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DINT vs. DDWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DINT vs. DDWM - Performance Comparison

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

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Returns By Period

In the year-to-date period, DINT achieves a 5.28% return, which is significantly lower than DDWM's 9.49% return.


DINT

1D
0.00%
1M
4.40%
6M
2.61%
YTD
5.28%
1Y
20.59%
3Y*
16.72%
5Y*
10.02%
10Y*
ALL TIME*
6.74%

DDWM

1D
-0.41%
1M
0.71%
6M
5.28%
YTD
9.49%
1Y
21.99%
3Y*
17.74%
5Y*
13.00%
10Y*
10.64%
ALL TIME*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.12M$4.14M$4.85M
$295.15K$480.84K$421.00K

DINT vs. DDWM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DINT
Davis Select International ETF
5.28%32.66%20.56%6.73%-8.56%-14.93%22.78%29.39%-22.06%
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
9.49%30.07%10.70%15.25%-0.77%14.84%-4.56%21.43%-8.35%

Correlation

The correlation between DINT and DDWM is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (3Y)
Balances recent behavior with more history.

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2018

0.71

The correlation between DINT and DDWM has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.

DINT vs. DDWM - Sectors Allocation Comparison


Sectors
DINT
DDWM

Consumer Cyclical

31.1%
9.3%

Technology

25.7%
7.4%

Financial Services

19.3%
18.2%

Industrials

7.7%
19.3%

Basic Materials

5.9%
5.8%

Consumer Defensive

5.2%
7.0%

Energy

4.9%
3.7%

Communication Services

2.9%
4.7%

Healthcare

2.9%
8.2%

Real Estate

2.3%
2.7%

Utilities

-

5.2%

Consumer Cyclical

DINT
31.1%
DDWM
9.3%

Technology

DINT
25.7%
DDWM
7.4%

Financial Services

DINT
19.3%
DDWM
18.2%

Industrials

DINT
7.7%
DDWM
19.3%

Basic Materials

DINT
5.9%
DDWM
5.8%

Consumer Defensive

DINT
5.2%
DDWM
7.0%

Energy

DINT
4.9%
DDWM
3.7%

Communication Services

DINT
2.9%
DDWM
4.7%

Healthcare

DINT
2.9%
DDWM
8.2%

Real Estate

DINT
2.3%
DDWM
2.7%

Utilities

DINT

-

DDWM
5.2%

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Return for Risk

DINT vs. DDWM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DINT
DINT Risk / Return Rank: 3939
Overall Rank
DINT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DINT Sortino Ratio Rank: 3838
Sortino Ratio Rank
DINT Omega Ratio Rank: 3838
Omega Ratio Rank
DINT Calmar Ratio Rank: 4040
Calmar Ratio Rank
DINT Martin Ratio Rank: 3939
Martin Ratio Rank

DDWM
DDWM Risk / Return Rank: 6868
Overall Rank
DDWM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DDWM Sortino Ratio Rank: 7272
Sortino Ratio Rank
DDWM Omega Ratio Rank: 7676
Omega Ratio Rank
DDWM Calmar Ratio Rank: 5858
Calmar Ratio Rank
DDWM Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DINT vs. DDWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) and WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM). 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.


DINTDDWMDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

1.40

2.04

-0.64

Martin ratioReturn relative to average drawdown

4.23

7.35

-3.12

DINT vs. DDWM - Sharpe Ratio Comparison

The current DINT Sharpe Ratio is 0.97, which is lower than the DDWM Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of DINT and DDWM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DINT vs. DDWM - Drawdown Comparison

The maximum DINT drawdown since its inception was -45.12%, which is greater than DDWM's maximum drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for DINT and DDWM.


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Drawdown Indicators


DINTDDWMDifference

Max Drawdown

Largest peak-to-trough decline

-45.12%

-35.00%

-10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-10.56%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-20.50%

-12.34%

-8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-32.99%

-14.79%

-18.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-1.43%

-0.41%

-1.02%

Average Drawdown

Average peak-to-trough decline

-15.01%

-4.01%

-11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

2.93%

+1.39%

Volatility

DINT vs. DDWM - Volatility Comparison

Davis Select International ETF (DINT) has a higher volatility of 4.57% compared to WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) at 3.29%. This indicates that DINT's price experiences larger fluctuations and is considered to be riskier than DDWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DINTDDWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

3.29%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.60%

11.05%

+4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

12.87%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

13.37%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

15.07%

+7.85%

DINT vs. DDWM - Expense Ratio Comparison

DINT has a 0.65% expense ratio, which is higher than DDWM's 0.40% expense ratio.


Dividends

DINT vs. DDWM - Dividend Comparison

DINT's dividend yield for the trailing twelve months is around 1.58%, less than DDWM's 2.52% yield.


PositionTTM2025202420232022202120202019201820172016
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
2.52%2.47%3.57%4.46%4.28%3.73%3.52%3.63%4.40%2.65%4.00%
DINT
Davis Select International ETF
1.58%1.67%2.34%1.75%0.37%2.15%0.27%2.58%0.41%0.00%0.00%

Frequently Asked Questions


DINT and DDWM have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DINT has higher volatility (4.57%) compared to DDWM (3.29%). In terms of maximum drawdown, DINT dropped -45.12% vs DDWM's -35.00%.

On 5-year performance, DDWM leads with 13.00% vs 10.02% for DINT. On fees, DDWM is cheaper at 0.40% per year. On volatility, DDWM has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DDWM has performed better with a 13.00% return vs 10.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DDWM is cheaper with a 0.40% expense ratio, compared with 0.65% for DINT.

DDWM has the higher dividend yield at 2.52%, compared with 1.58% for DINT.

They also come from different issuers: Davis and WisdomTree. Their fees differ too: 0.65% for DINT and 0.40% for DDWM.

DDWM currently has the higher Sharpe Ratio (1.68 vs 0.97), 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.

Portfolio Optimizer

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