.08%
YTD
27.80%
6M
30.51%
1Y
55.80%
3Y*
23.95%
5Y*
7.01%
10Y*
9.93%

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

EEM vs. DGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEM
iShares MSCI Emerging Markets ETF
27.80%33.98%6.49%8.95%-20.56%-3.63%17.02%18.22%-15.31%37.26%
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%

Correlation

The correlation between EEM and DGS is 0.87, 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

0.87

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

0.88

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

0.88

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

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2007

0.91

The correlation between EEM and DGS has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

EEM vs. DGS — Risk / Return Rank

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

EEM
EEM Risk / Return Rank: 8181
Overall Rank
EEM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7979
Sortino Ratio Rank
EEM Omega Ratio Rank: 8383
Omega Ratio Rank
EEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
EEM Martin Ratio Rank: 8080
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 5151
Overall Rank
DGS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4949
Sortino Ratio Rank
DGS Omega Ratio Rank: 5050
Omega Ratio Rank
DGS Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGS Martin Ratio Rank: 5353
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.

EEM vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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.


EEMDGSDifference

Sharpe ratio

Return per unit of total volatility

2.81

1.76

+1.05

Sortino ratio

Return per unit of downside risk

3.62

2.43

+1.19

Omega ratio

Gain probability vs. loss probability

1.51

1.32

+0.19

Calmar ratio

Return relative to maximum drawdown

4.15

2.72

+1.43

Martin ratio

Return relative to average drawdown

15.99

9.16

+6.83

EEM vs. DGS - Sharpe Ratio Comparison

The current EEM Sharpe Ratio is 2.81, which is higher than the DGS Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of EEM and DGS, 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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Sharpe Ratios by Period


EEMDGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

1.76

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.53

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.58

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.23

+0.15

Drawdowns

EEM vs. DGS - Drawdown Comparison

The maximum EEM drawdown since its inception was -66.43%, which is greater than DGS's maximum drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for EEM and DGS.


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Drawdown Indicators


EEMDGSDifference

Max Drawdown

Largest peak-to-trough decline

-66.43%

-61.83%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-10.06%

-3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-19.31%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-37.71%

-24.86%

-12.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

-44.08%

+4.26%

Current Drawdown

Current decline from peak

-1.24%

-1.40%

+0.16%

Average Drawdown

Average peak-to-trough decline

-16.02%

-12.59%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.98%

+0.52%

Volatility

EEM vs. DGS - Volatility Comparison

iShares MSCI Emerging Markets ETF (EEM) has a higher volatility of 8.52% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 5.24%. This indicates that EEM's price experiences larger fluctuations and is considered to be riskier than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEMDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

5.24%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

13.03%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

15.56%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

14.87%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

17.32%

+3.18%

EEM vs. DGS - Expense Ratio Comparison

EEM has a 0.72% expense ratio, which is higher than DGS's 0.58% expense ratio.


Dividends

EEM vs. DGS - Dividend Comparison

EEM's dividend yield for the trailing twelve months is around 1.74%, less than DGS's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EEM
iShares MSCI Emerging Markets ETF
1.74%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%

Frequently Asked Questions


EEM and DGS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EEM has higher volatility (8.52%) compared to DGS (5.24%). In terms of maximum drawdown, EEM dropped -66.43% vs DGS's -61.83%.

On 10-year performance, DGS leads with 9.93% vs 9.93% for EEM. On fees, DGS is cheaper at 0.58% 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.

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

DGS is cheaper with a 0.58% expense ratio, compared with 0.72% for EEM.

DGS has the higher dividend yield at 3.21%, compared with 1.74% for EEM.

EEM tracks MSCI Emerging Markets Index, while DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.72% for EEM and 0.58% for DGS.

EEM currently has the higher Sharpe Ratio (2.81 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.

Portfolio Optimizer

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