PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Davis Select Worldwide ETF (DWLD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS23908L3069
CUSIP23908L306
IssuerDavis Advisers
Inception DateJan 11, 2017
RegionGlobal (Broad)
CategoryGlobal Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Davis Select Worldwide ETF has a high expense ratio of 0.63%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.63%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with DWLD

Davis Select Worldwide ETF

Popular comparisons: DWLD vs. SCHE, DWLD vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Davis Select Worldwide ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
76.53%
131.17%
DWLD (Davis Select Worldwide ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Davis Select Worldwide ETF had a return of 9.08% year-to-date (YTD) and 26.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.08%10.04%
1 month4.60%3.53%
6 months20.08%22.79%
1 year26.97%32.16%
5 years (annualized)8.06%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.88%6.04%
2023-6.39%-4.47%-3.05%6.04%6.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Davis Select Worldwide ETF (DWLD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DWLD
Davis Select Worldwide ETF
1.66
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Davis Select Worldwide ETF Sharpe ratio is 1.66. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.66
2.76
DWLD (Davis Select Worldwide ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Davis Select Worldwide ETF granted a 1.12% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.36$0.36$0.19$0.30$0.08$0.57$0.80$0.05

Dividend yield

1.12%1.23%0.75%1.03%0.24%2.27%4.11%0.20%

Monthly Dividends

The table displays the monthly dividend distributions for Davis Select Worldwide ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80
2017$0.05

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.39%
0
DWLD (Davis Select Worldwide ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Davis Select Worldwide ETF. 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 Davis Select Worldwide ETF was 39.27%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Davis Select Worldwide ETF drawdown is 7.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.27%Apr 30, 2021375Oct 24, 2022
-36.91%Jan 29, 2018541Mar 23, 2020114Sep 2, 2020655
-8.66%Sep 3, 202015Sep 24, 202012Oct 12, 202027
-5.85%Feb 18, 202125Mar 24, 202116Apr 16, 202141
-5.75%Oct 13, 202012Oct 28, 20205Nov 4, 202017

Volatility

Volatility Chart

The current Davis Select Worldwide ETF volatility is 4.07%, 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%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.07%
2.82%
DWLD (Davis Select Worldwide ETF)
Benchmark (^GSPC)