IQQE.DE vs. DGS
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS).
IQQE.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. IQQE.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets. It was launched on Nov 18, 2005. 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 IQQE.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: IQQE.DE or DGS.
Key characteristics
| IQQE.DE | DGS | |
|---|---|---|
| YTD Return | 13.66% | 1.63% |
| 1Y Return | 15.11% | 8.47% |
| 3Y Return (Ann) | -0.37% | 2.17% |
| 5Y Return (Ann) | 4.06% | 6.18% |
| 10Y Return (Ann) | 4.95% | 5.10% |
| Sharpe Ratio | 1.16 | 0.68 |
| Sortino Ratio | 1.67 | 1.01 |
| Omega Ratio | 1.21 | 1.13 |
| Calmar Ratio | 0.76 | 0.97 |
| Martin Ratio | 5.62 | 3.22 |
| Ulcer Index | 2.86% | 2.74% |
| Daily Std Dev | 14.01% | 12.99% |
| Max Drawdown | -59.55% | -61.83% |
| Current Drawdown | -5.93% | -8.61% |
Correlation
The correlation between IQQE.DE and DGS is 0.67, 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.
Performance
IQQE.DE vs. DGS - Performance Comparison
In the year-to-date period, IQQE.DE achieves a 13.66% return, which is significantly higher than DGS's 1.63% return. Both investments have delivered pretty close results over the past 10 years, with IQQE.DE having a 4.95% annualized return and DGS not far ahead at 5.10%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IQQE.DE vs. DGS - Expense Ratio Comparison
IQQE.DE has a 0.18% expense ratio, which is lower than DGS's 0.63% expense ratio.
Risk-Adjusted Performance
IQQE.DE vs. DGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IQQE.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
IQQE.DE vs. DGS - Dividend Comparison
IQQE.DE's dividend yield for the trailing twelve months is around 2.16%, less than DGS's 3.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 2.16% | 2.34% | 2.91% | 1.99% | 1.53% | 1.76% | 1.94% | 1.42% | 1.83% | 2.23% | 2.08% | 1.71% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.62% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
Drawdowns
IQQE.DE vs. DGS - Drawdown Comparison
The maximum IQQE.DE drawdown since its inception was -59.55%, roughly equal to the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for IQQE.DE and DGS. For additional features, visit the drawdowns tool.
Volatility
IQQE.DE vs. DGS - Volatility Comparison
iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) has a higher volatility of 5.25% compared to WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) at 3.50%. This indicates that IQQE.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.