DDLS vs. NTSX
DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - DDLS is a Foreign Small & Mid Cap Equities fund tracking the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. DDLS is passively managed, while NTSX is actively managed. Over the past 5 years, DDLS returned 9.74%/yr vs 8.85%/yr for NTSX. A 0.68 correlation means they provide meaningful diversification when combined. DDLS charges 0.48%/yr vs 0.20%/yr for NTSX.
Performance
DDLS vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, DDLS achieves a 4.43% return, which is significantly lower than NTSX's 6.46% 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%
NTSX
- 1D
- -0.89%
- 1M
- -0.87%
- YTD
- 6.46%
- 6M
- 5.53%
- 1Y
- 21.24%
- 3Y*
- 18.24%
- 5Y*
- 8.85%
- 10Y*
- —
DDLS vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -14.03% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.46% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between DDLS and NTSX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.68 |
The correlation between DDLS and NTSX has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.
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Return for Risk
DDLS vs. NTSX — Risk / Return Rank
DDLS
NTSX
DDLS vs. NTSX - 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 WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.33 | -0.48 |
| Martin ratioReturn relative to average drawdown | 6.69 | 9.93 | -3.24 |
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Drawdowns
DDLS vs. NTSX - Drawdown Comparison
The maximum DDLS drawdown since its inception was -36.80%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DDLS and NTSX.
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Drawdown Indicators
| DDLS | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.80% | -31.34% | -5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.69% | -9.16% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -16.82% | +5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -31.34% | +11.47% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | — | — |
Current DrawdownCurrent decline from peak | -4.38% | -3.02% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -6.76% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.14% | +0.81% |
Volatility
DDLS vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 4.47%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.26%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDLS | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 5.26% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 10.56% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.31% | 13.13% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 17.17% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 18.29% | -2.70% |
DDLS vs. NTSX - Expense Ratio Comparison
DDLS has a 0.48% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
DDLS vs. NTSX - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.59%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% |
Frequently Asked Questions
DDLS and NTSX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (5.26%) compared to DDLS (4.47%). In terms of maximum drawdown, DDLS dropped -36.80% vs NTSX's -31.34%.
On 5-year performance, DDLS leads with 9.74% vs 8.85% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, DDLS has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DDLS has performed better with a 9.74% return vs 8.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.48% for DDLS.
DDLS has the higher dividend yield at 3.59%, compared with 1.10% for NTSX.
DDLS is categorized as Foreign Small & Mid Cap Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.48% for DDLS and 0.20% for NTSX.
NTSX currently has the higher Sharpe Ratio (1.63 vs 1.49), 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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