DDLS vs. ISVL
Compare and contrast key facts about WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and iShares International Developed Small Cap Value Factor ETF (ISVL).
DDLS and ISVL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDLS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index. It was launched on Jan 7, 2016. ISVL is a passively managed fund by iShares that tracks the performance of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. It was launched on Mar 23, 2021. Both DDLS and ISVL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DDLS or ISVL.
Performance
DDLS vs. ISVL - Performance Comparison
Returns By Period
In the year-to-date period, DDLS achieves a 7.49% return, which is significantly higher than ISVL's 5.19% return.
DDLS
7.49%
-3.79%
0.45%
14.68%
5.90%
N/A
ISVL
5.19%
-5.21%
-1.75%
16.34%
N/A
N/A
Key characteristics
| DDLS | ISVL | |
|---|---|---|
| Sharpe Ratio | 1.22 | 1.13 |
| Sortino Ratio | 1.70 | 1.59 |
| Omega Ratio | 1.21 | 1.20 |
| Calmar Ratio | 2.00 | 1.41 |
| Martin Ratio | 7.07 | 5.93 |
| Ulcer Index | 2.12% | 2.62% |
| Daily Std Dev | 12.26% | 13.76% |
| Max Drawdown | -36.80% | -30.48% |
| Current Drawdown | -5.87% | -7.76% |
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DDLS vs. ISVL - Expense Ratio Comparison
DDLS has a 0.48% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Correlation
The correlation between DDLS and ISVL is 0.92, 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.
Risk-Adjusted Performance
DDLS vs. ISVL - 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 iShares International Developed Small Cap Value Factor ETF (ISVL). 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.
Dividends
DDLS vs. ISVL - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.70%, more than ISVL's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.70% | 4.05% | 5.44% | 3.18% | 3.16% | 3.68% | 1.75% | 1.60% | 3.46% |
ISVL iShares International Developed Small Cap Value Factor ETF | 3.55% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DDLS vs. ISVL - Drawdown Comparison
The maximum DDLS drawdown since its inception was -36.80%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for DDLS and ISVL. For additional features, visit the drawdowns tool.
Volatility
DDLS vs. ISVL - Volatility Comparison
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and iShares International Developed Small Cap Value Factor ETF (ISVL) have volatilities of 3.40% and 3.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.