PortfoliosLab logoPortfoliosLab logo
DDLS vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDLS vs. GDMN - 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 Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DDLS vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
2.68%27.97%10.22%15.25%-10.13%2.49%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
14.62%237.09%28.23%12.97%-14.62%5.11%

Returns By Period

In the year-to-date period, DDLS achieves a 2.68% return, which is significantly lower than GDMN's 14.62% return.


DDLS

1D
1.31%
1M
-4.54%
YTD
2.68%
6M
6.31%
1Y
28.99%
3Y*
16.13%
5Y*
9.89%
10Y*
9.80%

GDMN

1D
5.38%
1M
-24.54%
YTD
14.62%
6M
37.18%
1Y
154.40%
3Y*
68.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. GDMN - Expense Ratio Comparison

DDLS has a 0.48% expense ratio, which is higher than GDMN's 0.45% expense ratio.


Return for Risk

DDLS vs. GDMN — Risk / Return Rank

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

DDLS
DDLS Risk / Return Rank: 8787
Overall Rank
DDLS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DDLS Sortino Ratio Rank: 8888
Sortino Ratio Rank
DDLS Omega Ratio Rank: 8989
Omega Ratio Rank
DDLS Calmar Ratio Rank: 8585
Calmar Ratio Rank
DDLS Martin Ratio Rank: 8686
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
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. GDMN - 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 Gold Miners Strategy Fund (GDMN). 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.


DDLSGDMNDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.42

-0.58

Sortino ratio

Return per unit of downside risk

2.53

2.47

+0.07

Omega ratio

Gain probability vs. loss probability

1.39

1.37

+0.01

Calmar ratio

Return relative to maximum drawdown

2.77

3.92

-1.16

Martin ratio

Return relative to average drawdown

11.11

13.31

-2.19

DDLS vs. GDMN - Sharpe Ratio Comparison

The current DDLS Sharpe Ratio is 1.84, which is comparable to the GDMN Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of DDLS and GDMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DDLSGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.42

-0.58

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

0.63

0.97

-0.34

Correlation

The correlation between DDLS and GDMN is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DDLS vs. GDMN - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.65%, more than GDMN's 2.36% yield.


TTM2025202420232022202120202019201820172016
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.65%3.80%4.11%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.47%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.36%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DDLS vs. GDMN - Drawdown Comparison

The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DDLS and GDMN.


Loading graphics...

Drawdown Indicators


DDLSGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-36.80%

-52.82%

+16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

-39.03%

+28.34%

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

-5.98%

-24.76%

+18.78%

Average Drawdown

Average peak-to-trough decline

-5.74%

-18.46%

+12.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

11.50%

-8.84%

Volatility

DDLS vs. GDMN - Volatility Comparison

The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 7.01%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 23.34%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DDLSGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

23.34%

-16.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

54.11%

-44.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

64.17%

-48.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

47.24%

-33.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

47.24%

-31.65%