ORCL vs. DDLS
ORCL (Oracle Corporation) is a stock, while DDLS (WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund) is Foreign Small & Mid Cap Equities fund tracking the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index. Over the past 10 years, ORCL returned 18.60%/yr vs 10.19%/yr for DDLS. At a 0.39 correlation, their price movements are largely independent.
Performance
ORCL vs. DDLS - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a -4.95% return, which is significantly lower than DDLS's 6.60% return. Over the past 10 years, ORCL has outperformed DDLS with an annualized return of 18.60%, while DDLS has yielded a comparatively lower 10.19% annualized return.
ORCL
- 1D
- 0.02%
- 1M
- -4.57%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -13.59%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
DDLS
- 1D
- 0.15%
- 1M
- 0.68%
- YTD
- 6.60%
- 6M
- 8.68%
- 1Y
- 22.28%
- 3Y*
- 16.89%
- 5Y*
- 9.76%
- 10Y*
- 10.19%
ORCL vs. DDLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 6.60% | 27.97% | 10.22% | 15.25% | -10.13% | 17.75% | -2.95% | 24.84% | -16.92% | 26.91% |
Correlation
The correlation between ORCL and DDLS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2016 | 0.39 |
Over the past year, the correlation between ORCL and DDLS has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
ORCL vs. DDLS — Risk / Return Rank
ORCL
DDLS
ORCL vs. DDLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) 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.
| ORCL | DDLS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.30 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.03 | -2.15 |
| Martin ratioReturn relative to average drawdown | -0.20 | 7.42 | -7.62 |
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Drawdowns
ORCL vs. DDLS - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than DDLS's maximum drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for ORCL and DDLS.
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Drawdown Indicators
| ORCL | DDLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -36.80% | -47.39% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -10.69% | -47.56% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -11.66% | -46.59% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -19.87% | -38.38% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -36.80% | -21.45% |
Current DrawdownCurrent decline from peak | -43.48% | -2.39% | -41.09% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -5.70% | -23.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 2.92% | +32.49% |
Volatility
ORCL vs. DDLS - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) at 4.55%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than DDLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | DDLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 4.55% | +18.89% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 11.06% | +32.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 13.26% | +52.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 13.82% | +28.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 15.60% | +19.52% |
Dividends
ORCL vs. DDLS - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, less than DDLS's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDLS WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 3.52% | 3.80% | 4.11% | 4.05% | 5.44% | 3.18% | 3.16% | 3.68% | 1.75% | 1.60% | 3.47% | 0.00% |
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Frequently Asked Questions
ORCL and DDLS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.44%) compared to DDLS (4.55%). In terms of maximum drawdown, ORCL dropped -84.19% vs DDLS's -36.80%.
DDLS currently has the higher Sharpe Ratio (1.64 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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