DDLS vs KMLM

Comparison between WISDOMTREE DYNAMIC INTERNATIONAL SMALLCAP EQUITY FUND (DDLS, ETF) and KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF).

5-Year PerformanceDDLS has outperformed KMLM, delivering a return of +10.0% compared to +5.5%

DDLS vs KMLM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DDLS(ETF)	KMLM(ETF)
Net Assets	$421M	$420M
Expense Ratio	0.48%	0.90%
Max Drawdown	39.42%	36.50%
Sharpe Ratio	0.85	0.92
5Y Beta	0.62	-0.02
5Y Dividends CAGR	16.34%	N/A

Net Assets

Winner

DDLS

$421M

KMLM

$420M

Expense Ratio

Winner

DDLS

0.48%

KMLM

0.90%

Max Drawdown

DDLS

39.42%

Winner

KMLM

36.50%

Sharpe Ratio

DDLS

0.85

Winner

KMLM

0.92

5Y Beta

DDLS

0.62

Winner

KMLM

-0.02

5Y Dividends CAGR

DDLS

16.34%

KMLM

N/A

DDLS vs KMLM - Historical Returns

Returns include dividend reinvestment.

Period	DDLS	KMLM
1 month	+2.86%	+0.20%
3 months	+2.09%	+2.80%
6 months	+0.94%	+8.65%
1 year	+15.29%	+15.07%
5 years(CAGR)	+9.95%	+5.54%
10 years(CAGR)	+9.87%	N/A
Max(CAGR)	+10.05%	+7.31%

Winner

DDLS

+2.86%

KMLM

+0.20%

DDLS

+2.09%

Winner

KMLM

+2.80%

DDLS

+0.94%

Winner

KMLM

+8.65%

Winner

DDLS

+15.29%

KMLM

+15.07%

5Y(CAGR)

Winner

DDLS

+9.95%

KMLM

+5.54%

10Y(CAGR)

DDLS

+9.87%

KMLM

N/A

Max(CAGR)

Winner

DDLS

+10.05%

KMLM

+7.31%

DDLS vs KMLM - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	DDLS	KMLM
2026	+9.59%	+12.64%
2025	+28.36%	-3.67%
2024	+11.28%	-1.15%
2023	+14.21%	-6.25%
2022	-10.87%	+29.44%
2021	+17.66%	+7.37%
2020	-4.05%	+5.40%
2019	+24.61%	N/A
2018	-17.35%	N/A
2017	+25.36%	N/A
2016	+14.45%	N/A

DDLS vs KMLM Drawdown Comparison

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

The maximum drawdown for KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.

The current KMLM drawdown is -11.87%.

Rank	DDLS	KMLM
#1	-36.80% Jan 2, 2020 - Feb 8, 2021	-27.61% Oct 14, 2022 - Jun 20, 2025
#2	-23.10% Jan 26, 2018 - Dec 16, 2019	-14.93% Jun 13, 2022 - Sep 26, 2022
#3	-19.88% Sep 3, 2021 - Dec 21, 2023	-9.11% May 12, 2021 - Feb 4, 2022
#4	-11.66% Mar 19, 2025 - Apr 28, 2025	-6.19% Mar 8, 2022 - Mar 24, 2022
#5	-10.69% Feb 26, 2026 - Aug 13, 2026	-6.02% Sep 27, 2022 - Oct 10, 2022
#6	-7.98% Apr 19, 2016 - Aug 16, 2016	-5.93% Feb 24, 2021 - Apr 26, 2021
#7	-7.49% Jul 16, 2024 - Aug 21, 2024	-4.58% Apr 18, 2022 - May 4, 2022
#8	-6.01% Sep 26, 2024 - Mar 17, 2025	-3.99% Mar 25, 2022 - Apr 8, 2022
#9	-4.18% Oct 27, 2025 - Nov 28, 2025	-3.60% May 6, 2022 - May 17, 2022
#10	-3.64% Aug 23, 2024 - Sep 19, 2024	-3.57% May 17, 2022 - Jun 6, 2022
#11	-3.52% Jun 14, 2021 - Jul 26, 2021	-3.46% Jan 5, 2021 - Jan 14, 2021
#12	-3.51% Sep 7, 2016 - Nov 22, 2016	-2.85% Feb 24, 2022 - Mar 2, 2022
#13	-3.33% Dec 28, 2023 - Feb 22, 2024	-2.05% Jan 14, 2021 - Feb 8, 2021
#14	-3.31% May 31, 2024 - Jul 5, 2024	-1.72% Feb 14, 2022 - Feb 23, 2022
#15	-3.22% Nov 8, 2017 - Dec 13, 2017	-1.50% Dec 23, 2020 - Dec 29, 2020

Correlation

Correlation between DDLS and KMLM is 0.07 which considered as a very weak or no correlation - the stocks move independently of each other.

0.07

-101

Dividend Comparison (2016 - 2026)

DDLS vs KMLM dividend yield comparison.

Year	DDLS	KMLM
2026	1.86%	0.00%
2025	3.80%	5.02%
2024	4.11%	0.82%
2023	4.05%	0.00%
2022	5.44%	13.22%
2021	3.18%	6.94%
2020	3.16%	0.00%
2019	3.68%	0.00%
2018	1.75%	0.00%
2017	1.60%	0.00%
2016	3.47%	0.00%