EPEM vs. DGS
EPEM (Harbor Emerging Markets Equity ETF) and DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) are both Emerging Markets Diversified funds. EPEM is actively managed, while DGS is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. EPEM charges 0.84%/yr vs 0.58%/yr for DGS.
Performance
EPEM vs. DGS - Performance Comparison
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Returns By Period
In the year-to-date period, EPEM achieves a 28.50% return, which is significantly higher than DGS's 15.16% return.
EPEM
- 1D
- -0.80%
- 1M
- 4.68%
- YTD
- 28.50%
- 6M
- 31.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DGS
- 1D
- 0.55%
- 1M
- 1.26%
- YTD
- 15.16%
- 6M
- 16.36%
- 1Y
- 26.93%
- 3Y*
- 16.28%
- 5Y*
- 7.97%
- 10Y*
- 9.88%
EPEM vs. DGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EPEM Harbor Emerging Markets Equity ETF | 28.50% | 20.76% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 15.16% | 9.96% |
Correlation
The correlation between EPEM and DGS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | 0.86 |
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Return for Risk
EPEM vs. DGS — Risk / Return Rank
EPEM
DGS
EPEM vs. DGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Emerging Markets Equity ETF (EPEM) 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.
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Sharpe Ratios by Period
| EPEM | DGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.74 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.88 | 0.23 | +2.66 |
Drawdowns
EPEM vs. DGS - Drawdown Comparison
The maximum EPEM drawdown since its inception was -13.27%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for EPEM and DGS.
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Drawdown Indicators
| EPEM | DGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -61.83% | +48.56% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.06% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.08% | — |
Current DrawdownCurrent decline from peak | -2.48% | -0.86% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -1.96% | -12.58% | +10.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.98% | — |
Volatility
EPEM vs. DGS - Volatility Comparison
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Volatility by Period
| EPEM | DGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.95% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.04% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 15.57% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.36% | 14.87% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 17.31% | +2.05% |
EPEM vs. DGS - Expense Ratio Comparison
EPEM has a 0.84% expense ratio, which is higher than DGS's 0.58% expense ratio.
Dividends
EPEM vs. DGS - Dividend Comparison
EPEM's dividend yield for the trailing twelve months is around 2.85%, less than DGS's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.19% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
EPEM Harbor Emerging Markets Equity ETF | 2.85% | 3.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EPEM and DGS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DGS is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGS is cheaper with a 0.58% expense ratio, compared with 0.84% for EPEM.
DGS has the higher dividend yield at 3.19%, compared with 2.85% for EPEM.
They also come from different issuers: Harbor and WisdomTree. Their fees differ too: 0.84% for EPEM and 0.58% for DGS.
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