EEMS vs. DGRW
Compare and contrast key facts about iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and WisdomTree U.S. Dividend Growth Fund (DGRW).
EEMS and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEMS is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap Index. It was launched on Aug 16, 2011. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both EEMS and DGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEMS or DGRW.
Performance
EEMS vs. DGRW - Performance Comparison
Returns By Period
In the year-to-date period, EEMS achieves a 3.77% return, which is significantly lower than DGRW's 21.59% return. Over the past 10 years, EEMS has underperformed DGRW with an annualized return of 4.92%, while DGRW has yielded a comparatively higher 12.84% annualized return.
EEMS
3.77%
-2.98%
-1.66%
8.58%
9.29%
4.92%
DGRW
21.59%
1.33%
11.82%
27.84%
14.60%
12.84%
Key characteristics
| EEMS | DGRW | |
|---|---|---|
| Sharpe Ratio | 0.67 | 2.62 |
| Sortino Ratio | 0.96 | 3.63 |
| Omega Ratio | 1.12 | 1.49 |
| Calmar Ratio | 0.92 | 4.45 |
| Martin Ratio | 3.10 | 16.43 |
| Ulcer Index | 2.77% | 1.69% |
| Daily Std Dev | 12.85% | 10.62% |
| Max Drawdown | -48.89% | -32.04% |
| Current Drawdown | -6.95% | -1.45% |
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EEMS vs. DGRW - Expense Ratio Comparison
EEMS has a 0.69% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Correlation
The correlation between EEMS and DGRW is 0.61, 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.
Risk-Adjusted Performance
EEMS vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
Dividends
EEMS vs. DGRW - Dividend Comparison
EEMS's dividend yield for the trailing twelve months is around 2.48%, more than DGRW's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.48% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% | 2.15% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.50% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
EEMS vs. DGRW - Drawdown Comparison
The maximum EEMS drawdown since its inception was -48.89%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for EEMS and DGRW. For additional features, visit the drawdowns tool.
Volatility
EEMS vs. DGRW - Volatility Comparison
iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and WisdomTree U.S. Dividend Growth Fund (DGRW) have volatilities of 3.71% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.