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DDLS vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDLS vs. GDE - 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 Efficient Gold Plus Equity Strategy Fund (GDE). 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 6.61% return, which is significantly lower than GDE's 11.30% return.


DDLS

1D
0.37%
1M
2.07%
YTD
6.61%
6M
9.38%
1Y
21.82%
3Y*
17.46%
5Y*
9.97%
10Y*
9.83%

GDE

1D
0.07%
1M
1.24%
YTD
11.30%
6M
13.79%
1Y
54.85%
3Y*
47.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDLS vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
6.61%27.97%10.22%15.25%-5.33%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
11.30%73.76%44.79%33.85%-18.67%

Correlation

The correlation between DDLS and GDE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.57

The correlation between DDLS and GDE has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

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Return for Risk

DDLS vs. GDE — Risk / Return Rank

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

DDLS
DDLS Risk / Return Rank: 4848
Overall Rank
DDLS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DDLS Sortino Ratio Rank: 4949
Sortino Ratio Rank
DDLS Omega Ratio Rank: 4949
Omega Ratio Rank
DDLS Calmar Ratio Rank: 4343
Calmar Ratio Rank
DDLS Martin Ratio Rank: 4848
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 5252
Overall Rank
GDE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 4848
Sortino Ratio Rank
GDE Omega Ratio Rank: 5757
Omega Ratio Rank
GDE Calmar Ratio Rank: 5252
Calmar Ratio Rank
GDE Martin Ratio Rank: 4848
Martin Ratio Rank
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. GDE - 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 WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.


DDLSGDEDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.94

-0.24

Sortino ratio

Return per unit of downside risk

2.44

2.38

+0.06

Omega ratio

Gain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratio

Return relative to maximum drawdown

2.21

2.61

-0.40

Martin ratio

Return relative to average drawdown

8.30

8.19

+0.11

DDLS vs. GDE - Sharpe Ratio Comparison

The current DDLS Sharpe Ratio is 1.70, which is comparable to the GDE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of DDLS and GDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DDLSGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.94

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.17

-0.52

Drawdowns

DDLS vs. GDE - Drawdown Comparison

The maximum DDLS drawdown since its inception was -36.80%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DDLS and GDE.


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Drawdown Indicators


DDLSGDEDifference

Max Drawdown

Largest peak-to-trough decline

-36.80%

-32.01%

-4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

-22.66%

+11.97%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

-22.66%

+11.00%

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

-2.38%

-9.95%

+7.57%

Average Drawdown

Average peak-to-trough decline

-5.71%

-7.88%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

7.22%

-4.38%

Volatility

DDLS vs. GDE - Volatility Comparison

The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 3.97%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.82%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDLSGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

6.82%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

24.19%

-13.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

28.46%

-15.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

26.12%

-12.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

26.12%

-10.52%

DDLS vs. GDE - Expense Ratio Comparison

DDLS has a 0.48% expense ratio, which is higher than GDE's 0.20% expense ratio.


Dividends

DDLS vs. GDE - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.51%, less than GDE's 3.88% yield.


PositionTTM2025202420232022202120202019201820172016
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.51%3.80%4.11%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.47%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.88%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DDLS and GDE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDE has higher volatility (6.82%) compared to DDLS (3.97%). In terms of maximum drawdown, DDLS dropped -36.80% vs GDE's -32.01%.

On 3-year performance, GDE leads with 47.34% vs 17.46% for DDLS. On fees, GDE is cheaper at 0.20% per year. On volatility, DDLS has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDE has performed better with a 47.34% return vs 17.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDE is cheaper with a 0.20% expense ratio, compared with 0.48% for DDLS.

GDE has the higher dividend yield at 3.88%, compared with 3.51% for DDLS.

DDLS is categorized as Foreign Small & Mid Cap Equities, while GDE is Gold. Their fees differ too: 0.48% for DDLS and 0.20% for GDE.

GDE currently has the higher Sharpe Ratio (1.94 vs 1.70), 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.

Portfolio Optimizer

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