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EMKT vs. DGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMKT vs. DGS - Performance Comparison

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

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EMKT vs. DGS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EMKT achieves a 4.36% return, which is significantly lower than DGS's 5.57% return.


EMKT

1D
1.42%
1M
-7.18%
YTD
4.36%
6M
1Y
3Y*
5Y*
10Y*

DGS

1D
0.22%
1M
-5.39%
YTD
5.57%
6M
6.72%
1Y
28.44%
3Y*
13.87%
5Y*
7.54%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMKT vs. DGS - Expense Ratio Comparison

EMKT has a 0.74% expense ratio, which is higher than DGS's 0.58% expense ratio.


Return for Risk

EMKT vs. DGS — Risk / Return Rank

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

EMKT

DGS
DGS Risk / Return Rank: 8484
Overall Rank
DGS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 8585
Sortino Ratio Rank
DGS Omega Ratio Rank: 8383
Omega Ratio Rank
DGS Calmar Ratio Rank: 8585
Calmar Ratio Rank
DGS Martin Ratio Rank: 8383
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.

EMKT vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Emerging Markets Opportunities ETF (EMKT) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EMKT vs. DGS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMKTDGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.21

+0.15

Correlation

The correlation between EMKT and DGS is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EMKT vs. DGS - Dividend Comparison

EMKT has not paid dividends to shareholders, while DGS's dividend yield for the trailing twelve months is around 3.48%.


TTM20252024202320222021202020192018201720162015
EMKT
Lazard Emerging Markets Opportunities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.48%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%

Drawdowns

EMKT vs. DGS - Drawdown Comparison

The maximum EMKT drawdown since its inception was -14.21%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for EMKT and DGS.


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Drawdown Indicators


EMKTDGSDifference

Max Drawdown

Largest peak-to-trough decline

-14.21%

-61.83%

+47.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

Current Drawdown

Current decline from peak

-9.71%

-7.42%

-2.29%

Average Drawdown

Average peak-to-trough decline

-3.41%

-12.68%

+9.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

Volatility

EMKT vs. DGS - Volatility Comparison


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Volatility by Period


EMKTDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.38%

16.57%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

14.66%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

17.25%

+3.13%