DDWM vs. RODM

Last updated Jun 24, 2026

DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds - DDWM tracks the WisdomTree Dynamic Currency Hedged International Equity Index while RODM tracks the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. Both are passively managed. Over the past 10 years, DDWM returned 10.94%/yr vs 9.31%/yr for RODM. Their correlation of 0.85 suggests significant overlap in exposure. DDWM charges 0.40%/yr vs 0.29%/yr for RODM.

Performance

DDWM vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDWM achieves a 6.75% return, which is significantly lower than RODM's 10.16% return. Over the past 10 years, DDWM has outperformed RODM with an annualized return of 10.94%, while RODM has yielded a comparatively lower 9.31% annualized return.

DDWM

• 1D: -1.52%
• 1M: -0.22%
• YTD: 6.75%
• 6M: 6.95%
• 1Y: 20.60%
• 3Y*: 18.16%
• 5Y*: 12.42%
• 10Y*: 10.94%

RODM

• 1D: -0.71%
• 1M: -1.81%
• YTD: 10.16%
• 6M: 9.75%
• 1Y: 24.04%
• 3Y*: 20.17%
• 5Y*: 9.67%
• 10Y*: 9.31%

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

DDWM vs. RODM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund	6.75%	30.07%	10.70%	15.25%	-0.77%	14.84%	-4.56%	21.43%	-11.75%	18.80%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	10.16%	34.42%	8.02%	15.76%	-14.54%	11.11%	-0.62%	17.15%	-9.97%	25.14%

Correlation

The correlation between DDWM and RODM is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Feb 4, 2016	0.86

The correlation between DDWM and RODM has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

DDWM vs. RODM - Sectors Allocation Comparison

Sectors	DDWM	RODM
Industrials	21.1%	16.7%
Financial Services	20.7%	26.6%
Consumer Cyclical	10.6%	6.0%
Technology	9.0%	10.5%
Healthcare	8.6%	9.0%
Consumer Defensive	7.4%	4.0%
Basic Materials	5.5%	6.4%
Communication Services	5.4%	5.5%
Utilities	5.2%	4.8%
Energy	3.7%	6.3%
Real Estate	3.0%	3.5%

Return for Risk

DDWM vs. RODM — Risk / Return Rank

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

DDWM

DDWM Risk / Return Rank: 47
DDWM Sharpe Ratio Rank: 49
DDWM Sortino Ratio Rank: 47
DDWM Omega Ratio Rank: 50
DDWM Calmar Ratio Rank: 41
DDWM Martin Ratio Rank: 45

RODM

RODM Risk / Return Rank: 74
RODM Sharpe Ratio Rank: 74
RODM Sortino Ratio Rank: 75
RODM Omega Ratio Rank: 73
RODM Calmar Ratio Rank: 72
RODM Martin Ratio Rank: 76

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. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). 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	RODM	Difference
Sharpe ratio: Return per unit of total volatility	1.59	2.21	-0.62
Sortino ratio: Return per unit of downside risk	2.22	3.12	-0.89
Omega ratio: Gain probability vs. loss probability	1.30	1.40	-0.10
Calmar ratio: Return relative to maximum drawdown	1.96	3.40	-1.44
Martin ratio: Return relative to average drawdown	7.05	13.45	-6.40

DDWM vs. RODM - Sharpe Ratio Comparison

The current DDWM Sharpe Ratio is 1.59, which is comparable to the RODM Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DDWM and RODM, 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. RODM - Drawdown Comparison

The maximum DDWM drawdown since its inception was -35.00%, roughly equal to the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for DDWM and RODM.

Drawdown Indicators

	DDWM	RODM	Difference
Max Drawdown Largest peak-to-trough decline	-35.00%	-35.98%	+0.98%
Max Drawdown (1Y) Largest decline over 1 year	-10.56%	-7.10%	-3.46%
Max Drawdown (3Y) Largest decline over 3 years	-12.34%	-10.58%	-1.76%
Max Drawdown (5Y) Largest decline over 5 years	-14.79%	-28.85%	+14.06%
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	-35.98%	+0.98%
Current Drawdown Current decline from peak	-2.60%	-2.16%	-0.44%
Average Drawdown Average peak-to-trough decline	-4.04%	-6.36%	+2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	1.79%	+1.14%

Volatility

DDWM vs. RODM - Volatility Comparison

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) has a higher volatility of 4.18% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.21%. This indicates that DDWM's price experiences larger fluctuations and is considered to be riskier than RODM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDWM	RODM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	3.21%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	8.77%	+2.27%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	10.95%	+2.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.40%	13.45%	-0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.14%	15.08%	+0.06%

DDWM vs. RODM - Expense Ratio Comparison

DDWM has a 0.40% expense ratio, which is higher than RODM's 0.29% expense ratio.

Dividends

DDWM vs. RODM - Dividend Comparison

DDWM's dividend yield for the trailing twelve months is around 2.32%, less than RODM's 2.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund	2.32%	2.47%	3.57%	4.46%	4.28%	3.73%	3.52%	3.63%	4.40%	2.65%	4.00%	0.00%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	2.82%	3.11%	4.09%	4.42%	3.81%	4.41%	2.82%	2.82%	2.03%	2.24%	3.19%	2.60%

Frequently Asked Questions

Can I hold both DDWM and RODM in my portfolio?

DDWM and RODM have a correlation of 0.86, 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 RODM?

DDWM has higher volatility (4.18%) compared to RODM (3.21%). In terms of maximum drawdown, DDWM dropped -35.00% vs RODM's -35.98%.

Which ETF is better, DDWM or RODM?

On 10-year performance, DDWM leads with 10.94% vs 9.31% for RODM. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DDWM or RODM?

Over the 10-year period, DDWM has performed better with a 10.94% return vs 9.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DDWM or RODM?

RODM is cheaper with a 0.29% expense ratio, compared with 0.40% for DDWM.

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

RODM has the higher dividend yield at 2.82%, compared with 2.32% for DDWM.

What is the main difference between DDWM and RODM?

DDWM tracks WisdomTree Dynamic Currency Hedged International Equity Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: WisdomTree and Hartford. Their fees differ too: 0.40% for DDWM and 0.29% for RODM.

Which has better risk-adjusted returns?

RODM currently has the higher Sharpe Ratio (2.21 vs 1.59), 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.