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WisdomTree Dynamic Currency Hedged International E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717X2633

CUSIP

97717X263

Inception Date

Jan 7, 2016

Region

Broad Asia (Broad)

Leveraged

1x

Index Tracked

WisdomTree Dynamic Currency Hedged International Equity Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


100.00%120.00%140.00%160.00%180.00%200.00%220.00%December2025FebruaryMarchAprilMay
125.54%
191.28%
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) returned 11.92% year-to-date (YTD) and 14.24% over the past 12 months.


DDWM

YTD

11.92%

1M

9.10%

6M

12.08%

1Y

14.24%

5Y*

14.22%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of DDWM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.16%2.57%0.47%3.02%1.21%11.92%
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%1.27%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%
20210.20%2.05%4.72%1.44%3.32%-0.38%0.49%1.07%-2.76%2.41%-3.42%5.15%14.84%
2020-2.41%-7.85%-15.82%5.51%4.81%1.33%-0.26%3.58%-1.66%-3.97%11.37%3.55%-4.56%
20196.75%2.31%1.37%3.09%-4.32%4.83%-0.97%-2.65%3.72%2.19%1.45%2.32%21.43%
20182.91%-4.99%-0.50%3.03%-2.29%-0.65%3.21%-1.88%1.60%-6.21%0.29%-6.29%-11.75%
20171.21%1.57%2.93%1.37%2.59%-0.16%1.93%0.24%2.58%1.75%0.29%1.09%18.80%
2016-0.87%-1.69%5.03%2.02%-0.04%-1.70%4.13%1.42%1.18%-0.12%-0.21%4.38%14.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, DDWM is among the top 17% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DDWM is 8383
Overall Rank
The Sharpe Ratio Rank of DDWM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DDWM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DDWM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DDWM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DDWM is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WisdomTree Dynamic Currency Hedged International Equity Fund Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.92
  • 5-Year: 1.03
  • All Time: 0.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of WisdomTree Dynamic Currency Hedged International Equity Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.92
0.44
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Dynamic Currency Hedged International Equity Fund provided a 2.99% dividend yield over the last twelve months, with an annual payout of $1.15 per share.


3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$1.15$1.23$1.44$1.25$1.15$0.98$1.10$1.14$0.81$1.06

Dividend yield

2.99%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
2025$0.00$0.00$0.12$0.00$0.00$0.12
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
2020$0.00$0.00$0.06$0.00$0.00$0.28$0.00$0.00$0.33$0.00$0.00$0.31$0.98
2019$0.00$0.00$0.18$0.00$0.00$0.47$0.00$0.00$0.19$0.00$0.00$0.27$1.10
2018$0.00$0.00$0.00$0.00$0.00$0.79$0.00$0.00$0.15$0.00$0.00$0.20$1.14
2017$0.00$0.00$0.22$0.00$0.00$0.38$0.00$0.00$0.09$0.00$0.00$0.13$0.81
2016$0.09$0.00$0.00$0.28$0.00$0.00$0.17$0.00$0.00$0.53$1.06

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.18%
-7.88%
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund)
Benchmark (^GSPC)

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 0.18%.


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
-9.97%Apr 21, 201646Jun 27, 201629Aug 8, 201675

Volatility

Volatility Chart

The current WisdomTree Dynamic Currency Hedged International Equity Fund volatility is 4.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.70%
6.82%
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund)
Benchmark (^GSPC)