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WisdomTree International SmallCap Dividend (DLS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US97717W7609
CUSIP
97717W760
Inception Date
Jun 16, 2006
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree International SmallCap Dividend Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

WisdomTree International SmallCap Dividend (DLS) has returned 0.81% so far this year and 28.41% over the past 12 months. Over the last ten years, DLS has returned 7.35% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


WisdomTree International SmallCap Dividend

1D
2.87%
1M
-8.49%
YTD
0.81%
6M
3.77%
1Y
28.41%
3Y*
14.79%
5Y*
6.64%
10Y*
7.35%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 16, 2006, DLS's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2009 with a return of +13.5%, while the worst month was Oct 2008 at -23.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DLS closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.95%4.96%-8.49%0.81%
20251.87%1.51%1.81%4.59%5.32%5.34%0.37%4.81%1.38%-1.90%2.32%2.55%34.11%
2024-1.69%1.17%3.41%-2.18%4.42%-3.09%5.36%1.71%2.34%-6.28%0.57%-2.06%3.06%
20238.44%-2.18%0.16%2.05%-5.52%3.30%3.97%-2.99%-3.41%-3.74%7.79%7.83%15.33%
2022-3.90%-1.96%-0.75%-5.70%0.46%-7.79%5.19%-5.08%-10.81%2.29%11.61%-0.44%-17.31%
2021-0.92%3.51%3.74%3.38%2.53%-1.05%1.38%2.40%-3.63%1.33%-6.30%5.40%11.71%

Benchmark Metrics

WisdomTree International SmallCap Dividend has an annualized alpha of -0.71%, beta of 0.83, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since June 19, 2006.

  • This ETF participated in 101.11% of S&P 500 Index downside but only 89.88% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.71%
Beta
0.83
0.72
Upside Capture
89.88%
Downside Capture
101.11%

Expense Ratio

DLS has an expense ratio of 0.58%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DLS ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DLS Risk / Return Rank: 8585
Overall Rank
DLS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DLS Sortino Ratio Rank: 8888
Sortino Ratio Rank
DLS Omega Ratio Rank: 8888
Omega Ratio Rank
DLS Calmar Ratio Rank: 8383
Calmar Ratio Rank
DLS Martin Ratio Rank: 8282
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and compare them to a chosen benchmark (S&P 500 Index).


DLSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.90

+0.94

Sortino ratio

Return per unit of downside risk

2.46

1.39

+1.07

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.16

Calmar ratio

Return relative to maximum drawdown

2.43

1.40

+1.03

Martin ratio

Return relative to average drawdown

9.37

6.61

+2.77

Explore DLS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WisdomTree International SmallCap Dividend provided a 3.70% dividend yield over the last twelve months, with an annual payout of $3.02 per share. The fund has been increasing its distributions for 2 consecutive years.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.02$3.13$2.87$2.74$2.87$2.42$1.71$2.39$2.21$2.14$1.97$1.58

Dividend yield

3.70%3.87%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.17$0.17
2025$0.00$0.00$0.28$0.00$0.00$1.43$0.00$0.00$0.59$0.00$0.00$0.83$3.13
2024$0.00$0.00$0.45$0.00$0.00$1.12$0.00$0.00$0.51$0.00$0.00$0.79$2.87
2023$0.00$0.00$0.62$0.00$0.00$1.22$0.00$0.00$0.46$0.00$0.00$0.45$2.74
2022$0.00$0.00$0.23$0.00$0.00$1.58$0.00$0.00$0.56$0.00$0.00$0.51$2.87
2021$0.00$0.00$0.23$0.00$0.00$1.07$0.00$0.00$0.49$0.00$0.00$0.63$2.42

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree International SmallCap Dividend. 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 International SmallCap Dividend was 63.13%, occurring on Mar 9, 2009. Recovery took 1134 trading sessions.

The current WisdomTree International SmallCap Dividend drawdown is 8.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.13%Nov 1, 2007339Mar 9, 20091134Sep 9, 20131473
-44.77%Jan 29, 2018541Mar 23, 2020260Apr 5, 2021801
-32.22%Sep 7, 2021278Oct 12, 2022491Sep 26, 2024769
-18%Jul 7, 2014405Feb 11, 2016145Sep 8, 2016550
-14.13%Jul 20, 200720Aug 16, 200753Oct 31, 200773

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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