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DDLS vs. DLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDLS and DLS is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DDLS vs. DLS - 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 WisdomTree International SmallCap Dividend (DLS). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
104.20%
72.18%
DDLS
DLS

Key characteristics

Sharpe Ratio

DDLS:

0.70

DLS:

0.76

Sortino Ratio

DDLS:

1.06

DLS:

1.13

Omega Ratio

DDLS:

1.15

DLS:

1.15

Calmar Ratio

DDLS:

0.96

DLS:

0.99

Martin Ratio

DDLS:

3.45

DLS:

2.64

Ulcer Index

DDLS:

3.25%

DLS:

4.77%

Daily Std Dev

DDLS:

16.19%

DLS:

16.66%

Max Drawdown

DDLS:

-36.80%

DLS:

-63.09%

Current Drawdown

DDLS:

-0.32%

DLS:

-0.09%

Returns By Period

In the year-to-date period, DDLS achieves a 3.84% return, which is significantly lower than DLS's 8.74% return.


DDLS

YTD

3.84%

1M

-0.10%

6M

5.42%

1Y

10.81%

5Y*

13.22%

10Y*

N/A

DLS

YTD

8.74%

1M

0.89%

6M

6.53%

1Y

11.79%

5Y*

10.77%

10Y*

4.56%

*Annualized

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DDLS vs. DLS - Expense Ratio Comparison

DDLS has a 0.48% expense ratio, which is lower than DLS's 0.58% expense ratio.


Expense ratio chart for DLS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DLS: 0.58%
Expense ratio chart for DDLS: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DDLS: 0.48%

Risk-Adjusted Performance

DDLS vs. DLS — Risk-Adjusted Performance Rank

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

DDLS
The Risk-Adjusted Performance Rank of DDLS is 7373
Overall Rank
The Sharpe Ratio Rank of DDLS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DDLS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DDLS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DDLS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DDLS is 7777
Martin Ratio Rank

DLS
The Risk-Adjusted Performance Rank of DLS is 7474
Overall Rank
The Sharpe Ratio Rank of DLS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DLS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DLS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DLS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DLS is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DDLS vs. DLS - 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 WisdomTree International SmallCap Dividend (DLS). 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.


The chart of Sharpe ratio for DDLS, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.00
DDLS: 0.70
DLS: 0.76
The chart of Sortino ratio for DDLS, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
DDLS: 1.06
DLS: 1.13
The chart of Omega ratio for DDLS, currently valued at 1.15, compared to the broader market0.501.001.502.00
DDLS: 1.15
DLS: 1.15
The chart of Calmar ratio for DDLS, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.00
DDLS: 0.96
DLS: 0.99
The chart of Martin ratio for DDLS, currently valued at 3.45, compared to the broader market0.0020.0040.0060.00
DDLS: 3.45
DLS: 2.64

The current DDLS Sharpe Ratio is 0.70, which is comparable to the DLS Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DDLS and DLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.70
0.76
DDLS
DLS

Dividends

DDLS vs. DLS - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.65%, less than DLS's 3.96% yield.


TTM20242023202220212020201920182017201620152014
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.65%4.11%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.46%0.00%0.00%
DLS
WisdomTree International SmallCap Dividend
3.96%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%

Drawdowns

DDLS vs. DLS - Drawdown Comparison

The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum DLS drawdown of -63.09%. Use the drawdown chart below to compare losses from any high point for DDLS and DLS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.32%
-0.09%
DDLS
DLS

Volatility

DDLS vs. DLS - Volatility Comparison

WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) has a higher volatility of 10.86% compared to WisdomTree International SmallCap Dividend (DLS) at 10.22%. This indicates that DDLS's price experiences larger fluctuations and is considered to be riskier than DLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.86%
10.22%
DDLS
DLS