DLS vs. VEA
Compare and contrast key facts about WisdomTree International SmallCap Dividend (DLS) and Vanguard FTSE Developed Markets ETF (VEA).
DLS and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both DLS and VEA 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 VEA.
Key characteristics
| DLS | VEA | |
|---|---|---|
| YTD Return | 0.69% | 2.64% |
| 1Y Return | 7.26% | 9.22% |
| 3Y Return (Ann) | -1.15% | 1.71% |
| 5Y Return (Ann) | 2.95% | 6.34% |
| 10Y Return (Ann) | 3.46% | 4.65% |
| Sharpe Ratio | 0.66 | 0.83 |
| Daily Std Dev | 13.34% | 12.73% |
| Max Drawdown | -63.09% | -60.70% |
| Current Drawdown | -9.36% | -2.77% |
Correlation
The correlation between DLS and VEA is 0.94, 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.
Performance
DLS vs. VEA - Performance Comparison
In the year-to-date period, DLS achieves a 0.69% return, which is significantly lower than VEA's 2.64% return. Over the past 10 years, DLS has underperformed VEA with an annualized return of 3.46%, while VEA has yielded a comparatively higher 4.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DLS vs. VEA - Expense Ratio Comparison
DLS has a 0.58% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
DLS vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
DLS's dividend yield for the trailing twelve months is around 4.03%, more than VEA's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEA Vanguard FTSE Developed Markets ETF | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
DLS vs. VEA - Drawdown Comparison
The maximum DLS drawdown since its inception was -63.09%, roughly equal to the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for DLS and VEA. For additional features, visit the drawdowns tool.
Volatility
DLS vs. VEA - Volatility Comparison
WisdomTree International SmallCap Dividend (DLS) has a higher volatility of 3.70% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.44%. This indicates that DLS's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.