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DLS vs. VSS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DLS and VSS 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.


-0.50.00.51.00.9

Performance

DLS vs. VSS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International SmallCap Dividend (DLS) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). The values are adjusted to include any dividend payments, if applicable.

230.00%240.00%250.00%260.00%270.00%280.00%290.00%JulyAugustSeptemberOctoberNovemberDecember
254.84%
235.90%
DLS
VSS

Key characteristics

Sharpe Ratio

DLS:

0.34

VSS:

0.37

Sortino Ratio

DLS:

0.56

VSS:

0.58

Omega Ratio

DLS:

1.07

VSS:

1.07

Calmar Ratio

DLS:

0.35

VSS:

0.29

Martin Ratio

DLS:

1.36

VSS:

1.60

Ulcer Index

DLS:

3.45%

VSS:

3.01%

Daily Std Dev

DLS:

13.61%

VSS:

13.14%

Max Drawdown

DLS:

-63.09%

VSS:

-43.51%

Current Drawdown

DLS:

-9.60%

VSS:

-10.69%

Returns By Period

In the year-to-date period, DLS achieves a 1.39% return, which is significantly lower than VSS's 1.90% return. Both investments have delivered pretty close results over the past 10 years, with DLS having a 4.80% annualized return and VSS not far behind at 4.63%.


DLS

YTD

1.39%

1M

-2.15%

6M

-0.73%

1Y

3.56%

5Y*

1.52%

10Y*

4.80%

VSS

YTD

1.90%

1M

-1.45%

6M

-1.41%

1Y

3.79%

5Y*

3.56%

10Y*

4.63%

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DLS vs. VSS - Expense Ratio Comparison

DLS has a 0.58% expense ratio, which is higher than VSS's 0.07% expense ratio.


DLS
WisdomTree International SmallCap Dividend
Expense ratio chart for DLS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for VSS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

DLS vs. VSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). 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.


Sharpe ratio
The chart of Sharpe ratio for DLS, currently valued at 0.34, compared to the broader market0.002.004.000.340.37
The chart of Sortino ratio for DLS, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.000.560.58
The chart of Omega ratio for DLS, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.07
The chart of Calmar ratio for DLS, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.350.29
The chart of Martin ratio for DLS, currently valued at 1.36, compared to the broader market0.0020.0040.0060.0080.00100.001.361.60
DLS
VSS

The current DLS Sharpe Ratio is 0.34, which is comparable to the VSS Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of DLS and VSS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.34
0.37
DLS
VSS

Dividends

DLS vs. VSS - Dividend Comparison

DLS's dividend yield for the trailing twelve months is around 4.03%, more than VSS's 1.21% yield.


TTM20232022202120202019201820172016201520142013
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%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
1.21%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%2.71%

Drawdowns

DLS vs. VSS - Drawdown Comparison

The maximum DLS drawdown since its inception was -63.09%, which is greater than VSS's maximum drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for DLS and VSS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.60%
-10.69%
DLS
VSS

Volatility

DLS vs. VSS - Volatility Comparison

The current volatility for WisdomTree International SmallCap Dividend (DLS) is 3.29%, while Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) has a volatility of 3.65%. This indicates that DLS experiences smaller price fluctuations and is considered to be less risky than VSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.29%
3.65%
DLS
VSS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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