DDLS vs. DD
DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund) is Foreign Small & Mid Cap Equities fund tracking the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index, while DD (DuPont de Nemours, Inc.) is a stock. Over the past 5 years, DDLS returned 9.76%/yr vs 9.17%/yr for DD. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
DDLS vs. DD - Performance Comparison
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Returns By Period
In the year-to-date period, DDLS achieves a 6.60% return, which is significantly lower than DD's 21.91% return.
DDLS
- 1D
- 0.15%
- 1M
- 0.68%
- YTD
- 6.60%
- 6M
- 8.68%
- 1Y
- 22.28%
- 3Y*
- 16.89%
- 5Y*
- 9.76%
- 10Y*
- 10.19%
DD
- 1D
- 3.03%
- 1M
- -1.41%
- YTD
- 21.91%
- 6M
- 19.73%
- 1Y
- 77.05%
- 3Y*
- 20.30%
- 5Y*
- 9.17%
- 10Y*
- —
DDLS vs. DD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 6.60% | 27.97% | 10.22% | 15.25% | -10.13% | 17.75% | -2.95% | 15.63% |
DD DuPont de Nemours, Inc. | 21.91% | 28.77% | 1.04% | 14.36% | -13.36% | 15.41% | 13.28% | -1.38% |
Correlation
The correlation between DDLS and DD is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019 | 0.60 |
The correlation between DDLS and DD has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
DDLS vs. DD — Risk / Return Rank
DDLS
DD
DDLS vs. DD - 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 DuPont de Nemours, Inc. (DD). 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.
| DDLS | DD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.38 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 4.24 | -2.21 |
| Martin ratioReturn relative to average drawdown | 7.42 | 13.16 | -5.74 |
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Drawdowns
DDLS vs. DD - Drawdown Comparison
The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum DD drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for DDLS and DD.
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Drawdown Indicators
| DDLS | DD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.80% | -62.03% | +25.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.69% | -17.31% | +6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -37.84% | +26.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -40.22% | +20.35% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | — | — |
Current DrawdownCurrent decline from peak | -2.39% | -4.90% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -14.56% | +8.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 5.57% | -2.65% |
Volatility
DDLS vs. DD - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 4.55%, while DuPont de Nemours, Inc. (DD) has a volatility of 10.87%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDLS | DD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 10.87% | -6.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 23.72% | -12.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 31.19% | -17.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 30.07% | -16.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 34.33% | -18.73% |
Dividends
DDLS vs. DD - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.52%, less than DD's 101.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 101.24% | 121.72% | 1.99% | 1.87% | 1.92% | 1.49% | 1.69% | 0.93% | 0.00% | 0.00% | 0.00% |
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.52% | 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 DD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DD has higher volatility (10.87%) compared to DDLS (4.55%). In terms of maximum drawdown, DDLS dropped -36.80% vs DD's -62.03%.
DD currently has the higher Sharpe Ratio (2.36 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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