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WisdomTree Dynamic Currency Hedged International E...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US97717X2633
CUSIP
97717X263
Inception Date
Jan 7, 2016
Region
Broad Asia (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Dynamic Currency Hedged International Equity Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Dynamic Currency Hedged International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) has returned 1.57% so far this year and 23.09% over the past 12 months. Over the last ten years, DDWM has returned 10.03% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


WisdomTree Dynamic Currency Hedged International Equity Fund

1D
2.75%
1M
-7.13%
YTD
1.57%
6M
6.27%
1Y
23.09%
3Y*
16.48%
5Y*
12.23%
10Y*
10.03%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 4, 2016, DDWM's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, your investment would double in approximately 6.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +11.4%, while the worst month was Mar 2020 at -15.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DDWM closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +7.2%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.00%5.17%-7.13%1.57%
20254.16%2.57%0.47%3.02%4.01%2.03%-0.08%4.14%1.81%0.31%2.05%2.20%30.07%
2024-0.51%3.07%4.23%-1.04%3.65%-1.36%2.80%3.10%-0.11%-3.51%0.06%0.14%10.70%
20237.38%-1.94%1.28%2.88%-4.56%4.90%2.40%-2.97%-0.85%-1.89%4.53%3.84%15.25%
20220.42%-2.10%1.95%-2.05%1.63%-6.46%3.26%-2.81%-6.26%5.69%9.20%-2.06%-0.77%
20210.21%2.05%4.71%1.44%3.32%-0.38%0.49%1.07%-2.76%2.41%-3.42%5.15%14.84%

Benchmark Metrics

WisdomTree Dynamic Currency Hedged International Equity Fund has an annualized alpha of 1.50%, beta of 0.70, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since February 05, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (64.62%) than losses (64.15%) — typical of diversified or defensive assets.
  • Beta of 0.70 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.50%
Beta
0.70
0.67
Upside Capture
64.62%
Downside Capture
64.15%

Expense Ratio

DDWM has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DDWM ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DDWM Risk / Return Rank: 7777
Overall Rank
DDWM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DDWM Sortino Ratio Rank: 7676
Sortino Ratio Rank
DDWM Omega Ratio Rank: 8181
Omega Ratio Rank
DDWM Calmar Ratio Rank: 7676
Calmar Ratio Rank
DDWM Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and compare them to a chosen benchmark (S&P 500 Index).


DDWMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.43

0.90

+0.54

Sortino ratio

Return per unit of downside risk

1.98

1.39

+0.59

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

2.10

1.40

+0.70

Martin ratio

Return relative to average drawdown

8.40

6.61

+1.79

Explore DDWM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WisdomTree Dynamic Currency Hedged International Equity Fund provided a 2.44% dividend yield over the last twelve months, with an annual payout of $1.08 per share.


2.50%3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$1.08$1.08$1.23$1.44$1.25$1.15$0.98$1.10$1.14$0.81$1.06

Dividend yield

2.44%2.47%3.57%4.46%4.28%3.73%3.52%3.63%4.40%2.65%4.00%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Dynamic Currency Hedged International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.12$0.12
2025$0.00$0.00$0.12$0.00$0.00$0.56$0.00$0.00$0.22$0.00$0.00$0.19$1.08
2024$0.00$0.00$0.20$0.00$0.00$0.55$0.00$0.00$0.20$0.00$0.00$0.29$1.23
2023$0.00$0.00$0.28$0.00$0.00$0.58$0.00$0.00$0.33$0.00$0.00$0.26$1.44
2022$0.00$0.00$0.19$0.00$0.00$0.62$0.00$0.00$0.27$0.00$0.00$0.17$1.25
2021$0.00$0.00$0.06$0.00$0.00$0.38$0.00$0.00$0.48$0.00$0.00$0.23$1.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Dynamic Currency Hedged International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Dynamic Currency Hedged International Equity Fund was 35.00%, occurring on Mar 16, 2020. Recovery took 253 trading sessions.

The current WisdomTree Dynamic Currency Hedged International Equity Fund drawdown is 7.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35%Jan 21, 202039Mar 16, 2020253Mar 17, 2021292
-17.43%Jan 24, 2018232Dec 24, 2018217Nov 4, 2019449
-14.79%Feb 10, 2022161Sep 30, 202270Jan 11, 2023231
-12.34%Mar 20, 202514Apr 8, 202511Apr 24, 202525
-10.56%Feb 26, 202617Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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