KMLM vs DDLS

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

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

KMLM vs DDLS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

KMLM

$420M

Winner

DDLS

$421M

Expense Ratio

KMLM

0.90%

Winner

DDLS

0.48%

Max Drawdown

Winner

KMLM

36.50%

DDLS

39.42%

Sharpe Ratio

Winner

KMLM

0.92

DDLS

0.85

5Y Beta

Winner

KMLM

-0.02

DDLS

0.62

5Y Dividends CAGR

KMLM

N/A

DDLS

16.34%

KMLM vs DDLS - Historical Returns

Returns include dividend reinvestment.

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

KMLM

+0.20%

Winner

DDLS

+2.86%

Winner

KMLM

+2.80%

DDLS

+2.09%

Winner

KMLM

+8.65%

DDLS

+0.94%

KMLM

+15.07%

Winner

DDLS

+15.29%

5Y(CAGR)

KMLM

+5.54%

Winner

DDLS

+9.95%

10Y(CAGR)

KMLM

N/A

DDLS

+9.87%

Max(CAGR)

KMLM

+7.31%

Winner

DDLS

+10.05%

KMLM vs DDLS - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

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

KMLM vs DDLS Drawdown Comparison

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

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

The current KMLM drawdown is -11.87%.

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

Correlation

Correlation between KMLM and DDLS 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)

KMLM vs DDLS dividend yield comparison.

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