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WisdomTree Dynamic Currency Hedged International S...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717X2716

CUSIP

97717X271

Issuer

WisdomTree

Inception Date

Jan 7, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

WisdomTree Dynamic Currency Hedged International SmallCap Equity Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

DDLS features an expense ratio of 0.48%, falling within the medium range.


Expense ratio chart for DDLS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
DDLS vs. DLS DDLS vs. EPI DDLS vs. AVDV DDLS vs. SMCWX DDLS vs. ISVL
Popular comparisons:
DDLS vs. DLS DDLS vs. EPI DDLS vs. AVDV DDLS vs. SMCWX DDLS vs. ISVL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
98.54%
217.25%
DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund had a return of 11.29% year-to-date (YTD) and 17.15% in the last 12 months.


DDLS

YTD

11.29%

1M

2.00%

6M

5.35%

1Y

17.15%

5Y (annualized)

5.87%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

27.56%

1M

1.38%

6M

12.23%

1Y

31.02%

5Y (annualized)

13.98%

10Y (annualized)

11.78%

Monthly Returns

The table below presents the monthly returns of DDLS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.12%1.50%4.19%-0.38%3.27%-1.25%3.87%1.15%2.05%-5.14%0.58%11.29%
20238.11%-1.30%-0.12%2.60%-5.00%3.38%3.09%-2.60%-1.84%-2.65%5.17%6.35%15.25%
2022-3.22%-1.80%0.32%-2.30%-0.44%-5.41%5.32%-3.09%-7.81%2.82%7.63%-1.61%-10.13%
20210.24%3.69%4.99%1.63%2.65%-0.35%1.77%2.77%-2.47%1.46%-4.62%5.15%17.75%
2020-4.70%-8.95%-18.81%7.59%5.30%1.04%0.25%6.25%0.33%-3.08%10.14%5.50%-2.95%
20196.64%2.71%0.62%2.58%-4.50%2.25%-0.18%-1.87%4.16%3.34%3.05%4.07%24.84%
20182.00%-3.45%-0.70%0.73%-1.03%-1.58%1.29%-1.37%1.76%-8.88%0.55%-7.05%-16.92%
20172.23%2.33%2.10%2.78%3.08%1.10%2.30%0.44%3.26%1.99%-0.16%2.68%26.91%
2016-1.85%2.83%4.12%0.59%-1.25%1.89%1.58%1.40%0.27%0.96%3.24%14.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DDLS is 51, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DDLS is 5151
Overall Rank
The Sharpe Ratio Rank of DDLS is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DDLS is 4646
Sortino Ratio Rank
The Omega Ratio Rank of DDLS is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DDLS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of DDLS is 5151
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DDLS, currently valued at 1.36, compared to the broader market0.002.004.001.362.58
The chart of Sortino ratio for DDLS, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.0012.001.873.44
The chart of Omega ratio for DDLS, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.48
The chart of Calmar ratio for DDLS, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.223.73
The chart of Martin ratio for DDLS, currently valued at 6.80, compared to the broader market0.0020.0040.0060.0080.00100.006.8016.54
DDLS
^GSPC

The current WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund Sharpe ratio is 1.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.36
2.58
DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund provided a 3.57% dividend yield over the last twelve months, with an annual payout of $1.28 per share.


2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$1.28$1.34$1.63$1.12$0.97$1.21$0.48$0.54$0.93

Dividend yield

3.57%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.46%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.24$0.00$0.00$0.53$0.00$0.00$0.28$0.00$0.00$0.00$1.04
2023$0.00$0.00$0.33$0.00$0.00$0.44$0.00$0.00$0.34$0.00$0.00$0.24$1.34
2022$0.00$0.00$0.11$0.00$0.00$0.64$0.00$0.00$0.30$0.00$0.00$0.59$1.63
2021$0.00$0.00$0.01$0.00$0.00$0.48$0.00$0.00$0.40$0.00$0.00$0.23$1.12
2020$0.00$0.00$0.07$0.00$0.00$0.29$0.00$0.00$0.28$0.00$0.00$0.34$0.97
2019$0.00$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.22$0.00$0.00$0.30$1.21
2018$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.04$0.00$0.00$0.00$0.48
2017$0.00$0.00$0.10$0.00$0.00$0.24$0.00$0.00$0.13$0.00$0.00$0.08$0.54
2016$0.03$0.00$0.00$0.45$0.00$0.00$0.21$0.00$0.00$0.25$0.93

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.54%
-0.10%
DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund was 36.80%, occurring on Mar 23, 2020. Recovery took 217 trading sessions.

The current WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund drawdown is 2.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.8%Jan 3, 202055Mar 23, 2020217Feb 8, 2021272
-23.11%Jan 29, 2018228Dec 24, 2018244Dec 16, 2019472
-19.87%Sep 7, 2021278Oct 12, 2022299Dec 21, 2023577
-7.94%Apr 28, 201648Jul 6, 201629Aug 16, 201677
-7.49%Jul 17, 202414Aug 5, 202412Aug 21, 202426

Volatility

Volatility Chart

The current WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund volatility is 2.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.32%
2.37%
DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund)
Benchmark (^GSPC)
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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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