DDLS vs. XOM
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 XOM (Exxon Mobil Corporation) is a stock. Over the past 10 years, DDLS returned 10.19%/yr vs 9.64%/yr for XOM. At a 0.33 correlation, their price movements are largely independent.
Performance
DDLS vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, DDLS achieves a 6.60% return, which is significantly lower than XOM's 23.81% return. Over the past 10 years, DDLS has outperformed XOM with an annualized return of 10.19%, while XOM has yielded a comparatively lower 9.64% annualized return.
DDLS
- 1D
- 0.15%
- 1M
- 0.00%
- YTD
- 6.60%
- 6M
- 8.68%
- 1Y
- 21.59%
- 3Y*
- 16.89%
- 5Y*
- 9.76%
- 10Y*
- 10.19%
XOM
- 1D
- 0.28%
- 1M
- -2.35%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 38.24%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
DDLS vs. XOM - 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% |
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between DDLS and XOM is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2016 | 0.33 |
The correlation between DDLS and XOM shifts across timeframes, from -0.12 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DDLS vs. XOM — Risk / Return Rank
DDLS
XOM
DDLS vs. XOM - 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 Exxon Mobil Corporation (XOM). 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 | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.45 | -0.42 |
| Martin ratioReturn relative to average drawdown | 7.42 | 6.56 | +0.86 |
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Drawdowns
DDLS vs. XOM - Drawdown Comparison
The maximum DDLS drawdown since its inception was -36.80%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for DDLS and XOM.
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Drawdown Indicators
| DDLS | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.80% | -62.40% | +25.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.69% | -15.69% | +5.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -18.92% | +7.26% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -20.51% | +0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | -61.34% | +24.54% |
Current DrawdownCurrent decline from peak | -2.39% | -13.68% | +11.29% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -10.20% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 5.84% | -2.92% |
Volatility
DDLS vs. XOM - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) is 4.55%, while Exxon Mobil Corporation (XOM) has a volatility of 9.08%. This indicates that DDLS experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDLS | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 9.08% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 20.51% | -9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 24.51% | -11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 26.77% | -12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 28.20% | -12.60% |
Dividends
DDLS vs. XOM - Dividend Comparison
DDLS's dividend yield for the trailing twelve months is around 3.52%, more than XOM's 2.78% 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% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
DDLS and XOM have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.08%) compared to DDLS (4.55%). In terms of maximum drawdown, DDLS dropped -36.80% vs XOM's -62.40%.
DDLS currently has the higher Sharpe Ratio (1.64 vs 1.57), 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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