IVAL vs. DGS
Compare and contrast key facts about Alpha Architect International Quantitative Value ETF (IVAL) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS).
IVAL and DGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVAL is an actively managed fund by Alpha Architect. It was launched on Dec 16, 2014. 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.
Performance
IVAL vs. DGS - Performance Comparison
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IVAL vs. DGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 8.42% | 34.92% | -0.71% | 20.61% | -10.06% | -0.22% | -4.94% | 21.26% | -22.50% | 31.03% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 5.34% | 21.18% | 1.13% | 19.08% | -12.35% | 15.33% | 4.06% | 18.90% | -16.52% | 37.47% |
Returns By Period
In the year-to-date period, IVAL achieves a 8.42% return, which is significantly higher than DGS's 5.34% return. Over the past 10 years, IVAL has underperformed DGS with an annualized return of 7.75%, while DGS has yielded a comparatively higher 8.94% annualized return.
IVAL
- 1D
- 2.88%
- 1M
- -7.11%
- YTD
- 8.42%
- 6M
- 14.13%
- 1Y
- 37.22%
- 3Y*
- 17.52%
- 5Y*
- 8.19%
- 10Y*
- 7.75%
DGS
- 1D
- 2.72%
- 1M
- -6.99%
- YTD
- 5.34%
- 6M
- 6.67%
- 1Y
- 29.07%
- 3Y*
- 13.78%
- 5Y*
- 7.49%
- 10Y*
- 8.94%
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IVAL vs. DGS - Expense Ratio Comparison
IVAL has a 0.39% expense ratio, which is lower than DGS's 0.58% expense ratio.
Return for Risk
IVAL vs. DGS — Risk / Return Rank
IVAL
DGS
IVAL vs. DGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) 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.
| IVAL | DGS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.76 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.85 | 2.37 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.56 | +0.68 |
Martin ratioReturn relative to average drawdown | 12.61 | 9.49 | +3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVAL | DGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.76 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.51 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.52 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.21 | +0.12 |
Correlation
The correlation between IVAL and DGS is 0.68, 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.
Dividends
IVAL vs. DGS - Dividend Comparison
IVAL's dividend yield for the trailing twelve months is around 2.77%, less than DGS's 3.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 2.77% | 2.75% | 3.60% | 5.15% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.49% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
Drawdowns
IVAL vs. DGS - Drawdown Comparison
The maximum IVAL drawdown since its inception was -46.09%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for IVAL and DGS.
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Drawdown Indicators
| IVAL | DGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -61.83% | +15.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -10.99% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -31.01% | -24.86% | -6.15% |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | -44.08% | -2.01% |
Current DrawdownCurrent decline from peak | -7.11% | -7.62% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -12.68% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.96% | -0.07% |
Volatility
IVAL vs. DGS - Volatility Comparison
The current volatility for Alpha Architect International Quantitative Value ETF (IVAL) is 7.41%, while WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a volatility of 8.48%. This indicates that IVAL experiences smaller price fluctuations and is considered to be less risky than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVAL | DGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 8.48% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 11.46% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 16.59% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 14.66% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 17.25% | +1.66% |