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

Correlation

The correlation between DDWM and VYMI is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

DDWM vs. VYMI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DDWM:

0.92

VYMI:

0.90

Sortino Ratio

DDWM:

1.37

VYMI:

1.38

Omega Ratio

DDWM:

1.21

VYMI:

1.19

Calmar Ratio

DDWM:

1.19

VYMI:

1.19

Martin Ratio

DDWM:

4.98

VYMI:

4.14

Ulcer Index

DDWM:

2.95%

VYMI:

3.69%

Daily Std Dev

DDWM:

15.66%

VYMI:

16.25%

Max Drawdown

DDWM:

-35.00%

VYMI:

-40.00%

Current Drawdown

DDWM:

-0.18%

VYMI:

-0.09%

Returns By Period

In the year-to-date period, DDWM achieves a 11.92% return, which is significantly lower than VYMI's 13.93% return.


DDWM

YTD

11.92%

1M

9.10%

6M

12.08%

1Y

14.24%

5Y*

14.22%

10Y*

N/A

VYMI

YTD

13.93%

1M

9.26%

6M

10.64%

1Y

14.43%

5Y*

15.01%

10Y*

N/A

*Annualized

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DDWM vs. VYMI - Expense Ratio Comparison

DDWM has a 0.40% expense ratio, which is higher than VYMI's 0.22% expense ratio.


Risk-Adjusted Performance

DDWM vs. VYMI — 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 8383
Overall Rank
The Sharpe Ratio Rank of DDWM is 8080
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

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8181
Overall Rank
The Sharpe Ratio Rank of VYMI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8282
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. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Vanguard International High Dividend Yield ETF (VYMI). 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 VYMI Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DDWM and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DDWM vs. VYMI - Dividend Comparison

DDWM's dividend yield for the trailing twelve months is around 2.99%, less than VYMI's 4.26% yield.


TTM202420232022202120202019201820172016
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
2.99%3.57%4.46%4.28%3.73%3.52%3.63%4.40%2.65%4.00%
VYMI
Vanguard International High Dividend Yield ETF
4.26%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

DDWM vs. VYMI - Drawdown Comparison

The maximum DDWM drawdown since its inception was -35.00%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DDWM and VYMI. For additional features, visit the drawdowns tool.


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Volatility

DDWM vs. VYMI - Volatility Comparison


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