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DDLS vs. SMCWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDLS and SMCWX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DDLS vs. SMCWX - 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 American Funds SMALLCAP World Fund Class A (SMCWX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
104.76%
56.62%
DDLS
SMCWX

Key characteristics

Sharpe Ratio

DDLS:

0.68

SMCWX:

-0.12

Sortino Ratio

DDLS:

1.04

SMCWX:

-0.04

Omega Ratio

DDLS:

1.14

SMCWX:

1.00

Calmar Ratio

DDLS:

0.94

SMCWX:

-0.05

Martin Ratio

DDLS:

3.36

SMCWX:

-0.34

Ulcer Index

DDLS:

3.25%

SMCWX:

6.15%

Daily Std Dev

DDLS:

16.19%

SMCWX:

18.39%

Max Drawdown

DDLS:

-36.80%

SMCWX:

-61.27%

Current Drawdown

DDLS:

-0.04%

SMCWX:

-31.45%

Returns By Period

In the year-to-date period, DDLS achieves a 4.13% return, which is significantly higher than SMCWX's -5.76% return.


DDLS

YTD

4.13%

1M

0.69%

6M

6.07%

1Y

11.68%

5Y*

13.27%

10Y*

N/A

SMCWX

YTD

-5.76%

1M

-2.17%

6M

-7.33%

1Y

-1.42%

5Y*

5.09%

10Y*

2.70%

*Annualized

Compare stocks, funds, or ETFs

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DDLS vs. SMCWX - Expense Ratio Comparison

DDLS has a 0.48% expense ratio, which is lower than SMCWX's 1.02% expense ratio.


Expense ratio chart for SMCWX: current value is 1.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMCWX: 1.02%
Expense ratio chart for DDLS: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DDLS: 0.48%

Risk-Adjusted Performance

DDLS vs. SMCWX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDLS
The Risk-Adjusted Performance Rank of DDLS is 7272
Overall Rank
The Sharpe Ratio Rank of DDLS is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DDLS is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DDLS is 6767
Omega Ratio Rank
The Calmar Ratio Rank of DDLS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DDLS is 7676
Martin Ratio Rank

SMCWX
The Risk-Adjusted Performance Rank of SMCWX is 1515
Overall Rank
The Sharpe Ratio Rank of SMCWX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SMCWX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SMCWX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SMCWX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of SMCWX is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DDLS vs. SMCWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and American Funds SMALLCAP World Fund Class A (SMCWX). 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.


The chart of Sharpe ratio for DDLS, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.00
DDLS: 0.68
SMCWX: -0.12
The chart of Sortino ratio for DDLS, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
DDLS: 1.04
SMCWX: -0.04
The chart of Omega ratio for DDLS, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
DDLS: 1.14
SMCWX: 1.00
The chart of Calmar ratio for DDLS, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.00
DDLS: 0.94
SMCWX: -0.05
The chart of Martin ratio for DDLS, currently valued at 3.36, compared to the broader market0.0020.0040.0060.00
DDLS: 3.36
SMCWX: -0.34

The current DDLS Sharpe Ratio is 0.68, which is higher than the SMCWX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of DDLS and SMCWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.68
-0.12
DDLS
SMCWX

Dividends

DDLS vs. SMCWX - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.64%, more than SMCWX's 0.63% yield.


TTM20242023202220212020201920182017201620152014
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.64%4.11%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.46%0.00%0.00%
SMCWX
American Funds SMALLCAP World Fund Class A
0.63%0.60%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.00%10.48%

Drawdowns

DDLS vs. SMCWX - Drawdown Comparison

The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum SMCWX drawdown of -61.27%. Use the drawdown chart below to compare losses from any high point for DDLS and SMCWX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.04%
-31.45%
DDLS
SMCWX

Volatility

DDLS vs. SMCWX - Volatility Comparison

WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) and American Funds SMALLCAP World Fund Class A (SMCWX) have volatilities of 10.85% and 11.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.85%
11.39%
DDLS
SMCWX