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

Correlation

The correlation between DINT and DDWM is 0.66, 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

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.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
34.61%
72.30%
DINT
DDWM

Key characteristics

Sharpe Ratio

DINT:

0.68

DDWM:

0.92

Sortino Ratio

DINT:

1.09

DDWM:

1.37

Omega Ratio

DINT:

1.14

DDWM:

1.21

Calmar Ratio

DINT:

0.72

DDWM:

1.19

Martin Ratio

DINT:

1.97

DDWM:

4.98

Ulcer Index

DINT:

8.58%

DDWM:

2.95%

Daily Std Dev

DINT:

24.67%

DDWM:

15.66%

Max Drawdown

DINT:

-45.12%

DDWM:

-35.00%

Current Drawdown

DINT:

-5.19%

DDWM:

-0.18%

Returns By Period

In the year-to-date period, DINT achieves a 9.04% return, which is significantly lower than DDWM's 11.92% return.


DINT

YTD

9.04%

1M

11.81%

6M

2.75%

1Y

16.53%

5Y*

9.39%

10Y*

N/A

DDWM

YTD

11.92%

1M

9.10%

6M

12.08%

1Y

14.24%

5Y*

14.22%

10Y*

N/A

*Annualized

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DINT vs. DDWM - Expense Ratio Comparison

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


Risk-Adjusted Performance

DINT vs. DDWM — Risk-Adjusted Performance Rank

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

DINT
The Risk-Adjusted Performance Rank of DINT is 6969
Overall Rank
The Sharpe Ratio Rank of DINT is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DINT is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DINT is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DINT is 7575
Calmar Ratio Rank
The Martin Ratio Rank of DINT is 6161
Martin Ratio Rank

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
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.

DINT vs. DDWM - Risk-Adjusted Performance 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.


The current DINT Sharpe Ratio is 0.68, which is comparable to the DDWM Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DINT and DDWM, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.68
0.92
DINT
DDWM

Dividends

DINT vs. DDWM - Dividend Comparison

DINT's dividend yield for the trailing twelve months is around 2.14%, less than DDWM's 2.99% yield.


TTM202420232022202120202019201820172016
DINT
Davis Select International ETF
2.14%2.34%1.75%0.37%2.15%0.27%2.58%0.42%0.00%0.00%
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%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.19%
-0.18%
DINT
DDWM

Volatility

DINT vs. DDWM - Volatility Comparison

Davis Select International ETF (DINT) has a higher volatility of 5.29% compared to WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) at 4.70%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.29%
4.70%
DINT
DDWM