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DDWM vs. DINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDWM vs. DINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Davis Select International ETF (DINT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDWM achieves a 9.49% return, which is significantly higher than DINT's 5.28% 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%

DINT

1D
0.00%
1M
4.40%
6M
2.61%
YTD
5.28%
1Y
20.59%
3Y*
16.72%
5Y*
10.02%
10Y*
ALL TIME*
6.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.12M$4.14M$4.85M
$295.15K$480.84K$421.00K

DDWM vs. DINT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
9.49%30.07%10.70%15.25%-0.77%14.84%-4.56%21.43%-8.35%
DINT
Davis Select International ETF
5.28%32.66%20.56%6.73%-8.56%-14.93%22.78%29.39%-22.06%

Correlation

The correlation between DDWM and DINT is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (3Y)
Balances recent behavior with more history.

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2018

0.71

The correlation between DDWM and DINT has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.

DDWM vs. DINT - Sectors Allocation Comparison


Sectors
DDWM
DINT

Industrials

19.3%
7.7%

Financial Services

18.2%
19.3%

Consumer Cyclical

9.3%
31.1%

Healthcare

8.2%
2.9%

Technology

7.4%
25.7%

Consumer Defensive

7.0%
5.2%

Basic Materials

5.8%
5.9%

Utilities

5.2%

-

Communication Services

4.7%
2.9%

Energy

3.7%
4.9%

Real Estate

2.7%
2.3%

Industrials

DDWM
19.3%
DINT
7.7%

Financial Services

DDWM
18.2%
DINT
19.3%

Consumer Cyclical

DDWM
9.3%
DINT
31.1%

Healthcare

DDWM
8.2%
DINT
2.9%

Technology

DDWM
7.4%
DINT
25.7%

Consumer Defensive

DDWM
7.0%
DINT
5.2%

Basic Materials

DDWM
5.8%
DINT
5.9%

Utilities

DDWM
5.2%
DINT

-

Communication Services

DDWM
4.7%
DINT
2.9%

Energy

DDWM
3.7%
DINT
4.9%

Real Estate

DDWM
2.7%
DINT
2.3%

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Return for Risk

DDWM vs. DINT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDWM
DDWM Risk / Return Rank: 6868
Overall Rank
DDWM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DDWM Sortino Ratio Rank: 7272
Sortino Ratio Rank
DDWM Omega Ratio Rank: 7676
Omega Ratio Rank
DDWM Calmar Ratio Rank: 5858
Calmar Ratio Rank
DDWM Martin Ratio Rank: 6161
Martin Ratio Rank

DINT
DINT Risk / Return Rank: 3939
Overall Rank
DINT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DINT Sortino Ratio Rank: 3838
Sortino Ratio Rank
DINT Omega Ratio Rank: 3838
Omega Ratio Rank
DINT Calmar Ratio Rank: 4040
Calmar Ratio Rank
DINT Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DDWM vs. DINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Davis Select International ETF (DINT). 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.


DDWMDINTDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratioReturn relative to maximum drawdown

2.04

1.40

+0.64

Martin ratioReturn relative to average drawdown

7.35

4.23

+3.12

DDWM vs. DINT - Sharpe Ratio Comparison

The current DDWM Sharpe Ratio is 1.68, which is higher than the DINT Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DDWM and DINT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DDWM vs. DINT - Drawdown Comparison

The maximum DDWM drawdown since its inception was -35.00%, smaller than the maximum DINT drawdown of -45.12%. Use the drawdown chart below to compare losses from any high point for DDWM and DINT.


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Drawdown Indicators


DDWMDINTDifference

Max Drawdown

Largest peak-to-trough decline

-35.00%

-45.12%

+10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-13.09%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-12.34%

-20.50%

+8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-32.99%

+18.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-0.41%

-1.43%

+1.02%

Average Drawdown

Average peak-to-trough decline

-4.01%

-15.01%

+11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

4.32%

-1.39%

Volatility

DDWM vs. DINT - Volatility Comparison

The current volatility for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) is 3.29%, while Davis Select International ETF (DINT) has a volatility of 4.57%. This indicates that DDWM experiences smaller price fluctuations and is considered to be less risky than DINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDWMDINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

4.57%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

15.60%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

18.87%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

23.12%

-9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

22.92%

-7.85%

DDWM vs. DINT - Expense Ratio Comparison

DDWM has a 0.40% expense ratio, which is lower than DINT's 0.65% expense ratio.


Dividends

DDWM vs. DINT - Dividend Comparison

DDWM's dividend yield for the trailing twelve months is around 2.52%, more than DINT's 1.58% yield.


PositionTTM2025202420232022202120202019201820172016
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%
DINT
Davis Select International ETF
1.58%1.67%2.34%1.75%0.37%2.15%0.27%2.58%0.41%0.00%0.00%

Frequently Asked Questions


DDWM and DINT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DINT has higher volatility (4.57%) compared to DDWM (3.29%). In terms of maximum drawdown, DDWM dropped -35.00% vs DINT's -45.12%.

On 5-year performance, DDWM leads with 13.00% vs 10.02% for DINT. 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 5-year period, DDWM has performed better with a 13.00% return vs 10.02%. 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 0.65% for DINT.

DDWM has the higher dividend yield at 2.52%, compared with 1.58% for DINT.

They also come from different issuers: WisdomTree and Davis. Their fees differ too: 0.40% for DDWM and 0.65% for DINT.

DDWM currently has the higher Sharpe Ratio (1.68 vs 0.97), 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.

Portfolio Optimizer

Find the right allocation for DDWM and DINT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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