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ASCI vs. DDLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASCI vs. DDLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn International Small Cap Active ETF (ASCI) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASCI achieves a 7.52% return, which is significantly higher than DDLS's 5.92% return.


ASCI

1D
-0.74%
1M
-1.40%
YTD
7.52%
6M
7.35%
1Y
3Y*
5Y*
10Y*

DDLS

1D
0.07%
1M
-0.29%
YTD
5.92%
6M
6.98%
1Y
22.57%
3Y*
17.83%
5Y*
10.12%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASCI vs. DDLS - Yearly Performance Comparison


Correlation

The correlation between ASCI and DDLS is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 20, 2025

0.79

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Return for Risk

ASCI vs. DDLS — Risk / Return Rank

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

ASCI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DDLS
DDLS Risk / Return Rank: 4949
Overall Rank
DDLS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DDLS Sortino Ratio Rank: 5252
Sortino Ratio Rank
DDLS Omega Ratio Rank: 5252
Omega Ratio Rank
DDLS Calmar Ratio Rank: 4444
Calmar Ratio Rank
DDLS Martin Ratio Rank: 4747
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.

ASCI vs. DDLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn International Small Cap Active ETF (ASCI) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS). 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.


ASCIDDLSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.12

Martin ratioReturn relative to average drawdown

7.70

ASCI vs. DDLS - Sharpe Ratio Comparison


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Drawdowns

ASCI vs. DDLS - Drawdown Comparison

The maximum ASCI drawdown since its inception was -11.22%, smaller than the maximum DDLS drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for ASCI and DDLS.


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Drawdown Indicators


ASCIDDLSDifference

Max Drawdown

Largest peak-to-trough decline

-11.22%

-36.80%

+25.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

Max Drawdown (10Y)

Largest decline over 10 years

-36.80%

Current Drawdown

Current decline from peak

-2.73%

-3.01%

+0.28%

Average Drawdown

Average peak-to-trough decline

-2.45%

-5.69%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

Volatility

ASCI vs. DDLS - Volatility Comparison


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Volatility by Period


ASCIDDLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

13.25%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

13.81%

+5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

15.59%

+3.53%

ASCI vs. DDLS - Expense Ratio Comparison

ASCI has a 0.70% expense ratio, which is higher than DDLS's 0.48% expense ratio.


Dividends

ASCI vs. DDLS - Dividend Comparison

ASCI's dividend yield for the trailing twelve months is around 0.75%, less than DDLS's 3.54% yield.


PositionTTM2025202420232022202120202019201820172016
ASCI
abrdn International Small Cap Active ETF
0.75%0.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.54%3.80%4.11%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.47%

Frequently Asked Questions


ASCI and DDLS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDLS is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDLS is cheaper with a 0.48% expense ratio, compared with 0.70% for ASCI.

DDLS has the higher dividend yield at 3.54%, compared with 0.75% for ASCI.

They also come from different issuers: abrdn and WisdomTree. Their fees differ too: 0.70% for ASCI and 0.48% for DDLS.

Portfolio Optimizer

Find the right allocation for ASCI and DDLS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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