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

ETF Info

ISINUS97717X2633
CUSIP97717X263
IssuerWisdomTree
Inception DateJan 7, 2016
RegionBroad Asia (Broad)
CategoryForeign Large Cap Equities
Index TrackedWisdomTree Dynamic Currency Hedged International Equity Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree Dynamic Currency Hedged International Equity Fund has a high expense ratio of 0.40%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

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WisdomTree Dynamic Currency Hedged International Equity Fund

Popular comparisons: DDWM vs. IVLU, DDWM vs. VYMI, DDWM vs. VOOV

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
10.04%
15.51%
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Dynamic Currency Hedged International Equity Fund had a return of 3.60% year-to-date (YTD) and 9.15% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.60%5.90%
1 month-0.79%-1.28%
6 months10.03%15.51%
1 year9.15%21.68%
5 years (annualized)6.71%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.51%3.07%4.24%
2023-0.85%-1.89%4.53%3.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DDWM is 59, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DDWM is 5959
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
The Sharpe Ratio Rank of DDWM is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of DDWM is 5454Sortino Ratio Rank
The Omega Ratio Rank of DDWM is 5252Omega Ratio Rank
The Calmar Ratio Rank of DDWM is 7575Calmar Ratio Rank
The Martin Ratio Rank of DDWM is 6161Martin 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.


DDWM
Sharpe ratio
The chart of Sharpe ratio for DDWM, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.005.000.91
Sortino ratio
The chart of Sortino ratio for DDWM, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.0010.001.32
Omega ratio
The chart of Omega ratio for DDWM, currently valued at 1.16, compared to the broader market1.001.502.002.501.16
Calmar ratio
The chart of Calmar ratio for DDWM, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for DDWM, currently valued at 3.81, compared to the broader market0.0020.0040.0060.0080.003.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current WisdomTree Dynamic Currency Hedged International Equity Fund Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.91
1.89
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Dynamic Currency Hedged International Equity Fund granted a 4.09% dividend yield in the last twelve months. The annual payout for that period amounted to $1.36 per share.


PeriodTTM20232022202120202019201820172016
Dividend$1.36$1.44$1.25$1.15$0.98$1.10$1.14$0.81$1.06

Dividend yield

4.09%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.20
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
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
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
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
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
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
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
2016$0.09$0.00$0.00$0.28$0.00$0.00$0.17$0.00$0.00$0.53

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.14%
-3.86%
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 3.14%.


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
-9.97%Apr 21, 201646Jun 27, 201629Aug 8, 201675
-8.49%Feb 2, 20168Feb 11, 20168Mar 3, 201616

Volatility

Volatility Chart

The current WisdomTree Dynamic Currency Hedged International Equity Fund volatility is 2.56%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.56%
3.39%
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund)
Benchmark (^GSPC)