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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
Assets Under Management
$1B

Share Price Chart


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Performance

DDWM Performance Chart

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) is up 7.2% since the beginning of the year. DDWM is currently trading at $47 per share. Investors who bought $1,000 worth of DDWM shares 5 years ago would now be looking at an investment worth $1,801.


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S&P 500 Index

Returns By Period

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) has returned 7.16% so far this year and 20.15% over the past 12 months. Over the last ten years, DDWM has returned 10.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


WisdomTree Dynamic Currency Hedged International Equity Fund

1D
0.40%
1M
2.50%
YTD
7.16%
6M
9.88%
1Y
20.15%
3Y*
18.10%
5Y*
12.49%
10Y*
10.42%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDWM Monthly Returns History

Based on dividend-adjusted daily data since Feb 4, 2016, DDWM's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 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%2.99%2.93%-0.48%7.16%
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 0.93%, 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 participated in 64.15% of S&P 500 Index downside but only 62.61% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.93%
Beta
0.70
0.67
Upside Capture
62.61%
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 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DDWM Risk / Return Rank: 4343
Overall Rank
DDWM Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DDWM Sortino Ratio Rank: 4444
Sortino Ratio Rank
DDWM Omega Ratio Rank: 4747
Omega Ratio Rank
DDWM Calmar Ratio Rank: 3838
Calmar Ratio Rank
DDWM Martin Ratio Rank: 4343
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 S&P 500 Index.


DDWMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.39

-0.78

Sortino ratio

Return per unit of downside risk

2.24

3.25

-1.01

Omega ratio

Gain probability vs. loss probability

1.30

1.43

-0.13

Calmar ratio

Return relative to maximum drawdown

1.92

3.11

-1.20

Martin ratio

Return relative to average drawdown

7.04

14.38

-7.34

Dividends

Dividend History

WisdomTree Dynamic Currency Hedged International Equity Fund provided a 2.31% 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

2.31%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$0.00$0.00$0.00$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 2.23%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-35.00%Mar 2020
1mo 25d1y 1d
1y 1moJan 2020 - Mar 2021
Rate-hike selloffLate 2018
-17.43%Dec 2018
11mo 4d10mo 15d
1y 9moJan 2018 - Nov 2019
Bear market2022
-14.79%Sep 2022
7mo 22d3mo 13d
11mo 5dFeb 2022 - Jan 2023
2025 selloff2025
-12.34%Apr 2025
19d16d
1mo 5dMar 2025 - Apr 2025
2026 correction2026
-10.56%Mar 2026
22d
3mo 7dFeb 2026 - now

Drawdown Indicators


DDWMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.00%

-56.78%

+21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-9.10%

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-12.34%

-18.90%

+6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-25.43%

+10.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-33.92%

-1.08%

Current Drawdown

Current decline from peak

-2.23%

0.00%

-2.23%

Average Drawdown

Average peak-to-trough decline

-4.05%

-10.72%

+6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

1.97%

+0.90%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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