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DDLS vs. NISM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDLS vs. NISM - 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 NYLI International Small-Mid Cap Equity ETF (NISM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

NISM

1D
-0.48%
1M
0.90%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*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
$2.13K$1.70K$7.87K

DDLS vs. NISM - Yearly Performance Comparison


Correlation

The correlation between DDLS and NISM is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 13, 2026

0.77

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Return for Risk

DDLS vs. NISM — 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

NISM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NISM - 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 NYLI International Small-Mid Cap Equity ETF (NISM). 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.


DDLSNISMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.48

Martin ratioReturn relative to average drawdown

5.06

DDLS vs. NISM - Sharpe Ratio Comparison


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Drawdowns

DDLS vs. NISM - Drawdown Comparison

The maximum DDLS drawdown since its inception was -36.80%, which is greater than NISM's maximum drawdown of -4.35%. Use the drawdown chart below to compare losses from any high point for DDLS and NISM.


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Drawdown Indicators


DDLSNISMDifference

Max Drawdown

Largest peak-to-trough decline

-36.80%

-4.35%

-32.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

Max Drawdown (10Y)

Largest decline over 10 years

-36.80%

Current Drawdown

Current decline from peak

-2.78%

-0.68%

-2.10%

Average Drawdown

Average peak-to-trough decline

-5.67%

-1.80%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

Volatility

DDLS vs. NISM - Volatility Comparison


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Volatility by Period


DDLSNISMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

14.26%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

14.26%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

14.26%

+1.19%

DDLS vs. NISM - Expense Ratio Comparison

DDLS has a 0.48% expense ratio, which is lower than NISM's 0.70% expense ratio.


Dividends

DDLS vs. NISM - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.64%, more than NISM's 0.24% yield.


PositionTTM2025202420232022202120202019201820172016
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%
NISM
NYLI International Small-Mid Cap Equity ETF
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DDLS and NISM have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDLS is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDLS is cheaper with a 0.48% expense ratio, compared with 0.70% for NISM.

DDLS has the higher dividend yield at 3.64%, compared with 0.24% for NISM.

They also come from different issuers: WisdomTree and New York Life. Their fees differ too: 0.48% for DDLS and 0.70% for NISM.

Portfolio Optimizer

Find the right allocation for DDLS and NISM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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