SDEM vs. DGS
Compare and contrast key facts about Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS).
SDEM and DGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDEM is a passively managed fund by Global X that tracks the performance of the MSCI Emerging Markets Top 50 Dividend. It was launched on Mar 17, 2015. 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 SDEM 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: SDEM or DGS.
Key characteristics
| SDEM | DGS | |
|---|---|---|
| YTD Return | 2.71% | 1.63% |
| 1Y Return | 8.63% | 8.47% |
| 3Y Return (Ann) | -3.14% | 2.17% |
| 5Y Return (Ann) | -2.13% | 6.18% |
| Sharpe Ratio | 0.59 | 0.68 |
| Sortino Ratio | 0.91 | 1.01 |
| Omega Ratio | 1.11 | 1.13 |
| Calmar Ratio | 0.28 | 0.97 |
| Martin Ratio | 1.72 | 3.22 |
| Ulcer Index | 5.41% | 2.74% |
| Daily Std Dev | 15.75% | 12.99% |
| Max Drawdown | -47.37% | -61.83% |
| Current Drawdown | -27.26% | -8.61% |
Correlation
The correlation between SDEM and DGS is 0.81, 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
SDEM vs. DGS - Performance Comparison
In the year-to-date period, SDEM achieves a 2.71% return, which is significantly higher than DGS's 1.63% return. 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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SDEM vs. DGS - Expense Ratio Comparison
SDEM has a 0.67% expense ratio, which is higher than DGS's 0.63% expense ratio.
Risk-Adjusted Performance
SDEM vs. DGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) 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
SDEM vs. DGS - Dividend Comparison
SDEM's dividend yield for the trailing twelve months is around 7.41%, more than DGS's 3.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDEM Global X MSCI SuperDividend Emerging Markets ETF | 7.41% | 7.50% | 8.86% | 8.17% | 6.36% | 6.50% | 6.53% | 5.03% | 4.50% | 6.17% | 0.00% | 0.00% |
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
SDEM vs. DGS - Drawdown Comparison
The maximum SDEM drawdown since its inception was -47.37%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for SDEM and DGS. For additional features, visit the drawdowns tool.
Volatility
SDEM vs. DGS - Volatility Comparison
Global X MSCI SuperDividend Emerging Markets ETF (SDEM) has a higher volatility of 5.02% compared to WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) at 3.50%. This indicates that SDEM'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.