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DDWM vs. LVHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDWM and LVHI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DDWM vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Legg Mason International Low Volatility High Dividend ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

80.00%85.00%90.00%95.00%100.00%105.00%110.00%115.00%December2025FebruaryMarchAprilMay
110.70%
110.53%
DDWM
LVHI

Key characteristics

Sharpe Ratio

DDWM:

0.92

LVHI:

0.98

Sortino Ratio

DDWM:

1.40

LVHI:

1.39

Omega Ratio

DDWM:

1.21

LVHI:

1.22

Calmar Ratio

DDWM:

1.22

LVHI:

1.15

Martin Ratio

DDWM:

5.09

LVHI:

5.78

Ulcer Index

DDWM:

2.95%

LVHI:

2.39%

Daily Std Dev

DDWM:

15.66%

LVHI:

13.64%

Max Drawdown

DDWM:

-35.00%

LVHI:

-32.31%

Current Drawdown

DDWM:

-0.44%

LVHI:

-1.58%

Returns By Period

In the year-to-date period, DDWM achieves a 11.63% return, which is significantly higher than LVHI's 6.35% return.


DDWM

YTD

11.63%

1M

16.44%

6M

10.48%

1Y

14.34%

5Y*

14.17%

10Y*

N/A

LVHI

YTD

6.35%

1M

11.83%

6M

6.46%

1Y

13.29%

5Y*

15.41%

10Y*

N/A

*Annualized

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DDWM vs. LVHI - Expense Ratio Comparison

Both DDWM and LVHI have an expense ratio of 0.40%.


Risk-Adjusted Performance

DDWM vs. LVHI — Risk-Adjusted Performance Rank

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

DDWM
The Risk-Adjusted Performance Rank of DDWM is 8282
Overall Rank
The Sharpe Ratio Rank of DDWM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DDWM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DDWM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DDWM is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DDWM is 8585
Martin Ratio Rank

LVHI
The Risk-Adjusted Performance Rank of LVHI is 8383
Overall Rank
The Sharpe Ratio Rank of LVHI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DDWM vs. LVHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.


The current DDWM Sharpe Ratio is 0.92, which is comparable to the LVHI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DDWM and LVHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.92
0.98
DDWM
LVHI

Dividends

DDWM vs. LVHI - Dividend Comparison

DDWM's dividend yield for the trailing twelve months is around 3.00%, less than LVHI's 4.95% yield.


TTM202420232022202120202019201820172016
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
3.00%3.57%4.46%4.28%3.73%3.52%3.63%4.40%2.65%4.00%
LVHI
Legg Mason International Low Volatility High Dividend ETF
4.95%4.95%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%

Drawdowns

DDWM vs. LVHI - Drawdown Comparison

The maximum DDWM drawdown since its inception was -35.00%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for DDWM and LVHI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.44%
-1.58%
DDWM
LVHI

Volatility

DDWM vs. LVHI - Volatility Comparison

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) has a higher volatility of 7.90% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 7.37%. This indicates that DDWM's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
7.90%
7.37%
DDWM
LVHI