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

Correlation

The correlation between DDLS and ISVL is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DDLS vs. ISVL - 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 iShares International Developed Small Cap Value Factor ETF (ISVL). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.72%
27.40%
DDLS
ISVL

Key characteristics

Sharpe Ratio

DDLS:

0.70

ISVL:

0.85

Sortino Ratio

DDLS:

1.06

ISVL:

1.29

Omega Ratio

DDLS:

1.15

ISVL:

1.18

Calmar Ratio

DDLS:

0.96

ISVL:

1.22

Martin Ratio

DDLS:

3.45

ISVL:

3.45

Ulcer Index

DDLS:

3.25%

ISVL:

4.44%

Daily Std Dev

DDLS:

16.19%

ISVL:

18.04%

Max Drawdown

DDLS:

-36.80%

ISVL:

-30.48%

Current Drawdown

DDLS:

-0.32%

ISVL:

0.00%

Returns By Period

In the year-to-date period, DDLS achieves a 3.84% return, which is significantly lower than ISVL's 11.48% return.


DDLS

YTD

3.84%

1M

-0.10%

6M

5.42%

1Y

10.81%

5Y*

13.22%

10Y*

N/A

ISVL

YTD

11.48%

1M

0.44%

6M

6.97%

1Y

14.70%

5Y*

N/A

10Y*

N/A

*Annualized

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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.


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%
Expense ratio chart for ISVL: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISVL: 0.30%

Risk-Adjusted Performance

DDLS vs. ISVL — 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

ISVL
The Risk-Adjusted Performance Rank of ISVL is 7979
Overall Rank
The Sharpe Ratio Rank of ISVL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ISVL is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ISVL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ISVL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ISVL is 7777
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. 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.


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
ISVL: 0.85
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
ISVL: 1.29
The chart of Omega ratio for DDLS, currently valued at 1.15, compared to the broader market0.501.001.502.00
DDLS: 1.15
ISVL: 1.18
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
ISVL: 1.22
The chart of Martin ratio for DDLS, currently valued at 3.45, compared to the broader market0.0020.0040.0060.00
DDLS: 3.45
ISVL: 3.45

The current DDLS Sharpe Ratio is 0.70, which is comparable to the ISVL Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of DDLS and ISVL, 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
0.85
DDLS
ISVL

Dividends

DDLS vs. ISVL - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.65%, more than ISVL's 3.51% yield.


TTM202420232022202120202019201820172016
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%
ISVL
iShares International Developed Small Cap Value Factor ETF
3.51%3.91%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.32%
0
DDLS
ISVL

Volatility

DDLS vs. ISVL - Volatility Comparison

The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 10.86%, while iShares International Developed Small Cap Value Factor ETF (ISVL) has a volatility of 12.40%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than ISVL 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%12.00%NovemberDecember2025FebruaryMarchApril
10.86%
12.40%
DDLS
ISVL