WisdomTree International SmallCap Dividend Fund

10-Year Study

DLS.US · · US · ETF

Executive Summary: WisdomTree International SmallCap Dividend Fund has compounded at 7.7% annually over the last 10 years, with a maximum drawdown of 35.4% and an annualized volatility of 16.4%.

1Y CAGR
+26.2%
3Y CAGR
+19.1%
5Y CAGR
+7.0%
10Y CAGR
+7.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
35.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.05.0-8.76.4————————7.0%
20251.91.51.84.65.35.30.44.81.4-1.92.32.534.1%
2024-1.71.23.4-2.24.4-3.15.41.72.3-6.30.6-2.13.1%
20238.4-2.20.22.1-5.53.34.0-3.0-3.4-3.77.87.815.3%
2022-3.9-2.0-0.7-5.70.5-7.85.2-5.1-10.82.311.6-0.4-17.3%
2021-0.93.53.73.42.5-1.11.42.4-3.61.3-6.35.411.7%
2020-4.6-9.9-20.88.46.11.82.06.5-0.4-2.510.06.7-1.3%
20197.51.9-0.12.7-5.33.5-2.7-3.04.24.52.65.322.2%
20184.3-4.1-0.4-0.1-1.2-3.01.1-1.90.2-8.70.3-6.7-19.0%
20174.52.32.23.62.71.23.80.32.91.40.32.931.8%
2016———1.01.5-5.46.30.23.3-2.1-1.42.15.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 62.2% of variance. Idiosyncratic stock-specific factors contribute 2.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110100.161758033651
2016-05-0110247.86459668988
2016-06-019698.701004083405
2016-07-0110312.321227782928
2016-08-0110333.05880496321
2016-09-0110674.67401810901
2016-10-0110453.760874282445
2016-11-0110311.137632414733
2016-12-0110524.62864695323
2017-01-0110996.340717653324
2017-02-0111248.84106286864
2017-03-0111495.176848874598
2017-04-0111909.533860690824
2017-05-0112229.079951867121
2017-06-0112381.665121417158
2017-07-0112855.349851064248
2017-08-0112890.956345057502
2017-09-0113262.260075355573
2017-10-0113441.599431874223
2017-11-0113487.3651194445
2017-12-0113874.326830134338
2018-01-0114475.889176020359
2018-02-0113886.951847395103
2018-03-0113835.884638904778
2018-04-0113817.785493066103
2018-05-0113645.818949361843
2018-06-0113233.015406466375
2018-07-0113382.000473438147
2018-08-0113133.716686722033
2018-09-0113161.851734953543
2018-10-0112012.901189513343
2018-11-0112053.611938531947
2018-12-0111245.117669106188
2019-01-0112089.6129643146
2019-02-0112318.90990866589
2019-03-0112305.199928984277
2019-04-0112632.414731817014
2019-05-0111961.143550391573
2019-06-0112378.903398891365
2019-07-0112041.899276034166
2019-08-0111676.365573156058
2019-09-0112165.067169037146
2019-10-0112718.54595309017
2019-11-0113053.404809342512
2019-12-0113742.355946580396
2020-01-0113105.630954964196
2020-02-0111807.054228394454
2020-03-019348.97323101809
2020-04-0110135.028504921784
2020-05-0110753.752983646657
2020-06-0110947.246168109994
2020-07-0111169.98402146253
2020-08-0111892.223778430945
2020-09-0111850.082851675774
2020-10-0111551.34831239027
2020-11-0112710.630659065355
2020-12-0113565.901603771725
2021-01-0113440.415836506025
2021-02-0113912.473122521847
2021-03-0114433.008502160063
2021-04-0114920.575819146628
2021-05-0115298.216716311916
2021-06-0115137.297062710826
2021-07-0115346.053695776536
2021-08-0115714.965577101375
2021-09-0115143.979444893772
2021-10-0115345.930404592349
2021-11-0114379.03162172292
2021-12-0115154.903043812756
2022-01-0114564.36292979307
2022-02-0114278.327382478841
2022-03-0114171.335292841219
2022-04-0113364.09859349417
2022-05-0113426.040084429802
2022-06-0112380.530842522638
2022-07-0113023.099836269308
2022-08-0112361.445367210465
2022-09-0111024.574398832185
2022-10-0111277.4692758369
2022-11-0112586.944943088789
2022-12-0112531.759809046614
2023-01-0113589.031029925236
2023-02-0113292.836289033987
2023-03-0113314.017714477344
2023-04-0113587.107687451917
2023-05-0112837.743869962322
2023-06-0113261.397037066261
2023-07-0113787.75176059811
2023-08-0113375.145483597342
2023-09-0112918.820152683804
2023-10-0112435.420077722763
2023-11-0113404.3654942497
2023-12-0114453.252914603594
2024-01-0114208.667863413093
2024-02-0114375.061645592094
2024-03-0114864.601621525653
2024-04-0114540.91294656067
2024-05-0115183.827155623065
2024-06-0114714.802832738247
2024-07-0115503.422563273034
2024-08-0115767.832836880832
2024-09-0116136.152920521572
2024-10-0115122.452804134695
2024-11-0115208.411417749985
2024-12-0114894.980569309373
2025-01-0115174.210443256465
2025-02-0115403.729311739291
2025-03-0115681.849565028702
2025-04-0116401.30294123449
2025-05-0117273.292170516637
2025-06-0118195.534886473473
2025-07-0118263.345037776417
2025-08-0119141.523484504767
2025-09-0119405.785808691533
2025-10-0119037.243800919263
2025-11-0119479.02077209871
2025-12-0119975.637662004618
2026-01-0120964.432959185688
2026-02-0122005.010553725362
2026-03-0120096.46302250804
2026-04-0121381.157161738305
Annual Return Matrix
YearAnnual Return
20170.3182723396279461
2018-0.18950174615446136
20190.22207311216803816
2020-0.012840181370253223
20210.11713201867830447
2022-0.1730887506955766
20230.15332987025252942
20240.030562507783936654
20250.3410986049329783
20260.07036168374274765
Total Factor Risk
0.1640884622628407
VTI.US Exposure
0.19325739154357435
VEA.US Exposure
0.622156279225957
VWO.US Exposure
0.038414144445873134
QQQ.US Exposure
-0.048702525232765644
VTV.US Exposure
-0.06529372346712059
IJR.US Exposure
0.051874763376536584
QUAL.US Exposure
-0.13879065796876697
SHV.US Exposure
0.2665295924649287
TLT.US Exposure
-0.010712155488277732
LQD.US Exposure
0.009613773913009445
HYG.US Exposure
-0.012288808431516031
GLD.US Exposure
-0.017538815878736624
USO.US Exposure
0.0038798506354384647
VNQ.US Exposure
0.04097953432990919
BTC-USD.CC Exposure
-0.0026413182819107245
CPER.US Exposure
-0.003857392311179575
VIX.INDX Exposure
0.008250122572596363
UUP.US Exposure
0.019556802433220655
TIP.US Exposure
0.016677518570004723
Idiosyncratic Exposure
0.0286356235492256
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.50%
Market Cap$1.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$41
Avg Yield on Cost
0.41%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$40.690.41%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree International SmallCap Dividend Fund a high-risk investment?

WisdomTree International SmallCap Dividend Fund (DLS.US) has an annualized volatility of 16.4% and experienced a maximum drawdown of 35.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DLS.US?

Over the past 10 years, DLS.US has generated a Compound Annual Growth Rate (CAGR) of 7.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on WisdomTree International SmallCap Dividend Fund

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest