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

Correlation

The correlation between DLS and DDLS 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

DLS vs. DDLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International SmallCap Dividend (DLS) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
72.18%
104.20%
DLS
DDLS

Key characteristics

Sharpe Ratio

DLS:

0.76

DDLS:

0.70

Sortino Ratio

DLS:

1.13

DDLS:

1.06

Omega Ratio

DLS:

1.15

DDLS:

1.15

Calmar Ratio

DLS:

0.99

DDLS:

0.96

Martin Ratio

DLS:

2.64

DDLS:

3.45

Ulcer Index

DLS:

4.77%

DDLS:

3.25%

Daily Std Dev

DLS:

16.66%

DDLS:

16.19%

Max Drawdown

DLS:

-63.09%

DDLS:

-36.80%

Current Drawdown

DLS:

-0.09%

DDLS:

-0.32%

Returns By Period

In the year-to-date period, DLS achieves a 8.74% return, which is significantly higher than DDLS's 3.84% return.


DLS

YTD

8.74%

1M

0.89%

6M

6.53%

1Y

11.79%

5Y*

10.77%

10Y*

4.56%

DDLS

YTD

3.84%

1M

-0.10%

6M

5.42%

1Y

10.81%

5Y*

13.22%

10Y*

N/A

*Annualized

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DLS vs. DDLS - Expense Ratio Comparison

DLS has a 0.58% expense ratio, which is higher than DDLS's 0.48% expense ratio.


Expense ratio chart for DLS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DLS: 0.58%
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

DLS vs. DDLS — Risk-Adjusted Performance Rank

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

DLS
The Risk-Adjusted Performance Rank of DLS is 7474
Overall Rank
The Sharpe Ratio Rank of DLS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DLS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DLS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DLS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DLS is 7070
Martin Ratio Rank

DDLS
The Risk-Adjusted Performance Rank of DDLS is 7373
Overall Rank
The Sharpe Ratio Rank of DDLS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DDLS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DDLS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DDLS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DDLS is 7777
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.

DLS vs. DDLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS). 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 DLS, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.00
DLS: 0.76
DDLS: 0.70
The chart of Sortino ratio for DLS, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
DLS: 1.13
DDLS: 1.06
The chart of Omega ratio for DLS, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
DLS: 1.15
DDLS: 1.15
The chart of Calmar ratio for DLS, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.0012.00
DLS: 0.99
DDLS: 0.96
The chart of Martin ratio for DLS, currently valued at 2.64, compared to the broader market0.0020.0040.0060.00
DLS: 2.64
DDLS: 3.45

The current DLS Sharpe Ratio is 0.76, which is comparable to the DDLS Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DLS and DDLS, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.76
0.70
DLS
DDLS

Dividends

DLS vs. DDLS - Dividend Comparison

DLS's dividend yield for the trailing twelve months is around 3.96%, more than DDLS's 3.65% yield.


TTM20242023202220212020201920182017201620152014
DLS
WisdomTree International SmallCap Dividend
3.96%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.65%4.11%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.46%0.00%0.00%

Drawdowns

DLS vs. DDLS - Drawdown Comparison

The maximum DLS drawdown since its inception was -63.09%, which is greater than DDLS's maximum drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for DLS and DDLS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.09%
-0.32%
DLS
DDLS

Volatility

DLS vs. DDLS - Volatility Comparison

The current volatility for WisdomTree International SmallCap Dividend (DLS) is 10.22%, while WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) has a volatility of 10.86%. This indicates that DLS experiences smaller price fluctuations and is considered to be less risky than DDLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.22%
10.86%
DLS
DDLS