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

Key characteristics


DLSVYM
YTD Return3.16%8.61%
1Y Return14.58%20.91%
3Y Return (Ann)0.65%9.11%
5Y Return (Ann)3.92%10.55%
10Y Return (Ann)3.71%10.18%
Sharpe Ratio1.081.96
Daily Std Dev13.30%10.83%
Max Drawdown-63.09%-56.98%
Current Drawdown-7.13%0.00%

Correlation

0.76
-1.001.00

The correlation between DLS and VYM is 0.76, 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. VYM - Performance Comparison

In the year-to-date period, DLS achieves a 3.16% return, which is significantly lower than VYM's 8.61% return. Over the past 10 years, DLS has underperformed VYM with an annualized return of 3.71%, while VYM has yielded a comparatively higher 10.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
109.19%
310.01%
DLS
VYM

Compare stocks, funds, or ETFs


WisdomTree International SmallCap Dividend

Vanguard High Dividend Yield ETF

DLS vs. VYM - Expense Ratio Comparison

DLS has a 0.58% expense ratio, which is higher than VYM's 0.06% expense ratio.

DLS
WisdomTree International SmallCap Dividend
0.50%1.00%1.50%2.00%0.58%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

DLS vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and Vanguard High Dividend Yield ETF (VYM). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DLS
WisdomTree International SmallCap Dividend
1.08
VYM
Vanguard High Dividend Yield ETF
1.96

DLS vs. VYM - Sharpe Ratio Comparison

The current DLS Sharpe Ratio is 1.08, which is lower than the VYM Sharpe Ratio of 1.96. The chart below compares the 12-month rolling Sharpe Ratio of DLS and VYM.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.08
1.96
DLS
VYM

Dividends

DLS vs. VYM - Dividend Comparison

DLS's dividend yield for the trailing twelve months is around 3.93%, more than VYM's 2.83% yield.


TTM20232022202120202019201820172016201520142013
DLS
WisdomTree International SmallCap Dividend
3.93%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%3.89%
VYM
Vanguard High Dividend Yield ETF
2.83%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

DLS vs. VYM - Drawdown Comparison

The maximum DLS drawdown since its inception was -63.09%, which is greater than VYM's maximum drawdown of -56.98%. The drawdown chart below compares losses from any high point along the way for DLS and VYM


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.13%
0
DLS
VYM

Volatility

DLS vs. VYM - Volatility Comparison

WisdomTree International SmallCap Dividend (DLS) has a higher volatility of 3.00% compared to Vanguard High Dividend Yield ETF (VYM) at 2.32%. This indicates that DLS's price experiences larger fluctuations and is considered to be riskier than VYM 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%OctoberNovemberDecember2024FebruaryMarch
3.00%
2.32%
DLS
VYM