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SPYX.DE vs. DGSE.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYX.DE and DGSE.L is 0.66, 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.


-0.50.00.51.00.7

Performance

SPYX.DE vs. DGSE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Emerging Markets Small Cap UCITS ETF (SPYX.DE) and WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (DGSE.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.81%
-0.43%
SPYX.DE
DGSE.L

Key characteristics

Sharpe Ratio

SPYX.DE:

0.40

DGSE.L:

0.53

Sortino Ratio

SPYX.DE:

0.61

DGSE.L:

0.80

Omega Ratio

SPYX.DE:

1.09

DGSE.L:

1.10

Calmar Ratio

SPYX.DE:

0.48

DGSE.L:

0.78

Martin Ratio

SPYX.DE:

1.50

DGSE.L:

2.39

Ulcer Index

SPYX.DE:

3.57%

DGSE.L:

2.35%

Daily Std Dev

SPYX.DE:

13.21%

DGSE.L:

10.69%

Max Drawdown

SPYX.DE:

-41.12%

DGSE.L:

-31.23%

Current Drawdown

SPYX.DE:

-3.68%

DGSE.L:

-1.72%

Returns By Period

In the year-to-date period, SPYX.DE achieves a 0.24% return, which is significantly lower than DGSE.L's 2.15% return. Over the past 10 years, SPYX.DE has underperformed DGSE.L with an annualized return of 6.65%, while DGSE.L has yielded a comparatively higher 9.58% annualized return.


SPYX.DE

YTD

0.24%

1M

1.13%

6M

3.03%

1Y

6.03%

5Y*

8.96%

10Y*

6.65%

DGSE.L

YTD

2.15%

1M

2.17%

6M

2.75%

1Y

6.53%

5Y*

7.38%

10Y*

9.58%

*Annualized

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


SPYX.DE vs. DGSE.L - Expense Ratio Comparison

SPYX.DE has a 0.55% expense ratio, which is higher than DGSE.L's 0.54% expense ratio.


SPYX.DE
SPDR MSCI Emerging Markets Small Cap UCITS ETF
Expense ratio chart for SPYX.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for DGSE.L: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%

Risk-Adjusted Performance

SPYX.DE vs. DGSE.L — Risk-Adjusted Performance Rank

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

SPYX.DE
The Risk-Adjusted Performance Rank of SPYX.DE is 1616
Overall Rank
The Sharpe Ratio Rank of SPYX.DE is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYX.DE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SPYX.DE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SPYX.DE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SPYX.DE is 1717
Martin Ratio Rank

DGSE.L
The Risk-Adjusted Performance Rank of DGSE.L is 2323
Overall Rank
The Sharpe Ratio Rank of DGSE.L is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of DGSE.L is 1717
Sortino Ratio Rank
The Omega Ratio Rank of DGSE.L is 1818
Omega Ratio Rank
The Calmar Ratio Rank of DGSE.L is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DGSE.L is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPYX.DE vs. DGSE.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Small Cap UCITS ETF (SPYX.DE) and WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (DGSE.L). 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.


Sharpe ratio
The chart of Sharpe ratio for SPYX.DE, currently valued at 0.08, compared to the broader market0.002.004.000.080.32
The chart of Sortino ratio for SPYX.DE, currently valued at 0.20, compared to the broader market0.005.0010.000.200.52
The chart of Omega ratio for SPYX.DE, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.06
The chart of Calmar ratio for SPYX.DE, currently valued at 0.10, compared to the broader market0.005.0010.0015.0020.000.100.32
The chart of Martin ratio for SPYX.DE, currently valued at 0.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.240.80
SPYX.DE
DGSE.L

The current SPYX.DE Sharpe Ratio is 0.40, which is comparable to the DGSE.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SPYX.DE and DGSE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.08
0.32
SPYX.DE
DGSE.L

Dividends

SPYX.DE vs. DGSE.L - Dividend Comparison

SPYX.DE has not paid dividends to shareholders, while DGSE.L's dividend yield for the trailing twelve months is around 3.24%.


TTM2024202320222021202020192018201720162015
SPYX.DE
SPDR MSCI Emerging Markets Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGSE.L
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
3.24%4.83%3.53%3.96%2.92%2.95%3.30%3.05%2.31%1.39%3.24%

Drawdowns

SPYX.DE vs. DGSE.L - Drawdown Comparison

The maximum SPYX.DE drawdown since its inception was -41.12%, which is greater than DGSE.L's maximum drawdown of -31.23%. Use the drawdown chart below to compare losses from any high point for SPYX.DE and DGSE.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.80%
-8.35%
SPYX.DE
DGSE.L

Volatility

SPYX.DE vs. DGSE.L - Volatility Comparison

SPDR MSCI Emerging Markets Small Cap UCITS ETF (SPYX.DE) has a higher volatility of 4.39% compared to WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (DGSE.L) at 2.60%. This indicates that SPYX.DE's price experiences larger fluctuations and is considered to be riskier than DGSE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.39%
2.60%
SPYX.DE
DGSE.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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