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 9.82%/yr vs 31.87%/yr for LPLA. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
DDLS vs. LPLA - Performance Comparison
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Returns By Period
In the year-to-date period, DDLS achieves a 6.18% return, which is significantly higher than LPLA's -0.77% return. Over the past 10 years, DDLS has underperformed LPLA with an annualized return of 9.82%, while LPLA has yielded a comparatively higher 31.87% annualized return.
DDLS
- 1D
- -0.54%
- 1M
- 0.38%
- 6M
- 2.11%
- YTD
- 6.18%
- 1Y
- 15.89%
- 3Y*
- 16.34%
- 5Y*
- 9.61%
- 10Y*
- 9.82%
- ALL TIME*
- 9.77%
LPLA
- 1D
- 4.28%
- 1M
- 19.83%
- 6M
- -2.77%
- YTD
- -0.77%
- 1Y
- -4.03%
- 3Y*
- 15.40%
- 5Y*
- 20.76%
- 10Y*
- 31.87%
- ALL TIME*
- 18.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $690.04K | $775.99K | $927.24K | |
| $245.98M | $229.65M | $293.81M |
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 | 6.18% | 27.97% | 10.22% | 15.25% | -10.13% | 17.75% | -2.95% | 24.84% | -16.92% | 26.91% |
LPLA LPL Financial Holdings Inc. | -0.77% | 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 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.20 - 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 | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.98 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | -0.32 | +1.80 |
| Martin ratioReturn relative to average drawdown | 5.06 | -0.63 | +5.69 |
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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% | -32.26% | +21.57% |
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 | -2.78% | -11.03% | +8.25% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -13.98% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 17.47% | -14.34% |
Volatility
DDLS vs. LPLA - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 3.33%, while LPL Financial Holdings Inc. (LPLA) has a volatility of 8.03%. 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 | 3.33% | 8.03% | -4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 28.77% | -17.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 37.05% | -23.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.77% | 36.02% | -22.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 37.84% | -22.39% |
Dividends
DDLS vs. LPLA - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.64%, more than LPLA's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.64% | 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. | 0.34% | 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 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LPLA has higher volatility (8.03%) compared to DDLS (3.33%). In terms of maximum drawdown, DDLS dropped -36.80% vs LPLA's -69.32%.
DDLS currently has the higher Sharpe Ratio (1.20 vs -0.28), 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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