PortfoliosLab logoPortfoliosLab logo
SPEM vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPEM vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Emerging Markets ETF (SPEM) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPEM achieves a 10.36% return, which is significantly lower than DGS's 14.20% return. Over the past 10 years, SPEM has underperformed DGS with an annualized return of 9.52%, while DGS has yielded a comparatively higher 10.06% annualized return.


SPEM

1D
2.36%
1M
0.16%
YTD
10.36%
6M
11.13%
1Y
24.73%
3Y*
17.37%
5Y*
5.42%
10Y*
9.52%

DGS

1D
3.96%
1M
1.43%
YTD
14.20%
6M
15.60%
1Y
23.59%
3Y*
15.37%
5Y*
7.92%
10Y*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEM vs. DGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEM
SPDR Portfolio Emerging Markets ETF
10.36%25.63%11.40%10.51%-17.90%1.51%14.55%19.69%-13.26%34.82%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
14.20%21.18%1.13%19.08%-12.35%15.33%4.06%18.90%-16.52%37.47%

Correlation

The correlation between SPEM and DGS is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2007

0.89

The correlation between SPEM and DGS has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPEM vs. DGS — Risk / Return Rank

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

SPEM
SPEM Risk / Return Rank: 5353
Overall Rank
SPEM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPEM Sortino Ratio Rank: 5151
Sortino Ratio Rank
SPEM Omega Ratio Rank: 5454
Omega Ratio Rank
SPEM Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPEM Martin Ratio Rank: 5454
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 5252
Overall Rank
DGS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4848
Sortino Ratio Rank
DGS Omega Ratio Rank: 5151
Omega Ratio Rank
DGS Calmar Ratio Rank: 5757
Calmar Ratio Rank
DGS Martin Ratio Rank: 5454
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.

SPEM vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Emerging Markets ETF (SPEM) 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.


SPEMDGSDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

2.19

2.36

-0.17

Martin ratioReturn relative to average drawdown

7.82

7.76

+0.06

SPEM vs. DGS - Sharpe Ratio Comparison

The current SPEM Sharpe Ratio is 1.49, which is comparable to the DGS Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SPEM 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.


Loading charts...

Drawdowns

SPEM vs. DGS - Drawdown Comparison

The maximum SPEM drawdown since its inception was -64.41%, roughly equal to the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for SPEM and DGS.


Loading charts...

Drawdown Indicators


SPEMDGSDifference

Max Drawdown

Largest peak-to-trough decline

-64.41%

-61.83%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-10.06%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-19.31%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.75%

-24.86%

-6.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

-44.08%

+8.02%

Current Drawdown

Current decline from peak

-3.24%

-1.69%

-1.55%

Average Drawdown

Average peak-to-trough decline

-14.73%

-12.57%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.05%

+0.12%

Volatility

SPEM vs. DGS - Volatility Comparison

SPDR Portfolio Emerging Markets ETF (SPEM) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) have volatilities of 6.93% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPEMDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

7.29%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

14.26%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

16.59%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

15.09%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

17.39%

+1.45%

SPEM vs. DGS - Expense Ratio Comparison

SPEM has a 0.11% expense ratio, which is lower than DGS's 0.58% expense ratio.


Dividends

SPEM vs. DGS - Dividend Comparison

SPEM's dividend yield for the trailing twelve months is around 2.51%, less than DGS's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.22%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%
SPEM
SPDR Portfolio Emerging Markets ETF
2.51%2.77%2.78%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%

Frequently Asked Questions


SPEM and DGS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGS has higher volatility (7.29%) compared to SPEM (6.93%). In terms of maximum drawdown, SPEM dropped -64.41% vs DGS's -61.83%.

On 10-year performance, DGS leads with 10.06% vs 9.52% for SPEM. On fees, SPEM is cheaper at 0.11% per year. On volatility, SPEM has been the lower-risk option at 6.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGS has performed better with a 10.06% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPEM is cheaper with a 0.11% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.22%, compared with 2.51% for SPEM.

SPEM is categorized as Emerging Markets Equities, while DGS is Emerging Markets Diversified. SPEM tracks S&P Emerging Markets BMI, while DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.11% for SPEM and 0.58% for DGS.

SPEM currently has the higher Sharpe Ratio (1.49 vs 1.43), 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 SPEM and DGS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer