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RSSB vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSSB vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSSB achieves a 8.69% return, which is significantly lower than DGS's 14.94% return.


RSSB

1D
0.24%
1M
0.44%
YTD
8.69%
6M
9.50%
1Y
24.37%
3Y*
5Y*
10Y*

DGS

1D
0.65%
1M
1.57%
YTD
14.94%
6M
17.07%
1Y
23.81%
3Y*
15.36%
5Y*
8.06%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSB vs. DGS - Yearly Performance Comparison


2026 (YTD)202520242023
RSSB
Return Stacked Global Stocks & Bonds ETF
8.69%25.16%10.53%6.63%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
14.94%21.18%1.13%5.45%

Correlation

The correlation between RSSB and DGS is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2023

0.73

The correlation between RSSB and DGS has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

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Return for Risk

RSSB vs. DGS — Risk / Return Rank

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

RSSB
RSSB Risk / Return Rank: 5050
Overall Rank
RSSB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RSSB Sortino Ratio Rank: 4949
Sortino Ratio Rank
RSSB Omega Ratio Rank: 4949
Omega Ratio Rank
RSSB Calmar Ratio Rank: 4848
Calmar Ratio Rank
RSSB Martin Ratio Rank: 5555
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 4949
Overall Rank
DGS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
DGS Omega Ratio Rank: 4848
Omega Ratio Rank
DGS Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGS Martin Ratio Rank: 5353
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.

RSSB vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RSSBDGSDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.27

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

2.10

2.38

-0.27

Martin ratioReturn relative to average drawdown

8.47

7.84

+0.63

RSSB vs. DGS - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.53, which is comparable to the DGS Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of RSSB and DGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSSB vs. DGS - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for RSSB and DGS.


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Drawdown Indicators


RSSBDGSDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-61.83%

+45.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-10.06%

-1.57%

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 Drawdown

Current decline from peak

-2.01%

-1.05%

-0.96%

Average Drawdown

Average peak-to-trough decline

-2.27%

-12.57%

+10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.05%

-0.16%

Volatility

RSSB vs. DGS - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 6.33%, while WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a volatility of 7.30%. This indicates that RSSB 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


RSSBDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

7.30%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

14.27%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

16.60%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

15.08%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

17.39%

-0.63%

RSSB vs. DGS - Expense Ratio Comparison

RSSB has a 0.39% expense ratio, which is lower than DGS's 0.58% expense ratio.


Dividends

RSSB vs. DGS - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.20%, which matches DGS's 3.20% yield.


PositionTTM20252024202320222021202020192018201720162015
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.20%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%
RSSB
Return Stacked Global Stocks & Bonds ETF
3.20%3.48%1.10%0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSSB and DGS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGS has higher volatility (7.30%) compared to RSSB (6.33%). In terms of maximum drawdown, RSSB dropped -16.21% vs DGS's -61.83%.

On 1-year performance, RSSB leads with 24.37% vs 23.81% for DGS. On fees, RSSB is cheaper at 0.39% per year. On volatility, RSSB has been the lower-risk option at 6.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSSB has performed better with a 24.37% return vs 23.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RSSB is cheaper with a 0.39% expense ratio, compared with 0.58% for DGS.

RSSB and DGS have nearly identical dividend yields, around 3.20%.

RSSB is categorized as Global Allocation, while DGS is Emerging Markets Diversified. They also come from different issuers: Return Stacked and WisdomTree. Their fees differ too: 0.39% for RSSB and 0.58% for DGS.

RSSB currently has the higher Sharpe Ratio (1.53 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for RSSB and DGS

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