DDWM vs. VYMI

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Vanguard International High Dividend Yield ETF (VYMI).

DDWM and VYMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDWM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Dynamic Currency Hedged International Equity Index. It was launched on Jan 7, 2016. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both DDWM and VYMI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

DDWM vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund	2.70%	30.07%	10.70%	15.25%	-0.77%	14.84%	-4.56%	21.43%	-11.75%	18.80%
VYMI Vanguard International High Dividend Yield ETF	6.37%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Returns By Period

In the year-to-date period, DDWM achieves a 2.70% return, which is significantly lower than VYMI's 6.37% return. Both investments have delivered pretty close results over the past 10 years, with DDWM having a 10.15% annualized return and VYMI not far ahead at 10.30%.

DDWM

• 1D: 1.11%
• 1M: -4.47%
• YTD: 2.70%
• 6M: 7.09%
• 1Y: 24.49%
• 3Y*: 16.91%
• 5Y*: 12.48%
• 10Y*: 10.15%

VYMI

• 1D: 0.82%
• 1M: -3.79%
• YTD: 6.37%
• 6M: 13.78%
• 1Y: 33.76%
• 3Y*: 20.74%
• 5Y*: 12.62%
• 10Y*: 10.30%

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

DDWM vs. VYMI - Expense Ratio Comparison

DDWM has a 0.40% expense ratio, which is higher than VYMI's 0.07% expense ratio.

DDWM

WisdomTree Dynamic Currency Hedged International Equity Fund

VYMI

Vanguard International High Dividend Yield ETF

Return for Risk

DDWM vs. VYMI — Risk / Return Rank

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

DDWM

DDWM Risk / Return Rank: 79
DDWM Sharpe Ratio Rank: 78
DDWM Sortino Ratio Rank: 78
DDWM Omega Ratio Rank: 83
DDWM Calmar Ratio Rank: 78
DDWM Martin Ratio Rank: 78

VYMI

VYMI Risk / Return Rank: 92
VYMI Sharpe Ratio Rank: 92
VYMI Sortino Ratio Rank: 92
VYMI Omega Ratio Rank: 94
VYMI Calmar Ratio Rank: 90
VYMI 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. VYMI - Risk-Adjusted Trends 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.

	DDWM	VYMI	Difference
Sharpe ratio Return per unit of total volatility	1.52	2.13	-0.61
Sortino ratio Return per unit of downside risk	2.08	2.82	-0.74
Omega ratio Gain probability vs. loss probability	1.34	1.44	-0.11
Calmar ratio Return relative to maximum drawdown	2.26	3.09	-0.83
Martin ratio Return relative to average drawdown	8.93	12.68	-3.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DDWM vs. VYMI - Sharpe Ratio Comparison

The current DDWM Sharpe Ratio is 1.52, which is comparable to the VYMI Sharpe Ratio of 2.13. 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.

Sharpe Ratios by Period

	DDWM	VYMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	2.13	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	0.86	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.61	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.63	+0.05

Correlation

The correlation between DDWM and VYMI is 0.89, 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.

Dividends

DDWM vs. VYMI - Dividend Comparison

DDWM's dividend yield for the trailing twelve months is around 2.41%, less than VYMI's 3.60% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund	2.41%	2.47%	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	3.60%	3.68%	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.

Drawdown Indicators

	DDWM	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-35.00%	-40.00%	+5.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.83%	-11.08%	+0.25%
Max Drawdown (5Y) Largest decline over 5 years	-14.79%	-24.05%	+9.26%
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	-40.00%	+5.00%
Current Drawdown Current decline from peak	-6.29%	-5.77%	-0.52%
Average Drawdown Average peak-to-trough decline	-4.06%	-6.39%	+2.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.70%	+0.04%

Volatility

DDWM vs. VYMI - Volatility Comparison

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 6.36% and 6.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDWM	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	6.40%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	9.83%	9.90%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	16.19%	15.90%	+0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	14.75%	-1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.32%	16.89%	-1.57%