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DWLD vs. DINT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWLD vs. DINT - Performance Comparison

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

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DWLD vs. DINT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DWLD
Davis Select Worldwide ETF
-6.07%30.43%24.34%20.62%-14.20%-4.03%22.73%31.28%-22.99%
DINT
Davis Select International ETF
-5.56%32.66%20.56%6.73%-8.56%-14.93%22.78%29.39%-22.38%

Returns By Period

In the year-to-date period, DWLD achieves a -6.07% return, which is significantly lower than DINT's -5.56% return.


DWLD

1D
2.70%
1M
-6.09%
YTD
-6.07%
6M
-1.64%
1Y
18.03%
3Y*
20.00%
5Y*
6.22%
10Y*

DINT

1D
3.64%
1M
-7.64%
YTD
-5.56%
6M
-2.21%
1Y
18.40%
3Y*
15.75%
5Y*
3.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWLD vs. DINT - Expense Ratio Comparison

DWLD has a 0.63% expense ratio, which is lower than DINT's 0.65% expense ratio.


Return for Risk

DWLD vs. DINT — Risk / Return Rank

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

DWLD
DWLD Risk / Return Rank: 5353
Overall Rank
DWLD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DWLD Sortino Ratio Rank: 5353
Sortino Ratio Rank
DWLD Omega Ratio Rank: 5353
Omega Ratio Rank
DWLD Calmar Ratio Rank: 5353
Calmar Ratio Rank
DWLD Martin Ratio Rank: 5252
Martin Ratio Rank

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
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.

DWLD vs. DINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select Worldwide ETF (DWLD) and Davis Select International ETF (DINT). 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.


DWLDDINTDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.91

+0.03

Sortino ratio

Return per unit of downside risk

1.38

1.32

+0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.35

1.20

+0.16

Martin ratio

Return relative to average drawdown

5.03

4.28

+0.74

DWLD vs. DINT - Sharpe Ratio Comparison

The current DWLD Sharpe Ratio is 0.93, which is comparable to the DINT Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DWLD and DINT, 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


DWLDDINTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.91

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.16

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.24

+0.24

Correlation

The correlation between DWLD and DINT is 0.91, 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.


Dividends

DWLD vs. DINT - Dividend Comparison

DWLD's dividend yield for the trailing twelve months is around 1.66%, less than DINT's 1.76% yield.


TTM202520242023202220212020201920182017
DWLD
Davis Select Worldwide ETF
1.66%1.56%1.45%1.23%0.75%1.03%0.24%2.27%4.11%0.20%
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%

Drawdowns

DWLD vs. DINT - Drawdown Comparison

The maximum DWLD drawdown since its inception was -39.27%, smaller than the maximum DINT drawdown of -45.12%. Use the drawdown chart below to compare losses from any high point for DWLD and DINT.


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Drawdown Indicators


DWLDDINTDifference

Max Drawdown

Largest peak-to-trough decline

-39.27%

-45.12%

+5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-14.51%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-39.27%

-42.97%

+3.70%

Current Drawdown

Current decline from peak

-8.81%

-9.92%

+1.11%

Average Drawdown

Average peak-to-trough decline

-11.50%

-15.46%

+3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

4.06%

-0.51%

Volatility

DWLD vs. DINT - Volatility Comparison

The current volatility for Davis Select Worldwide ETF (DWLD) is 6.22%, while Davis Select International ETF (DINT) has a volatility of 8.80%. This indicates that DWLD experiences smaller price fluctuations and is considered to be less risky than DINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWLDDINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

8.80%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

13.37%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

20.42%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

23.14%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.32%

23.00%

-1.68%