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DLS vs. GDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLS vs. GDE - Performance Comparison

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

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DLS vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DLS
WisdomTree International SmallCap Dividend
0.81%34.11%3.06%15.33%-11.51%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
2.08%73.76%44.79%33.85%-18.67%

Returns By Period

In the year-to-date period, DLS achieves a 0.81% return, which is significantly lower than GDE's 2.08% 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%

GDE

1D
5.90%
1M
-13.55%
YTD
2.08%
6M
14.59%
1Y
60.26%
3Y*
44.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DLS vs. GDE - Expense Ratio Comparison

DLS has a 0.58% expense ratio, which is higher than GDE's 0.20% expense ratio.


Return for Risk

DLS vs. GDE — Risk / Return Rank

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

DLS
DLS Risk / Return Rank: 8787
Overall Rank
DLS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DLS Sortino Ratio Rank: 8989
Sortino Ratio Rank
DLS Omega Ratio Rank: 9090
Omega Ratio Rank
DLS Calmar Ratio Rank: 8585
Calmar Ratio Rank
DLS Martin Ratio Rank: 8484
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 8989
Overall Rank
GDE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8989
Sortino Ratio Rank
GDE Omega Ratio Rank: 8989
Omega Ratio Rank
GDE Calmar Ratio Rank: 8989
Calmar Ratio Rank
GDE Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DLS vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.


DLSGDEDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.88

-0.04

Sortino ratio

Return per unit of downside risk

2.46

2.40

+0.06

Omega ratio

Gain probability vs. loss probability

1.38

1.36

+0.02

Calmar ratio

Return relative to maximum drawdown

2.43

2.79

-0.35

Martin ratio

Return relative to average drawdown

9.37

10.98

-1.61

DLS vs. GDE - Sharpe Ratio Comparison

The current DLS Sharpe Ratio is 1.84, which is comparable to the GDE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DLS and GDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DLSGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.88

-0.04

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

1.11

-0.79

Correlation

The correlation between DLS and GDE is 0.62, 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.


Dividends

DLS vs. GDE - Dividend Comparison

DLS's dividend yield for the trailing twelve months is around 3.70%, less than GDE's 4.23% yield.


TTM20252024202320222021202020192018201720162015
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%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.23%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DLS vs. GDE - Drawdown Comparison

The maximum DLS drawdown since its inception was -63.13%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for DLS and GDE.


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Drawdown Indicators


DLSGDEDifference

Max Drawdown

Largest peak-to-trough decline

-63.13%

-32.01%

-31.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-22.66%

+11.62%

Max Drawdown (5Y)

Largest decline over 5 years

-32.22%

Max Drawdown (10Y)

Largest decline over 10 years

-44.77%

Current Drawdown

Current decline from peak

-8.49%

-17.41%

+8.92%

Average Drawdown

Average peak-to-trough decline

-13.74%

-7.74%

-6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

5.75%

-2.88%

Volatility

DLS vs. GDE - Volatility Comparison

The current volatility for WisdomTree International SmallCap Dividend (DLS) is 6.68%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 12.84%. This indicates that DLS experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLSGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

12.84%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

25.23%

-15.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

32.26%

-16.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

26.19%

-10.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

26.19%

-9.59%