DDWM vs. IFLO

Last updated Jul 14, 2026

DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, DDWM returned 19.02% vs 31.49% for IFLO. Their correlation of 0.81 suggests significant overlap in exposure. DDWM charges 0.40%/yr vs 0.56%/yr for IFLO.

Performance

DDWM vs. IFLO - Performance Comparison

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

Returns By Period

In the year-to-date period, DDWM achieves a 7.93% return, which is significantly lower than IFLO's 18.32% return.

DDWM

• 1D: -0.60%
• 1M: 0.42%
• 6M: 4.42%
• YTD: 7.93%
• 1Y: 19.02%
• 3Y*: 17.86%
• 5Y*: 12.55%
• 10Y*: 10.35%

IFLO

• 1D: -0.65%
• 1M: -0.87%
• 6M: 14.97%
• YTD: 18.32%
• 1Y: 31.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DDWM vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund	7.93%	12.87%
IFLO VictoryShares International Free Cash Flow ETF	18.32%	13.12%

Correlation

The correlation between DDWM and IFLO is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.81

The correlation between DDWM and IFLO has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

DDWM vs. IFLO - Sectors Allocation Comparison

Sectors	DDWM	IFLO
Industrials	21.1%	18.1%
Financial Services	20.7%	1.1%
Consumer Cyclical	10.6%	13.8%
Technology	9.0%	21.5%
Healthcare	8.6%	11.7%
Consumer Defensive	7.4%	2.8%
Basic Materials	5.5%	11.3%
Communication Services	5.4%	6.7%
Utilities	5.2%	1.0%
Energy	3.7%	12.1%
Real Estate	3.0%	0.0%

Return for Risk

DDWM vs. IFLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDWM

DDWM Risk / Return Rank: 51
DDWM Sharpe Ratio Rank: 54
DDWM Sortino Ratio Rank: 53
DDWM Omega Ratio Rank: 56
DDWM Calmar Ratio Rank: 45
DDWM Martin Ratio Rank: 49

IFLO

IFLO Risk / Return Rank: 87
IFLO Sharpe Ratio Rank: 85
IFLO Sortino Ratio Rank: 87
IFLO Omega Ratio Rank: 82
IFLO Calmar Ratio Rank: 93
IFLO Martin Ratio Rank: 91

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.

DDWM vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and VictoryShares International Free Cash Flow ETF (IFLO). 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	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.16	-0.69
Sortino ratio: Return per unit of downside risk	2.06	3.13	-1.06
Omega ratio: Gain probability vs. loss probability	1.28	1.39	-0.11
Calmar ratio: Return relative to maximum drawdown	1.81	4.91	-3.10
Martin ratio: Return relative to average drawdown	6.46	16.50	-10.04

DDWM vs. IFLO - Sharpe Ratio Comparison

The current DDWM Sharpe Ratio is 1.47, which is lower than the IFLO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of DDWM and IFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DDWM vs. IFLO - Drawdown Comparison

The maximum DDWM drawdown since its inception was -35.00%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for DDWM and IFLO.

Drawdown Indicators

	DDWM	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-35.00%	-6.44%	-28.56%
Max Drawdown (1Y) Largest decline over 1 year	-10.56%	-6.44%	-4.12%
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 Drawdown Current decline from peak	-1.53%	-2.22%	+0.69%
Average Drawdown Average peak-to-trough decline	-4.03%	-1.29%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	1.91%	+1.04%

Volatility

DDWM vs. IFLO - Volatility Comparison

The current volatility for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) is 3.77%, while VictoryShares International Free Cash Flow ETF (IFLO) has a volatility of 4.77%. This indicates that DDWM experiences smaller price fluctuations and is considered to be less risky than IFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDWM	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	4.77%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	11.14%	12.05%	-0.91%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	14.71%	-1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.39%	14.61%	-1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.06%	14.61%	+0.45%

DDWM vs. IFLO - Expense Ratio Comparison

DDWM has a 0.40% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

DDWM vs. IFLO - Dividend Comparison

DDWM's dividend yield for the trailing twelve months is around 2.56%, more than IFLO's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund	2.56%	2.47%	3.57%	4.46%	4.28%	3.73%	3.52%	3.63%	4.40%	2.65%	4.00%
IFLO VictoryShares International Free Cash Flow ETF	1.57%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DDWM and IFLO in my portfolio?

DDWM and IFLO have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDWM or IFLO?

IFLO has higher volatility (4.77%) compared to DDWM (3.77%). In terms of maximum drawdown, DDWM dropped -35.00% vs IFLO's -6.44%.

Which ETF is better, DDWM or IFLO?

On 1-year performance, IFLO leads with 31.49% vs 19.02% for DDWM. On fees, DDWM is cheaper at 0.40% per year. On volatility, DDWM has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DDWM or IFLO?

Over the 1-year period, IFLO has performed better with a 31.49% return vs 19.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DDWM or IFLO?

DDWM is cheaper with a 0.40% expense ratio, compared with 0.56% for IFLO.

Which ETF pays a higher dividend yield, DDWM or IFLO?

DDWM has the higher dividend yield at 2.56%, compared with 1.57% for IFLO.

What is the main difference between DDWM and IFLO?

They also come from different issuers: WisdomTree and VictoryShares. Their fees differ too: 0.40% for DDWM and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.16 vs 1.47), 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.