DDLS vs. AVDV
Compare and contrast key facts about WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and Avantis International Small Cap Value ETF (AVDV).
DDLS and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDLS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index. It was launched on Jan 7, 2016. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DDLS or AVDV.
Performance
DDLS vs. AVDV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with DDLS having a 7.49% return and AVDV slightly lower at 7.46%.
DDLS
7.49%
-3.79%
0.45%
14.68%
5.90%
N/A
AVDV
7.46%
-4.94%
-0.69%
15.70%
7.37%
N/A
Key characteristics
| DDLS | AVDV | |
|---|---|---|
| Sharpe Ratio | 1.22 | 1.16 |
| Sortino Ratio | 1.70 | 1.62 |
| Omega Ratio | 1.21 | 1.20 |
| Calmar Ratio | 2.00 | 1.98 |
| Martin Ratio | 7.07 | 6.20 |
| Ulcer Index | 2.12% | 2.67% |
| Daily Std Dev | 12.26% | 14.26% |
| Max Drawdown | -36.80% | -43.01% |
| Current Drawdown | -5.87% | -7.28% |
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DDLS vs. AVDV - Expense Ratio Comparison
DDLS has a 0.48% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Correlation
The correlation between DDLS and AVDV is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DDLS vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and Avantis International Small Cap Value ETF (AVDV). 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.
Dividends
DDLS vs. AVDV - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.70%, more than AVDV's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.70% | 4.05% | 5.44% | 3.18% | 3.16% | 3.68% | 1.75% | 1.60% | 3.46% |
AVDV Avantis International Small Cap Value ETF | 3.14% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
DDLS vs. AVDV - Drawdown Comparison
The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for DDLS and AVDV. For additional features, visit the drawdowns tool.
Volatility
DDLS vs. AVDV - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 3.40%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 3.88%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.