EUNM.DE vs. DGS
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS).
EUNM.DE and DGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNM.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets. It was launched on Sep 25, 2009. DGS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets SmallCap Dividend Index. It was launched on Oct 30, 2007. Both EUNM.DE and DGS 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: EUNM.DE or DGS.
Key characteristics
| EUNM.DE | DGS | |
|---|---|---|
| YTD Return | 13.65% | 1.98% |
| 1Y Return | 16.72% | 9.19% |
| 3Y Return (Ann) | -0.53% | 2.24% |
| 5Y Return (Ann) | 3.98% | 6.26% |
| 10Y Return (Ann) | 4.77% | 5.02% |
| Sharpe Ratio | 1.23 | 0.92 |
| Sortino Ratio | 1.76 | 1.35 |
| Omega Ratio | 1.23 | 1.17 |
| Calmar Ratio | 0.80 | 1.35 |
| Martin Ratio | 6.20 | 4.56 |
| Ulcer Index | 2.74% | 2.68% |
| Daily Std Dev | 13.88% | 13.27% |
| Max Drawdown | -35.91% | -61.83% |
| Current Drawdown | -6.11% | -8.29% |
Correlation
The correlation between EUNM.DE and DGS is 0.72, 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.
Performance
EUNM.DE vs. DGS - Performance Comparison
In the year-to-date period, EUNM.DE achieves a 13.65% return, which is significantly higher than DGS's 1.98% return. Over the past 10 years, EUNM.DE has underperformed DGS with an annualized return of 4.77%, while DGS has yielded a comparatively higher 5.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EUNM.DE vs. DGS - Expense Ratio Comparison
EUNM.DE has a 0.18% expense ratio, which is lower than DGS's 0.63% expense ratio.
Risk-Adjusted Performance
EUNM.DE vs. DGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and WisdomTree Emerging Markets SmallCap Divdend 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.
Dividends
EUNM.DE vs. DGS - Dividend Comparison
EUNM.DE has not paid dividends to shareholders, while DGS's dividend yield for the trailing twelve months is around 3.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNM.DE iShares MSCI EM UCITS ETF (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% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.61% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
Drawdowns
EUNM.DE vs. DGS - Drawdown Comparison
The maximum EUNM.DE drawdown since its inception was -35.91%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for EUNM.DE and DGS. For additional features, visit the drawdowns tool.
Volatility
EUNM.DE vs. DGS - Volatility Comparison
iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) has a higher volatility of 5.35% compared to WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) at 3.74%. This indicates that EUNM.DE'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.