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Davis Select Worldwide ETF (DWLD)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US23908L3069
CUSIP
23908L306
Inception Date
Jan 11, 2017
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-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 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.


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S&P 500 Index

Returns By Period

Davis Select Worldwide ETF (DWLD) has returned -6.07% so far this year and 18.03% over the past 12 months.


Davis Select Worldwide ETF

1D
2.70%
1M
-6.09%
YTD
-6.07%
6M
-1.64%
1Y
18.03%
3Y*
20.00%
5Y*
6.22%
10Y*

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 Jan 12, 2017, DWLD's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +16.0%, while the worst month was Mar 2020 at -18.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DWLD closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.25%-0.23%-6.09%-6.07%
20254.24%1.56%-1.95%-1.08%6.16%4.70%0.82%5.19%2.91%0.18%0.82%3.68%30.43%
2024-1.88%6.04%5.42%-0.31%4.14%-1.14%0.86%3.55%8.83%-0.06%2.39%-5.04%24.34%
202313.03%-4.84%-1.12%2.61%-1.81%8.11%6.74%-6.39%-4.47%-3.05%6.04%6.11%20.62%
20221.54%-6.07%-1.94%-8.26%2.10%-5.55%2.79%-1.75%-10.17%0.68%15.99%-2.12%-14.20%
20212.34%6.52%0.81%4.84%-2.22%-1.30%-9.39%0.38%-4.37%4.21%-5.52%0.79%-4.03%

Benchmark Metrics

Davis Select Worldwide ETF has an annualized alpha of -0.57%, beta of 0.96, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 13, 2017.

  • This ETF participated in 96.58% of S&P 500 Index downside but only 89.70% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.96 and R² of 0.70, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.57%
Beta
0.96
0.70
Upside Capture
89.70%
Downside Capture
96.58%

Expense Ratio

DWLD has an expense ratio of 0.63%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DWLD ranks 50 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.


DWLD Risk / Return Rank: 5050
Overall Rank
DWLD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DWLD Sortino Ratio Rank: 4949
Sortino Ratio Rank
DWLD Omega Ratio Rank: 5050
Omega Ratio Rank
DWLD Calmar Ratio Rank: 5151
Calmar Ratio Rank
DWLD Martin Ratio Rank: 5050
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 Davis Select Worldwide ETF (DWLD) and compare them to a chosen benchmark (S&P 500 Index).


DWLDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.90

+0.04

Sortino ratio

Return per unit of downside risk

1.38

1.39

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.35

1.40

-0.04

Martin ratio

Return relative to average drawdown

5.03

6.61

-1.58

Explore DWLD risk-adjusted metrics in detail

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

Dividends

Dividend History

Davis Select Worldwide ETF provided a 1.66% dividend yield over the last twelve months, with an annual payout of $0.73 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.73$0.73$0.53$0.36$0.19$0.30$0.08$0.57$0.80$0.05

Dividend yield

1.66%1.56%1.45%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
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$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$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$0.30

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 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. Recovery took 391 trading sessions.

The current Davis Select Worldwide ETF drawdown is 8.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.27%Apr 30, 2021375Oct 24, 2022391May 15, 2024766
-36.91%Jan 29, 2018541Mar 23, 2020114Sep 2, 2020655
-16.01%Feb 18, 202536Apr 8, 202523May 12, 202559
-11.27%Jan 7, 202656Mar 27, 2026
-10.44%May 20, 202453Aug 5, 202432Sep 19, 202485

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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