GNMA vs DDLS

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

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

GNMA vs DDLS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

GNMA

$421M

DDLS

$421M

Expense Ratio

Winner

GNMA

0.10%

DDLS

0.48%

Max Drawdown

Winner

GNMA

23.27%

DDLS

39.42%

Sharpe Ratio

GNMA

-0.03

Winner

DDLS

0.85

5Y Beta

Winner

GNMA

0.05

DDLS

0.62

5Y Dividends CAGR

Winner

GNMA

21.27%

DDLS

16.34%

GNMA vs DDLS - Historical Returns

Returns include dividend reinvestment.

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

GNMA

+0.66%

Winner

DDLS

+2.86%

GNMA

+0.04%

Winner

DDLS

+2.09%

GNMA

-1.25%

Winner

DDLS

+0.94%

GNMA

+3.67%

Winner

DDLS

+15.29%

5Y(CAGR)

GNMA

+0.56%

Winner

DDLS

+9.95%

10Y(CAGR)

GNMA

+1.18%

Winner

DDLS

+9.87%

Max(CAGR)

GNMA

+1.36%

Winner

DDLS

+10.05%

GNMA vs DDLS - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

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

GNMA vs DDLS Drawdown Comparison

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

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

The current GNMA drawdown is -1.25%.

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

Correlation

Correlation between GNMA and DDLS 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)

GNMA vs DDLS dividend yield comparison.

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