WisdomTree Emerging Markets SmallCap Dividend Fund

10-Year Study

DGS.US · · US · ETF

Executive Summary: WisdomTree Emerging Markets SmallCap Dividend Fund has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 35.8% and an annualized volatility of 14.5%.

1Y CAGR
+28.0%
3Y CAGR
+16.8%
5Y CAGR
+8.0%
10Y CAGR
+10.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
35.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +37.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -16.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.25.7-7.36.7————————12.1%
2025-1.00.2-0.32.56.85.4-0.63.71.7-0.70.81.221.2%
2024-3.12.72.40.01.41.00.62.12.8-4.7-1.1-2.81.1%
20237.0-4.11.70.8-1.14.07.0-3.9-1.7-4.78.05.819.1%
2022-0.4-0.51.9-5.7-0.5-8.70.8-0.4-9.4-1.013.9-1.3-12.3%
2021-1.65.63.64.40.82.3-1.02.6-2.2-2.2-1.94.315.3%
2020-7.5-5.8-20.610.13.45.35.53.0-1.0-0.711.45.54.1%
201910.50.21.81.5-6.06.2-1.4-4.01.22.7-0.26.218.9%
20187.0-4.31.2-3.3-1.1-6.52.3-3.2-1.5-10.15.5-2.5-16.5%
20176.44.23.50.71.31.14.33.11.10.60.35.937.5%
2016———2.2-4.86.67.10.02.3-1.7-4.60.57.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.5%. The dominant macroeconomic risk driver is VWO.US, accounting for 36.8% of variance. Idiosyncratic stock-specific factors contribute 8.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110219.704865873058
2016-05-019727.39669130036
2016-06-0110370.3674678495
2016-07-0111106.517871836868
2016-08-0111106.517871836868
2016-09-0111357.099754707962
2016-10-0111166.665360532275
2016-11-0110657.9782606992
2016-12-0110706.684012131376
2017-01-0111391.111494243863
2017-02-0111872.918348314694
2017-03-0112286.270698964756
2017-04-0112376.6290761189
2017-05-0112535.402772662082
2017-06-0112677.91509604006
2017-07-0113226.569908230998
2017-08-0113631.14503577502
2017-09-0113775.969217024678
2017-10-0113857.472003009332
2017-11-0113893.991520575535
2017-12-0114718.462732067426
2018-01-0115742.968425507235
2018-02-0115068.454503420762
2018-03-0115251.914139949688
2018-04-0114743.893168655908
2018-05-0114583.00353439966
2018-06-0113636.513248121124
2018-07-0113951.043470764795
2018-08-0113499.251584994081
2018-09-0113291.811321050447
2018-10-0111949.523130333926
2018-11-0112601.741338369788
2018-12-0112287.877244265417
2019-01-0113578.560065202228
2019-02-0113602.03130020454
2019-03-0113848.655595871569
2019-04-0114054.450130482825
2019-05-0113204.901138687961
2019-06-0114026.511915864046
2019-07-0113826.751722138195
2019-08-0113269.280502809494
2019-09-0113426.212549861679
2019-10-0113786.86237784378
2019-11-0113762.607462207
2019-12-0114610.471540637756
2020-01-0113516.649295079269
2020-02-0112734.49683784864
2020-03-0110113.320219744048
2020-04-0111132.927909218435
2020-05-0111509.525638111958
2020-06-0112118.523859156916
2020-07-0112786.454863913856
2020-08-0113165.442818742504
2020-09-0113039.191868529735
2020-10-0112941.466893411594
2020-11-0114417.215896177988
2020-12-0115203.404308676127
2021-01-0114967.6731738282
2021-02-0115808.758414770811
2021-03-0116376.535034442762
2021-04-0117104.535159831663
2021-05-0117245.009913560025
2021-06-0117640.533529775945
2021-07-0117472.15974546053
2021-08-0117922.22753383541
2021-09-0117522.43285816164
2021-10-0117139.056291779973
2021-11-0116808.147143875925
2021-12-0117533.913779456594
2022-01-0117470.945040477105
2022-02-0117381.4878960526
2022-03-0117706.362703071245
2022-04-0116703.133938857234
2022-05-0116626.725076996623
2022-06-0115183.773108782705
2022-07-0115302.814197158372
2022-08-0115238.199728846499
2022-09-0113813.076495066729
2022-10-0113681.261412349237
2022-11-0115578.7481485545
2022-12-0115368.996026739182
2023-01-0116452.081847605463
2023-02-0115777.763845677608
2023-03-0116038.651128891954
2023-04-0116171.759284656315
2023-05-0115989.63190520599
2023-06-0116624.687507347004
2023-07-0117792.998597211663
2023-08-0117092.74076628292
2023-09-0116803.83690038635
2023-10-0116011.966803288324
2023-11-0117294.225057404605
2023-12-0118301.88161720336
2024-01-0117733.634789150725
2024-02-0118221.240879916615
2024-03-0118664.725750961967
2024-04-0118672.05316489424
2024-05-0118936.271090805076
2024-06-0119126.47038079042
2024-07-0119238.027319106917
2024-08-0119635.862793194516
2024-09-0120191.453179000495
2024-10-0119240.182440851702
2024-11-0119037.130788461087
2024-12-0118509.40024921044
2025-01-0118331.583113249686
2025-02-0118365.63403681731
2025-03-0118306.19186069293
2025-04-0118768.485066965506
2025-05-0120045.492660830856
2025-06-0121133.868325979798
2025-07-0121007.617375767022
2025-08-0121776.603998338596
2025-09-0122149.479244218393
2025-10-0122002.068916874992
2025-11-0122168.875339921477
2025-12-0122428.939758469627
2026-01-0124035.485059128707
2026-02-0125403.007766275085
2026-03-0123549.603065758638
2026-04-0125136.556350556024
Annual Return Matrix
YearAnnual Return
20170.3746985262094633
2018-0.16513854279811713
20190.18901509595209087
20200.04058272632674287
20210.15328865979381456
2022-0.12347030902215983
20230.1908313064406746
20240.011338650109725235
20250.21175940097931512
20260.12071977638015374
Total Factor Risk
0.14499889725245643
VTI.US Exposure
0.2528901243685862
VEA.US Exposure
0.29533824400985675
VWO.US Exposure
0.36809413899522414
QQQ.US Exposure
-0.014927257068750357
VTV.US Exposure
-0.07261716236960158
IJR.US Exposure
-0.03450259731334616
QUAL.US Exposure
-0.10789305950929028
SHV.US Exposure
0.11946210961095867
TLT.US Exposure
0.08466393868290398
LQD.US Exposure
-0.08883708079894242
HYG.US Exposure
-0.0117571286817515
GLD.US Exposure
-0.013404780368977106
USO.US Exposure
-0.005279139858944252
VNQ.US Exposure
0.07200724245394267
BTC-USD.CC Exposure
-0.010462566721615994
CPER.US Exposure
0.05265920137671972
VIX.INDX Exposure
0.013076873223288281
UUP.US Exposure
0.010379031896292924
TIP.US Exposure
0.009501182544358205
Idiosyncratic Exposure
0.0816086855290881
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$78
Avg Yield on Cost
0.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$78.370.78%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Emerging Markets SmallCap Dividend Fund a high-risk investment?

WisdomTree Emerging Markets SmallCap Dividend Fund (DGS.US) has an annualized volatility of 14.5% and experienced a maximum drawdown of 35.8% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of DGS.US?

Over the past 10 years, DGS.US has generated a Compound Annual Growth Rate (CAGR) of 10.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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