DLS vs. DXIV
Compare and contrast key facts about WisdomTree International SmallCap Dividend (DLS) and Dimensional International Vector Equity ETF (DXIV).
DLS and DXIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DLS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International SmallCap Dividend Index. It was launched on Jun 16, 2006. DXIV is an actively managed fund by Dimensional Fund Advisors. It was launched on Sep 10, 2024.
Performance
DLS vs. DXIV - Performance Comparison
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DLS vs. DXIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DLS WisdomTree International SmallCap Dividend | 0.81% | 34.11% | -4.10% |
DXIV Dimensional International Vector Equity ETF | 4.02% | 39.12% | -4.40% |
Returns By Period
In the year-to-date period, DLS achieves a 0.81% return, which is significantly lower than DXIV's 4.02% return.
DLS
- 1D
- 2.87%
- 1M
- -8.49%
- YTD
- 0.81%
- 6M
- 3.77%
- 1Y
- 28.41%
- 3Y*
- 14.79%
- 5Y*
- 6.64%
- 10Y*
- 7.35%
DXIV
- 1D
- 2.83%
- 1M
- -7.40%
- YTD
- 4.02%
- 6M
- 10.85%
- 1Y
- 33.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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DLS vs. DXIV - Expense Ratio Comparison
DLS has a 0.58% expense ratio, which is higher than DXIV's 0.30% expense ratio.
Return for Risk
DLS vs. DXIV — Risk / Return Rank
DLS
DXIV
DLS vs. DXIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and Dimensional International Vector Equity ETF (DXIV). 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.
| DLS | DXIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 2.04 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.46 | 2.76 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.95 | -0.52 |
Martin ratioReturn relative to average drawdown | 9.37 | 11.97 | -2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLS | DXIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.04 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.53 | -1.21 |
Correlation
The correlation between DLS and DXIV is 0.93, 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
DLS vs. DXIV - Dividend Comparison
DLS's dividend yield for the trailing twelve months is around 3.70%, more than DXIV's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLS WisdomTree International SmallCap Dividend | 3.70% | 3.87% | 4.56% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% |
DXIV Dimensional International Vector Equity ETF | 2.44% | 2.50% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DLS vs. DXIV - Drawdown Comparison
The maximum DLS drawdown since its inception was -63.13%, which is greater than DXIV's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DLS and DXIV.
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Drawdown Indicators
| DLS | DXIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.13% | -13.71% | -49.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.04% | -11.05% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -32.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.77% | — | — |
Current DrawdownCurrent decline from peak | -8.49% | -7.40% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -2.47% | -11.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.73% | +0.14% |
Volatility
DLS vs. DXIV - Volatility Comparison
WisdomTree International SmallCap Dividend (DLS) and Dimensional International Vector Equity ETF (DXIV) have volatilities of 6.68% and 6.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLS | DXIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 6.95% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 10.28% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.59% | 16.63% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 15.41% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 15.41% | +1.19% |