DDLS vs. LPLA
DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund) is Foreign Small & Mid Cap Equities fund tracking the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index, while LPLA (LPL Financial Holdings Inc.) is a stock. Over the past 10 years, DDLS returned 9.67%/yr vs 30.49%/yr for LPLA. At a 0.41 correlation, their price movements are largely independent.
Performance
DDLS vs. LPLA - Performance Comparison
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Returns By Period
In the year-to-date period, DDLS achieves a 4.43% return, which is significantly higher than LPLA's -17.21% return. Over the past 10 years, DDLS has underperformed LPLA with an annualized return of 9.67%, while LPLA has yielded a comparatively higher 30.49% annualized return.
DDLS
- 1D
- -1.41%
- 1M
- -1.69%
- YTD
- 4.43%
- 6M
- 5.16%
- 1Y
- 19.70%
- 3Y*
- 17.27%
- 5Y*
- 9.74%
- 10Y*
- 9.67%
LPLA
- 1D
- -0.85%
- 1M
- 3.26%
- YTD
- -17.21%
- 6M
- -21.00%
- 1Y
- -20.88%
- 3Y*
- 12.80%
- 5Y*
- 16.75%
- 10Y*
- 30.49%
DDLS vs. LPLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 4.43% | 27.97% | 10.22% | 15.25% | -10.13% | 17.75% | -2.95% | 24.84% | -16.92% | 26.91% |
LPLA LPL Financial Holdings Inc. | -17.21% | 9.76% | 44.12% | 5.88% | 35.69% | 54.63% | 14.58% | 52.95% | 8.53% | 66.03% |
Correlation
The correlation between DDLS and LPLA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2016 | 0.41 |
Over the past year, the correlation between DDLS and LPLA has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
DDLS vs. LPLA — Risk / Return Rank
DDLS
LPLA
DDLS vs. LPLA - 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 LPL Financial Holdings Inc. (LPLA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DDLS | LPLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.92 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.63 | +2.48 |
| Martin ratioReturn relative to average drawdown | 6.69 | -1.26 | +7.95 |
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Drawdowns
DDLS vs. LPLA - Drawdown Comparison
The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum LPLA drawdown of -69.32%. Use the drawdown chart below to compare losses from any high point for DDLS and LPLA.
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Drawdown Indicators
| DDLS | LPLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.80% | -69.32% | +32.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.69% | -33.12% | +22.43% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -33.18% | +21.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -33.18% | +13.31% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | -60.34% | +23.54% |
Current DrawdownCurrent decline from peak | -4.38% | -25.77% | +21.39% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -13.94% | +8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 16.62% | -13.67% |
Volatility
DDLS vs. LPLA - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 4.47%, while LPL Financial Holdings Inc. (LPLA) has a volatility of 10.13%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than LPLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDLS | LPLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 10.13% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 27.87% | -16.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.31% | 36.40% | -23.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 36.02% | -22.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 37.94% | -22.35% |
Dividends
DDLS vs. LPLA - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.59%, more than LPLA's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.59% | 3.80% | 4.11% | 4.05% | 5.44% | 3.18% | 3.16% | 3.68% | 1.75% | 1.60% | 3.47% | 0.00% |
LPLA LPL Financial Holdings Inc. | 0.41% | 0.34% | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% |
Frequently Asked Questions
DDLS and LPLA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LPLA has higher volatility (10.13%) compared to DDLS (4.47%). In terms of maximum drawdown, DDLS dropped -36.80% vs LPLA's -69.32%.
DDLS currently has the higher Sharpe Ratio (1.49 vs -0.58), 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.
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