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

Correlation

The correlation between DDLS and DLS is 0.84, 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.


-0.50.00.51.00.8

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%JulyAugustSeptemberOctoberNovemberDecember
91.98%
55.79%
DDLS
DLS

Key characteristics

Sharpe Ratio

DDLS:

0.87

DLS:

0.34

Sortino Ratio

DDLS:

1.23

DLS:

0.56

Omega Ratio

DDLS:

1.16

DLS:

1.07

Calmar Ratio

DDLS:

1.41

DLS:

0.35

Martin Ratio

DDLS:

4.18

DLS:

1.36

Ulcer Index

DDLS:

2.52%

DLS:

3.45%

Daily Std Dev

DDLS:

12.16%

DLS:

13.61%

Max Drawdown

DDLS:

-36.80%

DLS:

-63.09%

Current Drawdown

DDLS:

-5.76%

DLS:

-9.60%

Returns By Period

In the year-to-date period, DDLS achieves a 7.61% return, which is significantly higher than DLS's 1.39% return.


DDLS

YTD

7.61%

1M

-0.43%

6M

2.34%

1Y

9.41%

5Y*

5.13%

10Y*

N/A

DLS

YTD

1.39%

1M

-2.15%

6M

-0.73%

1Y

3.56%

5Y*

1.52%

10Y*

4.80%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DDLS vs. DLS - Expense Ratio Comparison

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


DLS
WisdomTree International SmallCap Dividend
Expense ratio chart for DLS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for DDLS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DDLS, currently valued at 0.87, compared to the broader market0.002.004.000.870.34
The chart of Sortino ratio for DDLS, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.001.230.56
The chart of Omega ratio for DDLS, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.07
The chart of Calmar ratio for DDLS, currently valued at 1.41, compared to the broader market0.005.0010.0015.001.410.35
The chart of Martin ratio for DDLS, currently valued at 4.18, compared to the broader market0.0020.0040.0060.0080.00100.004.181.36
DDLS
DLS

The current DDLS Sharpe Ratio is 0.87, which is higher than the DLS Sharpe Ratio of 0.34. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.87
0.34
DDLS
DLS

Dividends

DDLS vs. DLS - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.69%, less than DLS's 4.03% yield.


TTM20232022202120202019201820172016201520142013
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.69%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.46%0.00%0.00%0.00%
DLS
WisdomTree International SmallCap Dividend
4.03%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%3.89%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.76%
-9.60%
DDLS
DLS

Volatility

DDLS vs. DLS - Volatility Comparison

The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 2.55%, while WisdomTree International SmallCap Dividend (DLS) has a volatility of 3.29%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than DLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.55%
3.29%
DDLS
DLS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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