DDWM vs. AVNM
Compare and contrast key facts about WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Avantis All International Markets Equity ETF (AVNM).
DDWM and AVNM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDWM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Dynamic Currency Hedged International Equity Index. It was launched on Jan 7, 2016. AVNM is an actively managed fund by Avantis. It was launched on Jun 27, 2023.
Performance
DDWM vs. AVNM - Performance Comparison
Loading graphics...
DDWM vs. AVNM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 1.57% | 30.07% | 10.70% | 6.00% |
AVNM Avantis All International Markets Equity ETF | 3.71% | 38.30% | 5.52% | 8.60% |
Returns By Period
In the year-to-date period, DDWM achieves a 1.57% return, which is significantly lower than AVNM's 3.71% return.
DDWM
- 1D
- 2.75%
- 1M
- -7.13%
- YTD
- 1.57%
- 6M
- 6.27%
- 1Y
- 23.09%
- 3Y*
- 16.48%
- 5Y*
- 12.23%
- 10Y*
- 10.03%
AVNM
- 1D
- 3.03%
- 1M
- -8.36%
- YTD
- 3.71%
- 6M
- 9.53%
- 1Y
- 34.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DDWM vs. AVNM - Expense Ratio Comparison
DDWM has a 0.40% expense ratio, which is higher than AVNM's 0.31% expense ratio.
Return for Risk
DDWM vs. AVNM — Risk / Return Rank
DDWM
AVNM
DDWM vs. AVNM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Avantis All International Markets Equity ETF (AVNM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DDWM | AVNM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 2.06 | -0.62 |
Sortino ratioReturn per unit of downside risk | 1.98 | 2.69 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.90 | -0.80 |
Martin ratioReturn relative to average drawdown | 8.40 | 11.32 | -2.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DDWM | AVNM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.06 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.36 | -0.69 |
Correlation
The correlation between DDWM and AVNM is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DDWM vs. AVNM - Dividend Comparison
DDWM's dividend yield for the trailing twelve months is around 2.44%, less than AVNM's 2.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 2.44% | 2.47% | 3.57% | 4.46% | 4.28% | 3.73% | 3.52% | 3.63% | 4.40% | 2.65% | 4.00% |
AVNM Avantis All International Markets Equity ETF | 2.77% | 2.76% | 3.51% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DDWM vs. AVNM - Drawdown Comparison
The maximum DDWM drawdown since its inception was -35.00%, which is greater than AVNM's maximum drawdown of -14.03%. Use the drawdown chart below to compare losses from any high point for DDWM and AVNM.
Loading graphics...
Drawdown Indicators
| DDWM | AVNM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.00% | -14.03% | -20.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -11.60% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -14.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -7.32% | -8.73% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -2.56% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.98% | -0.27% |
Volatility
DDWM vs. AVNM - Volatility Comparison
The current volatility for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) is 6.94%, while Avantis All International Markets Equity ETF (AVNM) has a volatility of 7.91%. This indicates that DDWM experiences smaller price fluctuations and is considered to be less risky than AVNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DDWM | AVNM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 7.91% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 11.33% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 16.98% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 14.60% | -1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 14.60% | +0.72% |