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DINT vs. DWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DINT vs. DWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select International ETF (DINT) and SPDR S&P International Dividend ETF (DWX). The values are adjusted to include any dividend payments, if applicable.

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DINT vs. DWX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DINT
Davis Select International ETF
-5.56%32.66%20.56%6.73%-8.56%-14.93%22.78%29.39%-22.38%
DWX
SPDR S&P International Dividend ETF
4.30%31.62%2.56%14.74%-12.99%10.56%-5.10%20.26%-8.94%

Returns By Period

In the year-to-date period, DINT achieves a -5.56% return, which is significantly lower than DWX's 4.30% return.


DINT

1D
3.64%
1M
-7.64%
YTD
-5.56%
6M
-2.21%
1Y
18.40%
3Y*
15.75%
5Y*
3.68%
10Y*

DWX

1D
1.94%
1M
-5.87%
YTD
4.30%
6M
8.96%
1Y
24.41%
3Y*
14.87%
5Y*
8.07%
10Y*
7.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DINT vs. DWX - Expense Ratio Comparison

DINT has a 0.65% expense ratio, which is higher than DWX's 0.45% expense ratio.


Return for Risk

DINT vs. DWX — Risk / Return Rank

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

DINT
DINT Risk / Return Rank: 4848
Overall Rank
DINT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DINT Sortino Ratio Rank: 4949
Sortino Ratio Rank
DINT Omega Ratio Rank: 4949
Omega Ratio Rank
DINT Calmar Ratio Rank: 4747
Calmar Ratio Rank
DINT Martin Ratio Rank: 4545
Martin Ratio Rank

DWX
DWX Risk / Return Rank: 9090
Overall Rank
DWX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DWX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DWX Omega Ratio Rank: 9090
Omega Ratio Rank
DWX Calmar Ratio Rank: 8989
Calmar Ratio Rank
DWX Martin Ratio Rank: 8989
Martin Ratio Rank
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.

DINT vs. DWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) and SPDR S&P International Dividend ETF (DWX). 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.


DINTDWXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.96

-1.05

Sortino ratio

Return per unit of downside risk

1.32

2.58

-1.26

Omega ratio

Gain probability vs. loss probability

1.19

1.37

-0.19

Calmar ratio

Return relative to maximum drawdown

1.20

2.79

-1.59

Martin ratio

Return relative to average drawdown

4.28

10.67

-6.38

DINT vs. DWX - Sharpe Ratio Comparison

The current DINT Sharpe Ratio is 0.91, which is lower than the DWX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DINT and DWX, 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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Sharpe Ratios by Period


DINTDWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.96

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.67

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.12

+0.13

Correlation

The correlation between DINT and DWX 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.


Dividends

DINT vs. DWX - Dividend Comparison

DINT's dividend yield for the trailing twelve months is around 1.76%, less than DWX's 4.28% yield.


TTM20252024202320222021202020192018201720162015
DINT
Davis Select International ETF
1.76%1.67%2.34%1.75%0.37%2.15%0.27%2.58%0.41%0.00%0.00%0.00%
DWX
SPDR S&P International Dividend ETF
4.28%4.44%4.31%4.12%4.68%3.89%3.84%4.40%5.06%3.85%5.25%5.81%

Drawdowns

DINT vs. DWX - Drawdown Comparison

The maximum DINT drawdown since its inception was -45.12%, smaller than the maximum DWX drawdown of -66.86%. Use the drawdown chart below to compare losses from any high point for DINT and DWX.


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Drawdown Indicators


DINTDWXDifference

Max Drawdown

Largest peak-to-trough decline

-45.12%

-66.86%

+21.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-8.59%

-5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

-26.96%

-16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-9.92%

-5.87%

-4.05%

Average Drawdown

Average peak-to-trough decline

-15.46%

-14.23%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

2.24%

+1.82%

Volatility

DINT vs. DWX - Volatility Comparison

Davis Select International ETF (DINT) has a higher volatility of 8.80% compared to SPDR S&P International Dividend ETF (DWX) at 5.64%. This indicates that DINT's price experiences larger fluctuations and is considered to be riskier than DWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DINTDWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

5.64%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

8.13%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

12.53%

+7.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

12.13%

+11.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

15.21%

+7.79%