DLS vs. NTSX
Compare and contrast key facts about WisdomTree International SmallCap Dividend (DLS) and WisdomTree U.S. Efficient Core Fund (NTSX).
DLS and NTSX 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. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Performance
DLS vs. NTSX - Performance Comparison
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DLS vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DLS WisdomTree International SmallCap Dividend | 0.81% | 34.11% | 3.06% | 15.33% | -17.31% | 11.71% | -1.28% | 22.20% | -15.16% |
NTSX WisdomTree U.S. Efficient Core Fund | -4.59% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Returns By Period
In the year-to-date period, DLS achieves a 0.81% return, which is significantly higher than NTSX's -4.59% 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%
NTSX
- 1D
- 2.78%
- 1M
- -5.47%
- YTD
- -4.59%
- 6M
- -2.72%
- 1Y
- 16.50%
- 3Y*
- 15.56%
- 5Y*
- 7.99%
- 10Y*
- —
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DLS vs. NTSX - Expense Ratio Comparison
DLS has a 0.58% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Return for Risk
DLS vs. NTSX — Risk / Return Rank
DLS
NTSX
DLS vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.90 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.46 | 1.32 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.20 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.54 | +0.90 |
Martin ratioReturn relative to average drawdown | 9.37 | 6.64 | +2.73 |
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 | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.90 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.47 | -0.04 |
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 | 0.62 | -0.30 |
Correlation
The correlation between DLS and NTSX is 0.70, 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. NTSX - Dividend Comparison
DLS's dividend yield for the trailing twelve months is around 3.70%, more than NTSX's 1.22% 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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.22% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Drawdowns
DLS vs. NTSX - Drawdown Comparison
The maximum DLS drawdown since its inception was -63.13%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DLS and NTSX.
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Drawdown Indicators
| DLS | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.13% | -31.34% | -31.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.04% | -11.13% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -32.22% | -31.34% | -0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -44.77% | — | — |
Current DrawdownCurrent decline from peak | -8.49% | -6.40% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -6.92% | -6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.57% | +0.30% |
Volatility
DLS vs. NTSX - Volatility Comparison
WisdomTree International SmallCap Dividend (DLS) has a higher volatility of 6.68% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 6.11%. This indicates that DLS's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLS | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 6.11% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.65% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.59% | 18.39% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 17.04% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 18.39% | -1.79% |