Correlation
The correlation between DWLD and DFIV is 0.67, 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.
DWLD vs. DFIV
Compare and contrast key facts about Davis Select Worldwide ETF (DWLD) and Dimensional International Value ETF (DFIV).
DWLD and DFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DWLD is an actively managed fund by Davis Advisers. It was launched on Jan 11, 2017. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWLD or DFIV.
Performance
DWLD vs. DFIV - Performance Comparison
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Key characteristics
DWLD:
0.88
DFIV:
0.99
DWLD:
1.24
DFIV:
1.36
DWLD:
1.17
DFIV:
1.19
DWLD:
1.10
DFIV:
1.11
DWLD:
3.99
DFIV:
4.31
DWLD:
4.42%
DFIV:
3.78%
DWLD:
22.03%
DFIV:
17.31%
DWLD:
-39.27%
DFIV:
-25.42%
DWLD:
-1.42%
DFIV:
-0.31%
Returns By Period
In the year-to-date period, DWLD achieves a 9.01% return, which is significantly lower than DFIV's 19.59% return.
DWLD
9.01%
5.91%
3.51%
19.02%
16.99%
12.92%
N/A
DFIV
19.59%
5.67%
16.64%
15.76%
12.86%
N/A
N/A
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DWLD vs. DFIV - Expense Ratio Comparison
DWLD has a 0.63% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Risk-Adjusted Performance
DWLD vs. DFIV — Risk-Adjusted Performance Rank
DWLD
DFIV
DWLD vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Select Worldwide ETF (DWLD) and Dimensional International Value ETF (DFIV). 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.
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Dividends
DWLD vs. DFIV - Dividend Comparison
DWLD's dividend yield for the trailing twelve months is around 1.33%, less than DFIV's 3.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
DWLD Davis Select Worldwide ETF | 1.33% | 1.45% | 1.23% | 0.75% | 1.03% | 0.24% | 2.27% | 4.11% | 0.20% |
DFIV Dimensional International Value ETF | 3.39% | 3.88% | 3.93% | 3.84% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DWLD vs. DFIV - Drawdown Comparison
The maximum DWLD drawdown since its inception was -39.27%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for DWLD and DFIV.
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Volatility
DWLD vs. DFIV - Volatility Comparison
Davis Select Worldwide ETF (DWLD) has a higher volatility of 5.82% compared to Dimensional International Value ETF (DFIV) at 2.71%. This indicates that DWLD's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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