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

Correlation

The correlation between DLS and DDLS is 0.84, 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.


-0.50.00.51.00.8

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%JulyAugustSeptemberOctoberNovemberDecember
55.79%
91.98%
DLS
DDLS

Key characteristics

Sharpe Ratio

DLS:

0.34

DDLS:

0.87

Sortino Ratio

DLS:

0.56

DDLS:

1.23

Omega Ratio

DLS:

1.07

DDLS:

1.16

Calmar Ratio

DLS:

0.35

DDLS:

1.41

Martin Ratio

DLS:

1.36

DDLS:

4.18

Ulcer Index

DLS:

3.45%

DDLS:

2.52%

Daily Std Dev

DLS:

13.61%

DDLS:

12.16%

Max Drawdown

DLS:

-63.09%

DDLS:

-36.80%

Current Drawdown

DLS:

-9.60%

DDLS:

-5.76%

Returns By Period

In the year-to-date period, DLS achieves a 1.39% return, which is significantly lower than DDLS's 7.61% return.


DLS

YTD

1.39%

1M

-2.15%

6M

-0.73%

1Y

3.56%

5Y*

1.52%

10Y*

4.80%

DDLS

YTD

7.61%

1M

-0.43%

6M

2.34%

1Y

9.41%

5Y*

5.13%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DLS vs. DDLS - Expense Ratio Comparison

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


DLS
WisdomTree International SmallCap Dividend
Expense ratio chart for DLS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for DDLS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DLS, currently valued at 0.34, compared to the broader market0.002.004.000.340.87
The chart of Sortino ratio for DLS, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.000.561.23
The chart of Omega ratio for DLS, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.16
The chart of Calmar ratio for DLS, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.351.41
The chart of Martin ratio for DLS, currently valued at 1.36, compared to the broader market0.0020.0040.0060.0080.00100.001.364.18
DLS
DDLS

The current DLS Sharpe Ratio is 0.34, which is lower than the DDLS Sharpe Ratio of 0.87. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.34
0.87
DLS
DDLS

Dividends

DLS vs. DDLS - Dividend Comparison

DLS's dividend yield for the trailing twelve months is around 4.03%, more than DDLS's 3.69% yield.


TTM20232022202120202019201820172016201520142013
DLS
WisdomTree International SmallCap Dividend
4.03%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%3.89%
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.69%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.46%0.00%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.60%
-5.76%
DLS
DDLS

Volatility

DLS vs. DDLS - Volatility Comparison

WisdomTree International SmallCap Dividend (DLS) has a higher volatility of 3.29% compared to WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) at 2.55%. This indicates that DLS's price experiences larger fluctuations and is considered to be riskier than DDLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.29%
2.55%
DLS
DDLS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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