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DDLS vs. ASCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDLS vs. ASCI - Performance Comparison

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

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Returns By Period

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


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%

ASCI

1D
-0.74%
1M
-1.40%
YTD
7.52%
6M
7.35%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDLS vs. ASCI - Yearly Performance Comparison


Correlation

The correlation between DDLS and ASCI 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

DDLS vs. ASCI — Risk / Return Rank

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

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

ASCI

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

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.

DDLS vs. ASCI - Risk-Adjusted Trends Comparison

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


DDLSASCIDifference
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

DDLS vs. ASCI - Sharpe Ratio Comparison


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Drawdowns

DDLS vs. ASCI - Drawdown Comparison

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


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Drawdown Indicators


DDLSASCIDifference

Max Drawdown

Largest peak-to-trough decline

-36.80%

-11.22%

-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

-3.01%

-2.73%

-0.28%

Average Drawdown

Average peak-to-trough decline

-5.69%

-2.45%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

Volatility

DDLS vs. ASCI - Volatility Comparison


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Volatility by Period


DDLSASCIDifference

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

13.25%

19.12%

-5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

19.12%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

19.12%

-3.53%

DDLS vs. ASCI - Expense Ratio Comparison

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


Dividends

DDLS vs. ASCI - Dividend Comparison

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


DDLS and ASCI 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: WisdomTree and abrdn. Their fees differ too: 0.48% for DDLS and 0.70% for ASCI.

Portfolio Optimizer

Find the right allocation for DDLS and ASCI

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