VSS vs. DLS
Compare and contrast key facts about Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and WisdomTree International SmallCap Dividend (DLS).
VSS and DLS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSS is a passively managed fund by Vanguard that tracks the performance of the FTSE Global Small Cap ex US Index. It was launched on Apr 2, 2009. DLS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International SmallCap Dividend Index. It was launched on Jun 16, 2006. Both VSS and DLS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSS or DLS.
Performance
VSS vs. DLS - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VSS having a 2.97% return and DLS slightly lower at 2.93%. Over the past 10 years, VSS has underperformed DLS with an annualized return of 4.48%, while DLS has yielded a comparatively higher 4.76% annualized return.
VSS
2.97%
-5.17%
-2.00%
11.70%
4.42%
4.48%
DLS
2.93%
-5.24%
-1.93%
11.94%
2.67%
4.76%
Key characteristics
| VSS | DLS | |
|---|---|---|
| Sharpe Ratio | 0.84 | 0.92 |
| Sortino Ratio | 1.21 | 1.34 |
| Omega Ratio | 1.15 | 1.16 |
| Calmar Ratio | 0.58 | 0.69 |
| Martin Ratio | 4.38 | 4.59 |
| Ulcer Index | 2.53% | 2.77% |
| Daily Std Dev | 13.22% | 13.81% |
| Max Drawdown | -43.51% | -63.09% |
| Current Drawdown | -9.75% | -8.23% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VSS vs. DLS - Expense Ratio Comparison
VSS has a 0.07% expense ratio, which is lower than DLS's 0.58% expense ratio.
Correlation
The correlation between VSS and DLS is 0.94, 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.
Risk-Adjusted Performance
VSS vs. DLS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) 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.
Dividends
VSS vs. DLS - Dividend Comparison
VSS's dividend yield for the trailing twelve months is around 2.95%, less than DLS's 3.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.95% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
DLS WisdomTree International SmallCap Dividend | 3.97% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% | 3.89% |
Drawdowns
VSS vs. DLS - Drawdown Comparison
The maximum VSS drawdown since its inception was -43.51%, smaller than the maximum DLS drawdown of -63.09%. Use the drawdown chart below to compare losses from any high point for VSS and DLS. For additional features, visit the drawdowns tool.
Volatility
VSS vs. DLS - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) is 3.75%, while WisdomTree International SmallCap Dividend (DLS) has a volatility of 4.12%. This indicates that VSS experiences smaller price fluctuations and is considered to be less risky than DLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.