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NISM vs. DDLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NISM vs. DDLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI International Small-Mid Cap Equity ETF (NISM) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NISM

1D
-1.87%
1M
1.42%
6M
YTD
1Y
3Y*
5Y*
10Y*

DDLS

1D
-1.00%
1M
1.58%
6M
4.60%
YTD
5.87%
1Y
17.26%
3Y*
17.33%
5Y*
10.10%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NISM vs. DDLS - Yearly Performance Comparison


Correlation

The correlation between NISM and DDLS is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 13, 2026

0.61

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Return for Risk

NISM vs. DDLS — Risk / Return Rank

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

NISM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DDLS
DDLS Risk / Return Rank: 4242
Overall Rank
DDLS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DDLS Sortino Ratio Rank: 4444
Sortino Ratio Rank
DDLS Omega Ratio Rank: 4444
Omega Ratio Rank
DDLS Calmar Ratio Rank: 3636
Calmar Ratio Rank
DDLS Martin Ratio Rank: 4141
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.

NISM vs. DDLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI International Small-Mid Cap Equity ETF (NISM) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NISMDDLSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.62

Martin ratioReturn relative to average drawdown

5.69

NISM vs. DDLS - Sharpe Ratio Comparison


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Drawdowns

NISM vs. DDLS - Drawdown Comparison

The maximum NISM drawdown since its inception was -4.35%, smaller than the maximum DDLS drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for NISM and DDLS.


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Drawdown Indicators


NISMDDLSDifference

Max Drawdown

Largest peak-to-trough decline

-4.35%

-36.80%

+32.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

Max Drawdown (10Y)

Largest decline over 10 years

-36.80%

Current Drawdown

Current decline from peak

-2.00%

-3.06%

+1.06%

Average Drawdown

Average peak-to-trough decline

-1.68%

-5.69%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

Volatility

NISM vs. DDLS - Volatility Comparison


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Volatility by Period


NISMDDLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

13.24%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

13.83%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

15.53%

-0.98%

NISM vs. DDLS - Expense Ratio Comparison

NISM has a 0.70% expense ratio, which is higher than DDLS's 0.48% expense ratio.


Dividends

NISM vs. DDLS - Dividend Comparison

NISM's dividend yield for the trailing twelve months is around 0.24%, less than DDLS's 3.65% yield.


PositionTTM2025202420232022202120202019201820172016
DDLS
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
3.65%3.80%4.11%4.05%5.44%3.18%3.16%3.68%1.75%1.60%3.47%
NISM
NYLI International Small-Mid Cap Equity ETF
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NISM and DDLS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDLS is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDLS is cheaper with a 0.48% expense ratio, compared with 0.70% for NISM.

DDLS has the higher dividend yield at 3.65%, compared with 0.24% for NISM.

They also come from different issuers: New York Life Investment Management and WisdomTree. Their fees differ too: 0.70% for NISM and 0.48% for DDLS.

Portfolio Optimizer

Find the right allocation for NISM and DDLS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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