DLS vs. FNDC
Compare and contrast key facts about WisdomTree International SmallCap Dividend (DLS) and Schwab Fundamental International Small Co. Index ETF (FNDC).
DLS and FNDC 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. FNDC is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company Developed x US. It was launched on Aug 15, 2013. Both DLS and FNDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DLS or FNDC.
Performance
DLS vs. FNDC - Performance Comparison
Returns By Period
In the year-to-date period, DLS achieves a 2.93% return, which is significantly higher than FNDC's 2.10% return. Over the past 10 years, DLS has underperformed FNDC with an annualized return of 4.76%, while FNDC has yielded a comparatively higher 5.34% annualized return.
DLS
2.93%
-5.24%
-1.93%
11.94%
2.67%
4.76%
FNDC
2.10%
-4.77%
-1.38%
10.13%
4.13%
5.34%
Key characteristics
| DLS | FNDC | |
|---|---|---|
| Sharpe Ratio | 0.92 | 0.85 |
| Sortino Ratio | 1.34 | 1.24 |
| Omega Ratio | 1.16 | 1.15 |
| Calmar Ratio | 0.69 | 0.78 |
| Martin Ratio | 4.59 | 4.01 |
| Ulcer Index | 2.77% | 2.88% |
| Daily Std Dev | 13.81% | 13.62% |
| Max Drawdown | -63.09% | -43.22% |
| Current Drawdown | -8.23% | -8.23% |
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DLS vs. FNDC - Expense Ratio Comparison
DLS has a 0.58% expense ratio, which is higher than FNDC's 0.39% expense ratio.
Correlation
The correlation between DLS and FNDC is 0.96, 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.
Risk-Adjusted Performance
DLS vs. FNDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and Schwab Fundamental International Small Co. Index ETF (FNDC). 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.
Dividends
DLS vs. FNDC - Dividend Comparison
DLS's dividend yield for the trailing twelve months is around 3.97%, more than FNDC's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLS WisdomTree International SmallCap Dividend | 3.97% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% | 3.89% |
FNDC Schwab Fundamental International Small Co. Index ETF | 2.88% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
Drawdowns
DLS vs. FNDC - Drawdown Comparison
The maximum DLS drawdown since its inception was -63.09%, which is greater than FNDC's maximum drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for DLS and FNDC. For additional features, visit the drawdowns tool.
Volatility
DLS vs. FNDC - Volatility Comparison
WisdomTree International SmallCap Dividend (DLS) and Schwab Fundamental International Small Co. Index ETF (FNDC) have volatilities of 4.04% and 3.98%, 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.