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DDLS vs. SMCWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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DDLS vs. SMCWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
1.35%27.97%10.22%15.25%-10.13%17.75%-2.95%24.84%-16.92%26.91%
SMCWX
American Funds SMALLCAP World Fund Class A
-4.37%14.07%2.33%18.86%-29.90%10.14%37.46%30.79%-9.75%26.85%

Returns By Period

In the year-to-date period, DDLS achieves a 1.35% return, which is significantly higher than SMCWX's -4.37% return. Over the past 10 years, DDLS has outperformed SMCWX with an annualized return of 9.66%, while SMCWX has yielded a comparatively lower 8.67% annualized return.


DDLS

1D
3.60%
1M
-7.10%
YTD
1.35%
6M
4.68%
1Y
27.90%
3Y*
15.63%
5Y*
9.60%
10Y*
9.66%

SMCWX

1D
-1.23%
1M
-11.33%
YTD
-4.37%
6M
-2.08%
1Y
16.75%
3Y*
7.63%
5Y*
-0.15%
10Y*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

DDLS vs. SMCWX — Risk / Return Rank

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

DDLS
DDLS Risk / Return Rank: 8787
Overall Rank
DDLS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DDLS Sortino Ratio Rank: 8888
Sortino Ratio Rank
DDLS Omega Ratio Rank: 8989
Omega Ratio Rank
DDLS Calmar Ratio Rank: 8484
Calmar Ratio Rank
DDLS Martin Ratio Rank: 8686
Martin Ratio Rank

SMCWX
SMCWX Risk / Return Rank: 4545
Overall Rank
SMCWX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SMCWX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SMCWX Omega Ratio Rank: 4040
Omega Ratio Rank
SMCWX Calmar Ratio Rank: 4646
Calmar Ratio Rank
SMCWX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDLS vs. SMCWX - 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 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.


DDLSSMCWXDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.89

+0.88

Sortino ratio

Return per unit of downside risk

2.45

1.34

+1.11

Omega ratio

Gain probability vs. loss probability

1.37

1.18

+0.20

Calmar ratio

Return relative to maximum drawdown

2.47

1.14

+1.33

Martin ratio

Return relative to average drawdown

10.02

4.44

+5.58

DDLS vs. SMCWX - Sharpe Ratio Comparison

The current DDLS Sharpe Ratio is 1.77, which is higher than the SMCWX Sharpe Ratio of 0.89. 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.


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Sharpe Ratios by Period


DDLSSMCWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.89

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.01

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.49

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.56

+0.06

Correlation

The correlation between DDLS and SMCWX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DDLS vs. SMCWX - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.70%, less than SMCWX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.70%3.80%4.11%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.47%0.00%
SMCWX
American Funds SMALLCAP World Fund Class A
5.07%4.84%0.60%0.64%0.00%9.24%1.60%4.24%7.06%4.48%0.35%6.49%

Drawdowns

DDLS vs. SMCWX - Drawdown Comparison

The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum SMCWX drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for DDLS and SMCWX.


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Drawdown Indicators


DDLSSMCWXDifference

Max Drawdown

Largest peak-to-trough decline

-36.80%

-62.46%

+25.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

-11.83%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-39.79%

+19.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.80%

-39.79%

+2.99%

Current Drawdown

Current decline from peak

-7.20%

-13.13%

+5.93%

Average Drawdown

Average peak-to-trough decline

-5.74%

-14.98%

+9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.03%

-0.40%

Volatility

DDLS vs. SMCWX - Volatility Comparison

WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) has a higher volatility of 7.18% compared to American Funds SMALLCAP World Fund Class A (SMCWX) at 6.50%. This indicates that DDLS's price experiences larger fluctuations and is considered to be riskier than SMCWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDLSSMCWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

6.50%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

11.32%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

17.64%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

17.99%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

17.72%

-2.13%