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DUSA vs. DNL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DUSADNL
YTD Return10.50%2.98%
1Y Return41.43%8.13%
3Y Return (Ann)5.08%0.54%
5Y Return (Ann)11.52%8.24%
Sharpe Ratio2.800.64
Daily Std Dev14.23%13.44%
Max Drawdown-36.71%-44.53%
Current Drawdown-3.70%-6.65%

Correlation

-0.50.00.51.00.7

The correlation between DUSA and DNL is 0.74, 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

DUSA vs. DNL - Performance Comparison

In the year-to-date period, DUSA achieves a 10.50% return, which is significantly higher than DNL's 2.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


70.00%80.00%90.00%100.00%110.00%120.00%December2024FebruaryMarchAprilMay
115.50%
91.34%
DUSA
DNL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Davis Select U.S. Equity ETF

WisdomTree Global ex-U.S. Quality Dividend Growth Fund

DUSA vs. DNL - Expense Ratio Comparison

DUSA has a 0.62% expense ratio, which is higher than DNL's 0.58% expense ratio.


DUSA
Davis Select U.S. Equity ETF
Expense ratio chart for DUSA: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for DNL: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

DUSA vs. DNL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select U.S. Equity ETF (DUSA) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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.


DUSA
Sharpe ratio
The chart of Sharpe ratio for DUSA, currently valued at 2.80, compared to the broader market-1.000.001.002.003.004.005.002.80
Sortino ratio
The chart of Sortino ratio for DUSA, currently valued at 3.95, compared to the broader market-2.000.002.004.006.008.003.95
Omega ratio
The chart of Omega ratio for DUSA, currently valued at 1.47, compared to the broader market0.501.001.502.002.501.47
Calmar ratio
The chart of Calmar ratio for DUSA, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.0012.0014.001.89
Martin ratio
The chart of Martin ratio for DUSA, currently valued at 11.19, compared to the broader market0.0020.0040.0060.0080.0011.19
DNL
Sharpe ratio
The chart of Sharpe ratio for DNL, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.005.000.64
Sortino ratio
The chart of Sortino ratio for DNL, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.001.00
Omega ratio
The chart of Omega ratio for DNL, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for DNL, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.0014.000.39
Martin ratio
The chart of Martin ratio for DNL, currently valued at 1.96, compared to the broader market0.0020.0040.0060.0080.001.96

DUSA vs. DNL - Sharpe Ratio Comparison

The current DUSA Sharpe Ratio is 2.80, which is higher than the DNL Sharpe Ratio of 0.64. The chart below compares the 12-month rolling Sharpe Ratio of DUSA and DNL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.80
0.64
DUSA
DNL

Dividends

DUSA vs. DNL - Dividend Comparison

DUSA's dividend yield for the trailing twelve months is around 3.05%, more than DNL's 1.78% yield.


TTM20232022202120202019201820172016201520142013
DUSA
Davis Select U.S. Equity ETF
3.05%3.38%1.21%1.12%0.51%1.12%2.77%0.68%0.00%0.00%0.00%0.00%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.78%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%2.37%2.30%

Drawdowns

DUSA vs. DNL - Drawdown Comparison

The maximum DUSA drawdown since its inception was -36.71%, smaller than the maximum DNL drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for DUSA and DNL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.70%
-6.65%
DUSA
DNL

Volatility

DUSA vs. DNL - Volatility Comparison

Davis Select U.S. Equity ETF (DUSA) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) have volatilities of 4.16% and 4.11%, 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.


3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
4.16%
4.11%
DUSA
DNL