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DDLS vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDLS vs. SBIT - 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 Proshares Ultrashort Bitcoin ETF (SBIT). 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 lower than SBIT's 39.44% 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%

SBIT

1D
5.60%
1M
-6.04%
6M
32.41%
YTD
39.44%
1Y
98.77%
3Y*
5Y*
10Y*
ALL TIME*
-42.65%
*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
$29.57M$32.71M$46.48M

DDLS vs. SBIT - Yearly Performance Comparison


Correlation

The correlation between DDLS and SBIT is -0.36, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.36

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.29

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Return for Risk

DDLS vs. SBIT — 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

SBIT
SBIT Risk / Return Rank: 5555
Overall Rank
SBIT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 5656
Sortino Ratio Rank
SBIT Omega Ratio Rank: 5252
Omega Ratio Rank
SBIT Calmar Ratio Rank: 6868
Calmar Ratio Rank
SBIT Martin Ratio Rank: 4646
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. SBIT - 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 Proshares Ultrashort Bitcoin ETF (SBIT). 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.


DDLSSBITDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.23

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.48

2.35

-0.87

Martin ratioReturn relative to average drawdown

5.06

5.19

-0.13

DDLS vs. SBIT - Sharpe Ratio Comparison

The current DDLS Sharpe Ratio is 1.20, which is comparable to the SBIT Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of DDLS and SBIT, 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. SBIT - Drawdown Comparison

The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for DDLS and SBIT.


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Drawdown Indicators


DDLSSBITDifference

Max Drawdown

Largest peak-to-trough decline

-36.80%

-91.35%

+54.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

-47.94%

+37.25%

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%

-77.87%

+75.09%

Average Drawdown

Average peak-to-trough decline

-5.67%

-69.07%

+63.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

21.67%

-18.54%

Volatility

DDLS vs. SBIT - Volatility Comparison

The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 3.33%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 18.09%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDLSSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

18.09%

-14.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

67.10%

-55.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

88.65%

-75.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

96.10%

-82.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

96.10%

-80.65%

DDLS vs. SBIT - Expense Ratio Comparison

DDLS has a 0.48% expense ratio, which is lower than SBIT's 0.95% expense ratio.


Dividends

DDLS vs. SBIT - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.64%, less than SBIT's 4.10% 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%
SBIT
Proshares Ultrashort Bitcoin ETF
4.03%0.52%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DDLS and SBIT have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (18.09%) compared to DDLS (3.33%). In terms of maximum drawdown, DDLS dropped -36.80% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 98.77% vs 15.89% for DDLS. On fees, DDLS is cheaper at 0.48% per year. On volatility, DDLS has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SBIT has performed better with a 98.77% return vs 15.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DDLS is cheaper with a 0.48% expense ratio, compared with 0.95% for SBIT.

SBIT has the higher dividend yield at 4.03%, compared with 3.64% for DDLS.

DDLS is categorized as Foreign Small & Mid Cap Equities, while SBIT is Cryptocurrency. DDLS tracks WisdomTree Dynamic Currency Hedged International SmallCap Equity Index, while SBIT tracks Bloomberg Bitcoin Index (-200%). They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.48% for DDLS and 0.95% for SBIT.

SBIT currently has the higher Sharpe Ratio (1.27 vs 1.20), 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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