DDLS vs GNMA

Comparison between WISDOMTREE DYNAMIC INTERNATIONAL SMALLCAP EQUITY FUND (DDLS, ETF) and ISHARES GNMA BOND ETF (GNMA, ETF).

5-Year PerformanceDDLS has outperformed GNMA, delivering a return of +10.0% compared to +0.6%

DDLS vs GNMA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DDLS(ETF)	GNMA(ETF)
Net Assets	$421M	$421M
Expense Ratio	0.48%	0.10%
Max Drawdown	39.42%	23.27%
Sharpe Ratio	0.85	-0.03
5Y Beta	0.62	0.05
5Y Dividends CAGR	16.34%	21.27%

Net Assets

DDLS

$421M

Winner

GNMA

$421M

Expense Ratio

DDLS

0.48%

Winner

GNMA

0.10%

Max Drawdown

DDLS

39.42%

Winner

GNMA

23.27%

Sharpe Ratio

Winner

DDLS

0.85

GNMA

-0.03

5Y Beta

DDLS

0.62

Winner

GNMA

0.05

5Y Dividends CAGR

DDLS

16.34%

Winner

GNMA

21.27%

DDLS vs GNMA - Historical Returns

Returns include dividend reinvestment.

Period	DDLS	GNMA
1 month	+2.86%	+0.66%
3 months	+2.09%	+0.04%
6 months	+0.94%	-1.25%
1 year	+15.29%	+3.67%
5 years(CAGR)	+9.95%	+0.56%
10 years(CAGR)	+9.87%	+1.18%
Max(CAGR)	+10.05%	+1.36%

Winner

DDLS

+2.86%

GNMA

+0.66%

Winner

DDLS

+2.09%

GNMA

+0.04%

Winner

DDLS

+0.94%

GNMA

-1.25%

Winner

DDLS

+15.29%

GNMA

+3.67%

5Y(CAGR)

Winner

DDLS

+9.95%

GNMA

+0.56%

10Y(CAGR)

Winner

DDLS

+9.87%

GNMA

+1.18%

Max(CAGR)

Winner

DDLS

+10.05%

GNMA

+1.36%

DDLS vs GNMA - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	DDLS	GNMA
2026	+9.59%	+1.08%
2025	+28.36%	+8.45%
2024	+11.28%	+1.71%
2023	+14.21%	+4.84%
2022	-10.87%	-10.46%
2021	+17.66%	-1.82%
2020	-4.05%	+3.43%
2019	+24.61%	+5.88%
2018	-17.35%	+0.79%
2017	+25.36%	+1.79%
2016	+14.45%	+0.96%
2015	N/A	+0.80%
2014	N/A	+6.51%
2013	N/A	-2.32%
2012	N/A	+1.55%

DDLS vs GNMA Drawdown Comparison

The maximum drawdown for DDLS was -36.80%, occurring on Mar 23, 2020. Recovery took 277 trading sessions.

The maximum drawdown for GNMA was -17.09%, occurring on Oct 20, 2022. Recovery took 1416 trading sessions.

The current GNMA drawdown is -1.25%.

Rank	DDLS	GNMA
#1	-36.80% Jan 2, 2020 - Feb 8, 2021	-17.09% Apr 8, 2020 - Nov 25, 2025
#2	-23.10% Jan 26, 2018 - Dec 16, 2019	-9.58% Aug 15, 2012 - Jan 20, 2016
#3	-19.88% Sep 3, 2021 - Dec 21, 2023	-3.06% Aug 10, 2016 - Sep 5, 2017
#4	-11.66% Mar 19, 2025 - Apr 28, 2025	-2.96% Sep 5, 2017 - Dec 28, 2018
#5	-10.69% Feb 26, 2026 - Aug 13, 2026	-2.61% Feb 27, 2026 - May 19, 2026
#6	-7.98% Apr 19, 2016 - Aug 16, 2016	-2.52% Mar 9, 2020 - Mar 24, 2020
#7	-7.49% Jul 16, 2024 - Aug 21, 2024	-1.33% Jun 15, 2012 - Jul 31, 2012
#8	-6.01% Sep 26, 2024 - Mar 17, 2025	-1.27% May 31, 2012 - Jun 15, 2012
#9	-4.18% Oct 27, 2025 - Nov 28, 2025	-1.25% Feb 11, 2016 - Jun 10, 2016
#10	-3.64% Aug 23, 2024 - Sep 19, 2024	-1.10% Aug 9, 2012 - Aug 15, 2012
#11	-3.52% Jun 14, 2021 - Jul 26, 2021	-1.05% Aug 2, 2012 - Aug 9, 2012
#12	-3.51% Sep 7, 2016 - Nov 22, 2016	-0.84% May 16, 2012 - May 31, 2012
#13	-3.33% Dec 28, 2023 - Feb 22, 2024	-0.84% Mar 13, 2012 - Mar 29, 2012
#14	-3.31% May 31, 2024 - Jul 5, 2024	-0.79% Nov 25, 2025 - Dec 31, 2025
#15	-3.22% Nov 8, 2017 - Dec 13, 2017	-0.72% Mar 28, 2019 - May 6, 2019

Correlation

Correlation between DDLS and GNMA is 0.50 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.50

-101

Dividend Comparison (2012 - 2026)

DDLS vs GNMA dividend yield comparison.

Year	DDLS	GNMA
2026	1.86%	2.49%
2025	3.80%	4.19%
2024	4.11%	4.15%
2023	4.05%	3.43%
2022	5.44%	2.01%
2021	3.18%	0.64%
2020	3.16%	1.89%
2019	3.68%	2.61%
2018	1.75%	2.41%
2017	1.60%	2.15%
2016	3.47%	1.89%
2015	0.00%	1.50%
2014	0.00%	1.22%
2013	0.00%	1.06%
2012	0.00%	1.29%