DDWM vs. BUFI
DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund) and BUFI (AB International Buffer ETF) are both exchange-traded funds - DDWM is a Foreign Large Cap Equities fund tracking the WisdomTree Dynamic Currency Hedged International Equity Index, while BUFI is a Defined Outcome fund actively managed by AllianceBernstein. DDWM is passively managed, while BUFI is actively managed. Over the past year, DDWM returned 21.99% vs 14.79% for BUFI. Their correlation of 0.89 means they have usually moved in the same direction. DDWM charges 0.40%/yr vs 0.69%/yr for BUFI.
Performance
DDWM vs. BUFI - Performance Comparison
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Returns By Period
In the year-to-date period, DDWM achieves a 9.49% return, which is significantly higher than BUFI's 6.77% return.
DDWM
- 1D
- -0.41%
- 1M
- 0.71%
- 6M
- 5.28%
- YTD
- 9.49%
- 1Y
- 21.99%
- 3Y*
- 17.74%
- 5Y*
- 13.00%
- 10Y*
- 10.64%
- ALL TIME*
- 10.83%
BUFI
- 1D
- -0.60%
- 1M
- 0.60%
- 6M
- 4.45%
- YTD
- 6.77%
- 1Y
- 14.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $181.70K | $602.68K | $512.75K | |
| $5.12M | $4.14M | $4.85M |
DDWM vs. BUFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 9.49% | 30.07% | -0.83% |
BUFI AB International Buffer ETF | 6.77% | 16.50% | -1.18% |
Correlation
The correlation between DDWM and BUFI is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.89 |
The correlation between DDWM and BUFI has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
DDWM vs. BUFI — Risk / Return Rank
DDWM
BUFI
DDWM vs. BUFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and AB International Buffer ETF (BUFI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DDWM | BUFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.61 | -0.57 |
| Martin ratioReturn relative to average drawdown | 7.35 | 10.48 | -3.13 |
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Drawdowns
DDWM vs. BUFI - Drawdown Comparison
The maximum DDWM drawdown since its inception was -35.00%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for DDWM and BUFI.
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Drawdown Indicators
| DDWM | BUFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.00% | -7.43% | -27.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -5.69% | -4.87% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | — | — |
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 | -0.41% | -0.60% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -0.84% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.41% | +1.52% |
Volatility
DDWM vs. BUFI - Volatility Comparison
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and AB International Buffer ETF (BUFI) have volatilities of 3.29% and 3.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDWM | BUFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.43% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 7.96% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 9.04% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 9.28% | +4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 9.28% | +5.79% |
DDWM vs. BUFI - Expense Ratio Comparison
DDWM has a 0.40% expense ratio, which is lower than BUFI's 0.69% expense ratio.
Dividends
DDWM vs. BUFI - Dividend Comparison
DDWM's dividend yield for the trailing twelve months is around 2.52%, while BUFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BUFI AB International Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 2.52% | 2.47% | 3.57% | 4.46% | 4.28% | 3.73% | 3.52% | 3.63% | 4.40% | 2.65% | 4.00% |
Frequently Asked Questions
DDWM and BUFI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUFI has higher volatility (3.43%) compared to DDWM (3.29%). In terms of maximum drawdown, DDWM dropped -35.00% vs BUFI's -7.43%.
On 1-year performance, DDWM leads with 21.99% vs 14.79% for BUFI. On fees, DDWM is cheaper at 0.40% per year. On volatility, DDWM has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DDWM has performed better with a 21.99% return vs 14.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DDWM is cheaper with a 0.40% expense ratio, compared with 0.69% for BUFI.
DDWM has the higher dividend yield at 2.52%, compared with 0.00% for BUFI.
DDWM is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: WisdomTree and AllianceBernstein. Their fees differ too: 0.40% for DDWM and 0.69% for BUFI.
DDWM currently has the higher Sharpe Ratio (1.68 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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