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DDLS vs. LPLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDLS vs. LPLA - 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 LPL Financial Holdings Inc. (LPLA). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

DDLS
DDLS Risk / Return Rank: 4747
Overall Rank
DDLS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DDLS Sortino Ratio Rank: 5050
Sortino Ratio Rank
DDLS Omega Ratio Rank: 5050
Omega Ratio Rank
DDLS Calmar Ratio Rank: 4242
Calmar Ratio Rank
DDLS Martin Ratio Rank: 4545
Martin Ratio Rank

LPLA
LPLA Risk / Return Rank: 3131
Overall Rank
LPLA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LPLA Sortino Ratio Rank: 3030
Sortino Ratio Rank
LPLA Omega Ratio Rank: 2929
Omega Ratio Rank
LPLA Calmar Ratio Rank: 3434
Calmar Ratio Rank
LPLA Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


DDLSLPLADifference
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

DDLS vs. LPLA - Sharpe Ratio Comparison

The current DDLS Sharpe Ratio is 1.20, which is higher than the LPLA Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of DDLS and LPLA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


DDLSLPLADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.78%

-11.03%

+8.25%

Average Drawdown

Average peak-to-trough decline

-5.67%

-13.98%

+8.31%

Ulcer Index

Depth 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


DDLSLPLADifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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