WisdomTree International SmallCp Div (DLS): Historical Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 2024
Live Update: May 23 2024, 09:42AM Eastern Time
Category: Stocks
WisdomTree International SmallCp Div (DLS) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
0.50%
1 Day
May 23 2024, 09:42AM Eastern Time
3.59%
Current Month
May 2024

In the last 30 Years, the WisdomTree International SmallCp Div (DLS) ETF obtained a 6.40% compound annual return, with a 16.74% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Small Cap
  • Style: Value
  • Region: Developed Markets
  • Country: Broad Developed Markets

The WisdomTree International SmallCp Div (DLS) ETF is part of the following Lazy Portfolios:

Portfolio Name Author DLS Weight Currency
Ultimate Buy&Hold FundAdvice 12.00% USD
Ultimate Buy and Hold Strategy Paul Merriman 10.00% USD
Robust Alpha Architect 7.50% USD
Larry Portfolio Larry Swedroe 7.50% USD
Big Rocks Portfolio Larry Swedroe 3.00% USD

Investment Returns as of Apr 30, 2024

The WisdomTree International SmallCp Div (DLS) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
WISDOMTREE INTERNATIONAL SMALLCP DIV (DLS) ETF
Consolidated returns as of 30 April 2024
Live Update: May 23 2024, 09:42AM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
WisdomTree International SmallCp Div (DLS) ETF 0.50 3.59 -2.18 16.12 5.44 2.53 3.29 6.40 10.37
US Inflation Adjusted return -2.48 14.02 2.02 -1.58 0.43 3.76 6.42
Returns over 1 year are annualized | Available data source: since Jan 1975
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%

In 2023, the WisdomTree International SmallCp Div (DLS) ETF granted a 3.98% dividend yield. If you are interested in getting periodic income, please refer to the WisdomTree International SmallCp Div (DLS) ETF: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 6.43$, with a total return of 543.05% (6.40% annualized).

The Inflation Adjusted Capital now would be 3.02$, with a net total return of 202.22% (3.76% annualized).
An investment of 1$, since January 1975, now would be worth 130.25$, with a total return of 12924.68% (10.37% annualized).

The Inflation Adjusted Capital now would be 21.58$, with a net total return of 2058.26% (6.42% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of WisdomTree International SmallCp Div (DLS) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
WISDOMTREE INTERNATIONAL SMALLCP DIV (DLS) ETF
Advanced Metrics
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~49Y)
Investment Return (%) -2.18 1.63 16.12 5.44 -1.36 2.53 3.29 6.63 6.40 10.37
Infl. Adjusted Return (%) details -2.48 0.48 14.02 2.02 -6.50 -1.58 0.43 3.92 3.76 6.42
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60 2.55 3.71
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -10.51 -29.87 -32.00 -35.42 -60.75 -60.75 -60.75
Start to Recovery (# months) details 5 32* 14 39 71 71 71
Start (yyyy mm) 2023 08 2021 09 2020 01 2018 02 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 3 26 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 19 11 13 55 55 55
End (yyyy mm) 2023 12 - 2021 02 2021 04 2013 09 2013 09 2013 09
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-29.87
same as
deepest

same as
deepest
-32.59 -32.59
Start to Recovery (# months) details 32* 84 84
Start (yyyy mm) 2023 08 2021 09 2021 09 2018 02 2007 11 1996 06 1996 06
Start to Bottom (# months) 3 13 13 26 16 28 28
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 1998 09 1998 09
Bottom to End (# months) 2 19 19 13 55 56 56
End (yyyy mm) 2023 12 - - 2021 04 2013 09 2003 05 2003 05
Longest negative period (# months) details 7 36* 54 76 78 107 149
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2017 07 2013 10 1994 05 1989 09
Period End (yyyy mm) 2023 11 2024 04 2023 10 2023 10 2020 03 2003 03 2002 01
Annualized Return (%) -3.61 -1.36 -0.54 -0.07 -0.31 -0.31 -0.01
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -11.36 -35.44 -35.44 -37.75 -61.40 -61.40 -61.40
Start to Recovery (# months) details 5 32* 32* 75* 76 76 76
Start (yyyy mm) 2023 08 2021 09 2021 09 2018 02 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 26 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 19 19 49 60 60 60
End (yyyy mm) 2023 12 - - - 2014 02 2014 02 2014 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-35.52 -36.71
Start to Recovery (# months) details 87 168
Start (yyyy mm) 2023 08 2021 09 2021 09 2018 02 2007 11 1996 06 1989 09
Start to Bottom (# months) 3 13 13 26 16 28 109
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 1998 09 1998 09
Bottom to End (# months) 2 19 19 49 60 59 59
End (yyyy mm) 2023 12 - - - 2014 02 2003 08 2003 08
Longest negative period (# months) details 7 36* 60* 115 199 199 199
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2014 05 2007 04 2007 04 2007 04
Period End (yyyy mm) 2023 11 2024 04 2024 04 2023 11 2023 10 2023 10 2023 10
Annualized Return (%) -6.27 -6.50 -1.58 -0.15 -0.07 -0.07 -0.07
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.23 16.71 19.30 16.11 17.86 16.74 16.39
Sharpe Ratio 0.01 -0.24 0.03 0.13 0.29 0.25 0.39
Sortino Ratio 0.02 -0.35 0.04 0.17 0.38 0.33 0.53
Ulcer Index 4.17 14.44 13.85 12.52 18.12 16.63 14.24
Ratio: Return / Standard Deviation 0.36 -0.08 0.13 0.20 0.37 0.38 0.63
Ratio: Return / Deepest Drawdown 0.52 -0.05 0.08 0.09 0.11 0.11 0.17
% Positive Months details 50% 50% 55% 57% 60% 57% 60%
Positive Months 6 18 33 69 144 208 357
Negative Months 6 18 27 51 96 152 235
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 3.29 13.20 16.36 24.26
Worst 10 Years Return (%) - Annualized 2.25 2.25 0.40
Best 10 Years Return (%) - Annualized 0.43 11.24 13.32 16.72
Worst 10 Years Return (%) - Annualized -0.52 -0.52 -2.63
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 89.97 46.13 34.09 16.36 10.85 6.40
Worst Rolling Return (%) - Annualized -53.09 -17.92 -6.22 2.25 6.55
% Positive Periods 63% 71% 78% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.25 20.85 13.22 7.80 6.07 5.10
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.74 3.42
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 86.72 42.17 30.30 13.32 8.51 3.76
Worst Rolling Return (%) - Annualized -53.56 -19.67 -8.09 -0.52 3.86
% Positive Periods 57% 62% 67% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.25 20.85 13.22 7.80 6.07 5.10
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.74 3.42
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1975 - Apr 2024)
Best Rolling Return (%) - Annualized 89.97 57.72 42.31 24.26 16.27 14.30
Worst Rolling Return (%) - Annualized -53.09 -17.92 -6.22 0.40 3.78 5.53
% Positive Periods 69% 78% 85% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.25 20.85 13.22 7.80 4.75 3.95
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.93 2.53
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 86.72 53.11 37.98 16.72 10.26 9.70
Worst Rolling Return (%) - Annualized -53.56 -19.67 -8.09 -2.63 0.92 3.10
% Positive Periods 60% 67% 75% 91% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.25 20.85 13.22 7.80 4.75 3.95
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.93 2.53
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of WisdomTree International SmallCp Div (DLS) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

WISDOMTREE INTERNATIONAL SMALLCP DIV (DLS) ETF
Monthly correlations as of 30 April 2024
Swipe left to see all data
Correlation vs DLS
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.85
0.87
0.84
0.74
0.74
SPY
US Large Cap
0.83
0.86
0.83
0.72
0.72
IJR
US Small Cap
0.93
0.87
0.79
0.71
0.71
VNQ
US REITs
0.92
0.83
0.68
0.61
0.61
QQQ
US Technology
0.61
0.71
0.72
0.52
0.53
PFF
Preferred Stocks
0.81
0.81
0.73
0.54
0.53
EFA
EAFE Stocks
0.96
0.95
0.94
0.89
0.86
VT
World All Countries
0.91
0.93
0.92
0.84
0.83
EEM
Emerging Markets
0.86
0.84
0.82
0.77
0.74
VGK
Europe
0.97
0.94
0.93
0.83
0.82
VPL
Pacific
0.91
0.93
0.92
0.85
0.79
FLLA
Latin America
0.83
0.74
0.65
0.66
0.66
BND
US Total Bond Market
0.85
0.51
0.39
0.19
0.19
TLT
Long Term Treasuries
0.87
0.13
0.04
-0.09
-0.08
BIL
US Cash
0.23
-0.05
-0.05
-0.08
-0.08
TIP
TIPS
0.87
0.54
0.46
0.25
0.25
LQD
Invest. Grade Bonds
0.87
0.66
0.57
0.38
0.38
HYG
High Yield Bonds
0.93
0.83
0.79
0.67
0.66
CWB
US Convertible Bonds
0.86
0.79
0.80
0.73
0.73
BNDX
International Bonds
0.77
0.50
0.36
0.22
0.23
EMB
Emerg. Market Bonds
0.94
0.84
0.75
0.56
0.56
GLD
Gold
0.24
0.27
0.16
0.22
0.21
DBC
Commodities
0.19
0.58
0.51
0.46
0.45

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

WISDOMTREE INTERNATIONAL SMALLCP DIV (DLS) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

WISDOMTREE INTERNATIONAL SMALLCP DIV (DLS) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the WisdomTree International SmallCp Div (DLS) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in WisdomTree International SmallCp Div (DLS) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the WisdomTree International SmallCp Div (DLS) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

WISDOMTREE INTERNATIONAL SMALLCP DIV (DLS) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
208 Positive Months (58%) - 152 Negative Months (42%)
357 Positive Months (60%) - 235 Negative Months (40%)
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(Scroll down to see all data)
Investment Returns, up to December 2006, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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