DDLS vs. VTI

Last updated Jun 3, 2026

DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund) and VTI (Vanguard Total Stock Market ETF) 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 VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, DDLS returned 9.83%/yr vs 15.13%/yr for VTI. A 0.69 correlation means they provide meaningful diversification when combined. DDLS charges 0.48%/yr vs 0.03%/yr for VTI.

Performance

DDLS vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDLS achieves a 6.61% return, which is significantly lower than VTI's 12.01% return. Over the past 10 years, DDLS has underperformed VTI with an annualized return of 9.83%, while VTI has yielded a comparatively higher 15.13% annualized return.

DDLS

• 1D: 0.37%
• 1M: 2.07%
• YTD: 6.61%
• 6M: 9.38%
• 1Y: 21.82%
• 3Y*: 17.46%
• 5Y*: 9.97%
• 10Y*: 9.83%

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DDLS vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund	6.61%	27.97%	10.22%	15.25%	-10.13%	17.75%	-2.95%	24.84%	-16.92%	26.91%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between DDLS and VTI is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jan 8, 2016	0.69

The correlation between DDLS and VTI has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.

DDLS vs. VTI - Sectors Allocation Comparison

Sectors	DDLS	VTI
Industrials	25.1%	9.8%
Financial Services	12.9%	12.0%
Consumer Cyclical	11.2%	10.0%
Basic Materials	8.0%	2.0%
Technology	7.8%	33.5%
Real Estate	6.3%	2.4%
Consumer Defensive	5.9%	4.7%
Communication Services	3.7%	10.3%
Energy	3.2%	3.7%
Healthcare	2.7%	9.2%
Utilities	2.0%	2.3%

Return for Risk

DDLS vs. VTI — Risk / Return Rank

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

DDLS

DDLS Risk / Return Rank: 48
DDLS Sharpe Ratio Rank: 48
DDLS Sortino Ratio Rank: 49
DDLS Omega Ratio Rank: 49
DDLS Calmar Ratio Rank: 43
DDLS Martin Ratio Rank: 48

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.

	DDLS	VTI	Difference
Sharpe ratio Return per unit of total volatility	1.70	2.48	-0.78
Sortino ratio Return per unit of downside risk	2.44	3.37	-0.93
Omega ratio Gain probability vs. loss probability	1.31	1.45	-0.13
Calmar ratio Return relative to maximum drawdown	2.21	3.44	-1.23
Martin ratio Return relative to average drawdown	8.30	15.88	-7.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DDLS vs. VTI - Sharpe Ratio Comparison

The current DDLS Sharpe Ratio is 1.70, which is lower than the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of DDLS and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DDLS	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	2.48	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.75	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.83	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.51	+0.14

Drawdowns

DDLS vs. VTI - Drawdown Comparison

The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DDLS and VTI.

Drawdown Indicators

	DDLS	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-36.80%	-55.45%	+18.65%
Max Drawdown (1Y) Largest decline over 1 year	-10.69%	-8.92%	-1.77%
Max Drawdown (3Y) Largest decline over 3 years	-11.66%	-19.30%	+7.64%
Max Drawdown (5Y) Largest decline over 5 years	-19.87%	-25.36%	+5.49%
Max Drawdown (10Y) Largest decline over 10 years	-36.80%	-35.00%	-1.80%
Current Drawdown Current decline from peak	-2.38%	0.00%	-2.38%
Average Drawdown Average peak-to-trough decline	-5.71%	-8.03%	+2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	1.93%	+0.91%

Volatility

DDLS vs. VTI - Volatility Comparison

WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) has a higher volatility of 3.97% compared to Vanguard Total Stock Market ETF (VTI) at 2.86%. This indicates that DDLS's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDLS	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	2.86%	+1.11%
Volatility (6M) Calculated over the trailing 6-month period	10.51%	9.11%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	12.96%	12.15%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.75%	17.40%	-3.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.60%	18.30%	-2.70%

DDLS vs. VTI - Expense Ratio Comparison

DDLS has a 0.48% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

DDLS vs. VTI - Dividend Comparison

DDLS's dividend yield for the trailing twelve months is around 3.51%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund	3.51%	3.80%	4.11%	4.05%	5.44%	3.18%	3.16%	3.68%	1.75%	1.60%	3.47%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both DDLS and VTI in my portfolio?

DDLS and VTI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDLS or VTI?

DDLS has higher volatility (3.97%) compared to VTI (2.86%). In terms of maximum drawdown, DDLS dropped -36.80% vs VTI's -55.45%.

Which ETF is better, DDLS or VTI?

On 10-year performance, VTI leads with 15.13% vs 9.83% for DDLS. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DDLS or VTI?

Over the 10-year period, VTI has performed better with a 15.13% return vs 9.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DDLS or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.48% for DDLS.

Which ETF pays a higher dividend yield, DDLS or VTI?

DDLS has the higher dividend yield at 3.51%, compared with 1.01% for VTI.

What is the main difference between DDLS and VTI?

DDLS is categorized as Foreign Small & Mid Cap Equities, while VTI is Large Cap Blend Equities. DDLS tracks WisdomTree Dynamic Currency Hedged International SmallCap Equity Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.48% for DDLS and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 vs 1.70), 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.