USB vs. DLS
USB (U.S. Bancorp) is a stock, while DLS (WisdomTree International SmallCap Dividend) is Foreign Small & Mid Cap Equities fund tracking the WisdomTree International SmallCap Dividend Index. Over the past 10 years, USB returned 7.51%/yr vs 8.07%/yr for DLS. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
USB vs. DLS - Performance Comparison
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Returns By Period
In the year-to-date period, USB achieves a 11.60% return, which is significantly higher than DLS's 7.56% return. Over the past 10 years, USB has underperformed DLS with an annualized return of 7.51%, while DLS has yielded a comparatively higher 8.07% annualized return.
USB
- 1D
- 2.27%
- 1M
- 10.96%
- YTD
- 11.60%
- 6M
- 12.55%
- 1Y
- 42.92%
- 3Y*
- 27.50%
- 5Y*
- 4.36%
- 10Y*
- 7.51%
DLS
- 1D
- 0.13%
- 1M
- 0.56%
- YTD
- 7.56%
- 6M
- 9.92%
- 1Y
- 23.02%
- 3Y*
- 16.92%
- 5Y*
- 6.78%
- 10Y*
- 8.07%
USB vs. DLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USB U.S. Bancorp | 11.60% | 16.48% | 15.62% | 4.79% | -19.13% | 24.32% | -17.85% | 33.62% | -12.36% | 6.61% |
DLS WisdomTree International SmallCap Dividend | 7.56% | 34.11% | 3.06% | 15.33% | -17.31% | 11.71% | -1.28% | 22.20% | -18.95% | 31.83% |
Correlation
The correlation between USB and DLS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.53 |
The correlation between USB and DLS shifts across timeframes, from 0.43 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USB vs. DLS — Risk / Return Rank
USB
DLS
USB vs. DLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for U.S. Bancorp (USB) and WisdomTree International SmallCap Dividend (DLS). 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.
| USB | DLS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.97 | +0.45 |
| Martin ratioReturn relative to average drawdown | 6.02 | 7.11 | -1.09 |
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Drawdowns
USB vs. DLS - Drawdown Comparison
The maximum USB drawdown since its inception was -76.08%, which is greater than DLS's maximum drawdown of -63.13%. Use the drawdown chart below to compare losses from any high point for USB and DLS.
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Drawdown Indicators
| USB | DLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.08% | -63.13% | -12.95% |
Max Drawdown (1Y)Largest decline over 1 year | -16.21% | -11.04% | -5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | -12.69% | -17.94% |
Max Drawdown (5Y)Largest decline over 5 years | -52.13% | -32.22% | -19.91% |
Max Drawdown (10Y)Largest decline over 10 years | -52.13% | -44.77% | -7.36% |
Current DrawdownCurrent decline from peak | -1.88% | -2.36% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -15.63% | -13.63% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 3.06% | +3.47% |
Volatility
USB vs. DLS - Volatility Comparison
U.S. Bancorp (USB) has a higher volatility of 7.25% compared to WisdomTree International SmallCap Dividend (DLS) at 4.90%. This indicates that USB's price experiences larger fluctuations and is considered to be riskier than DLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USB | DLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 4.90% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.61% | 11.48% | +5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.27% | 13.81% | +8.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.82% | 15.64% | +14.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.31% | 16.68% | +13.63% |
Dividends
USB vs. DLS - Dividend Comparison
USB's dividend yield for the trailing twelve months is around 3.50%, which matches DLS's 3.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLS WisdomTree International SmallCap Dividend | 3.47% | 3.87% | 4.56% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% |
USB U.S. Bancorp | 3.50% | 3.82% | 4.14% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% |
Frequently Asked Questions
USB and DLS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USB has higher volatility (7.25%) compared to DLS (4.90%). In terms of maximum drawdown, USB dropped -76.08% vs DLS's -63.13%.
USB currently has the higher Sharpe Ratio (1.77 vs 1.58), 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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