DDLS vs. ORCL
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 ORCL (Oracle Corporation) is a stock. Over the past 10 years, DDLS returned 10.19%/yr vs 18.60%/yr for ORCL. At a 0.39 correlation, their price movements are largely independent.
Performance
DDLS vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, DDLS achieves a 6.60% return, which is significantly higher than ORCL's -4.95% return. Over the past 10 years, DDLS has underperformed ORCL with an annualized return of 10.19%, while ORCL has yielded a comparatively higher 18.60% annualized return.
DDLS
- 1D
- 0.15%
- 1M
- 0.68%
- YTD
- 6.60%
- 6M
- 8.68%
- 1Y
- 22.28%
- 3Y*
- 16.89%
- 5Y*
- 9.76%
- 10Y*
- 10.19%
ORCL
- 1D
- 0.02%
- 1M
- -4.57%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -13.59%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
DDLS vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 6.60% | 27.97% | 10.22% | 15.25% | -10.13% | 17.75% | -2.95% | 24.84% | -16.92% | 26.91% |
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between DDLS and ORCL is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2016 | 0.39 |
Over the past year, the correlation between DDLS and ORCL has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
DDLS vs. ORCL — Risk / Return Rank
DDLS
ORCL
DDLS vs. ORCL - 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 Oracle Corporation (ORCL). 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 | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.04 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | -0.12 | +2.15 |
| Martin ratioReturn relative to average drawdown | 7.42 | -0.20 | +7.62 |
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Drawdowns
DDLS vs. ORCL - Drawdown Comparison
The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for DDLS and ORCL.
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Drawdown Indicators
| DDLS | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.80% | -84.19% | +47.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.69% | -58.25% | +47.56% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -58.25% | +46.59% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -58.25% | +38.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | -58.25% | +21.45% |
Current DrawdownCurrent decline from peak | -2.39% | -43.48% | +41.09% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -29.11% | +23.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 35.41% | -32.49% |
Volatility
DDLS vs. ORCL - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 4.55%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDLS | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 23.44% | -18.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 43.42% | -32.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 65.91% | -52.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 42.16% | -28.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 35.12% | -19.52% |
Dividends
DDLS vs. ORCL - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.52%, more than ORCL's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.52% | 3.80% | 4.11% | 4.05% | 5.44% | 3.18% | 3.16% | 3.68% | 1.75% | 1.60% | 3.47% | 0.00% |
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Frequently Asked Questions
DDLS and ORCL have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.44%) compared to DDLS (4.55%). In terms of maximum drawdown, DDLS dropped -36.80% vs ORCL's -84.19%.
DDLS currently has the higher Sharpe Ratio (1.64 vs -0.11), 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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