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XLB vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLB vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Materials Select Sector SPDR ETF (XLB) 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

The year-to-date returns for both stocks are quite close, with XLB having a 15.57% return and DGS slightly lower at 14.94%. Both investments have delivered pretty close results over the past 10 years, with XLB having a 10.54% annualized return and DGS not far behind at 10.14%.


XLB

1D
1.87%
1M
0.99%
YTD
15.57%
6M
16.68%
1Y
21.77%
3Y*
10.88%
5Y*
6.01%
10Y*
10.54%

DGS

1D
0.65%
1M
1.51%
YTD
14.94%
6M
17.07%
1Y
25.61%
3Y*
15.36%
5Y*
8.06%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLB vs. DGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLB
Materials Select Sector SPDR ETF
15.57%9.94%0.15%12.46%-12.30%27.44%20.46%24.13%-14.88%24.01%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
14.94%21.18%1.13%19.08%-12.35%15.33%4.06%18.90%-16.52%37.47%

Correlation

The correlation between XLB and DGS is 0.59, 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

0.59

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

0.59

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

0.63

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

0.61

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

0.67

The correlation between XLB and DGS has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.

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Return for Risk

XLB vs. DGS — Risk / Return Rank

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

XLB
XLB Risk / Return Rank: 3737
Overall Rank
XLB Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XLB Sortino Ratio Rank: 3737
Sortino Ratio Rank
XLB Omega Ratio Rank: 3434
Omega Ratio Rank
XLB Calmar Ratio Rank: 3838
Calmar Ratio Rank
XLB Martin Ratio Rank: 3737
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.

XLB vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Materials Select Sector SPDR ETF (XLB) 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.


XLBDGSDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.20

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.65

2.38

-0.73

Martin ratioReturn relative to average drawdown

5.05

7.84

-2.79

XLB vs. DGS - Sharpe Ratio Comparison

The current XLB Sharpe Ratio is 1.17, which is comparable to the DGS Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of XLB 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

XLB vs. DGS - Drawdown Comparison

The maximum XLB drawdown since its inception was -59.83%, roughly equal to the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for XLB and DGS.


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Drawdown Indicators


XLBDGSDifference

Max Drawdown

Largest peak-to-trough decline

-59.83%

-61.83%

+2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-10.06%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-23.17%

-19.31%

-3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-24.86%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.27%

-44.08%

+6.81%

Current Drawdown

Current decline from peak

-2.25%

-1.05%

-1.20%

Average Drawdown

Average peak-to-trough decline

-10.83%

-12.57%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

3.05%

+0.99%

Volatility

XLB vs. DGS - Volatility Comparison

Materials Select Sector SPDR ETF (XLB) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) have volatilities of 7.05% and 7.30%, 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.


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Volatility by Period


XLBDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

7.30%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

14.27%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

16.60%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

15.08%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

17.39%

+3.31%

XLB vs. DGS - Expense Ratio Comparison

XLB has a 0.13% expense ratio, which is lower than DGS's 0.58% expense ratio.


Dividends

XLB vs. DGS - Dividend Comparison

XLB's dividend yield for the trailing twelve months is around 1.68%, less than 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%
XLB
Materials Select Sector SPDR ETF
1.68%1.92%1.92%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%

Frequently Asked Questions


XLB and DGS have a correlation of 0.59, 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 XLB (7.05%). In terms of maximum drawdown, XLB dropped -59.83% vs DGS's -61.83%.

On 10-year performance, XLB leads with 10.54% vs 10.14% for DGS. On fees, XLB is cheaper at 0.13% per year. On volatility, XLB has been the lower-risk option at 7.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLB has performed better with a 10.54% return vs 10.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLB is cheaper with a 0.13% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.20%, compared with 1.68% for XLB.

XLB is categorized as Materials, while DGS is Emerging Markets Diversified. XLB tracks Materials Select Sector Index, while DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.13% for XLB and 0.58% for DGS.

DGS currently has the higher Sharpe Ratio (1.44 vs 1.17), 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 XLB and DGS

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