SHW vs. DDLS

Last updated Jun 13, 2026

SHW (The Sherwin-Williams Company) 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, SHW returned 13.58%/yr vs 10.19%/yr for DDLS. At a 0.41 correlation, their price movements are largely independent.

Performance

SHW vs. DDLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Sherwin-Williams Company (SHW) and WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHW achieves a -1.61% return, which is significantly lower than DDLS's 6.60% return. Over the past 10 years, SHW has outperformed DDLS with an annualized return of 13.58%, while DDLS has yielded a comparatively lower 10.19% annualized return.

SHW

• 1D: 0.13%
• 1M: 6.01%
• YTD: -1.61%
• 6M: -3.00%
• 1Y: -4.65%
• 3Y*: 9.64%
• 5Y*: 3.70%
• 10Y*: 13.58%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SHW vs. DDLS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SHW The Sherwin-Williams Company	-1.61%	-3.83%	9.90%	32.73%	-31.96%	44.90%	27.05%	49.70%	-3.23%	54.11%
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 SHW and DDLS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jan 7, 2016	0.41

Return for Risk

SHW vs. DDLS — Risk / Return Rank

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

SHW

SHW Risk / Return Rank: 24
SHW Sharpe Ratio Rank: 25
SHW Sortino Ratio Rank: 22
SHW Omega Ratio Rank: 23
SHW Calmar Ratio Rank: 27
SHW Martin Ratio Rank: 23

DDLS

DDLS Risk / Return Rank: 52
DDLS Sharpe Ratio Rank: 54
DDLS Sortino Ratio Rank: 56
DDLS Omega Ratio Rank: 55
DDLS Calmar Ratio Rank: 46
DDLS Martin Ratio Rank: 50

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.

SHW vs. DDLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) 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.

	SHW	DDLS	Difference
Sharpe ratio: Return per unit of total volatility	-0.40	1.64	-2.03
Sortino ratio: Return per unit of downside risk	-0.44	2.37	-2.80
Omega ratio: Gain probability vs. loss probability	0.95	1.30	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.47	2.03	-2.50
Martin ratio: Return relative to average drawdown	-0.99	7.42	-8.41

SHW vs. DDLS - Sharpe Ratio Comparison

The current SHW Sharpe Ratio is -0.40, which is lower than the DDLS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SHW and DDLS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SHW vs. DDLS - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.02%, which is greater than DDLS's maximum drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for SHW and DDLS.

Drawdown Indicators

	SHW	DDLS	Difference
Max Drawdown Largest peak-to-trough decline	-52.02%	-36.80%	-15.22%
Max Drawdown (1Y) Largest decline over 1 year	-21.36%	-10.69%	-10.67%
Max Drawdown (3Y) Largest decline over 3 years	-25.69%	-11.66%	-14.03%
Max Drawdown (5Y) Largest decline over 5 years	-42.46%	-19.87%	-22.59%
Max Drawdown (10Y) Largest decline over 10 years	-42.46%	-36.80%	-5.66%
Current Drawdown Current decline from peak	-19.53%	-2.39%	-17.14%
Average Drawdown Average peak-to-trough decline	-11.63%	-5.70%	-5.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.28%	2.92%	+7.36%

Volatility

SHW vs. DDLS - Volatility Comparison

The Sherwin-Williams Company (SHW) has a higher volatility of 9.00% compared to WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS) at 4.55%. This indicates that SHW'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.

Volatility by Period

	SHW	DDLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.00%	4.55%	+4.45%
Volatility (6M) Calculated over the trailing 6-month period	19.26%	11.06%	+8.20%
Volatility (1Y) Calculated over the trailing 1-year period	25.46%	13.26%	+12.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.27%	13.82%	+12.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.58%	15.60%	+10.98%

Dividends

SHW vs. DDLS - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 1.00%, 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%
SHW The Sherwin-Williams Company	1.00%	0.98%	0.84%	0.78%	1.01%	0.62%	0.73%	0.77%	0.87%	0.83%	1.25%	1.03%

Frequently Asked Questions

Can I hold both SHW and DDLS in my portfolio?

SHW and DDLS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHW or DDLS?

SHW has higher volatility (9.00%) compared to DDLS (4.55%). In terms of maximum drawdown, SHW dropped -52.02% vs DDLS's -36.80%.

Which has better risk-adjusted returns?

DDLS currently has the higher Sharpe Ratio (1.64 vs -0.40), 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.