DWLD vs. FIXT

Last updated Jun 4, 2026

DWLD (Davis Select Worldwide ETF) and FIXT (Procure Disaster Recovery Strategy ETF) are both Global Equities funds. DWLD is actively managed, while FIXT is passively managed. At a 0.32 correlation, their price movements are largely independent. DWLD charges 0.63%/yr vs 0.75%/yr for FIXT.

Performance

DWLD vs. FIXT - Performance Comparison

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

Returns By Period

In the year-to-date period, DWLD achieves a 2.89% return, which is significantly higher than FIXT's 0.23% return.

DWLD

• 1D: -1.70%
• 1M: 2.78%
• YTD: 2.89%
• 6M: 5.82%
• 1Y: 22.23%
• 3Y*: 21.79%
• 5Y*: 8.09%
• 10Y*: —

FIXT

• 1D: -0.24%
• 1M: 0.27%
• YTD: 0.23%
• 6M: 0.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DWLD vs. FIXT - Yearly Performance Comparison

	2026 (YTD)	2025
DWLD Davis Select Worldwide ETF	2.89%	15.77%
FIXT Procure Disaster Recovery Strategy ETF	0.23%	4.58%

Correlation

The correlation between DWLD and FIXT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 17, 2025	0.32

DWLD vs. FIXT - Sectors Allocation Comparison

Sectors	DWLD	FIXT
Consumer Cyclical	21.4%	-
Financial Services	20.2%	-
Technology	17.4%	-
Communication Services	11.9%	-
Healthcare	11.4%	100.0%
Consumer Defensive	7.6%	-
Energy	5.8%	-
Basic Materials	3.5%	-
Industrials	0.8%	-
Real Estate	-	-
Utilities	-	-

Return for Risk

DWLD vs. FIXT — Risk / Return Rank

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

DWLD

DWLD Risk / Return Rank: 42
DWLD Sharpe Ratio Rank: 43
DWLD Sortino Ratio Rank: 42
DWLD Omega Ratio Rank: 41
DWLD Calmar Ratio Rank: 40
DWLD Martin Ratio Rank: 42

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. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select Worldwide ETF (DWLD) and Procure Disaster Recovery Strategy ETF (FIXT). 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.

	DWLD	FIXT	Difference
Sharpe ratio: Return per unit of total volatility	1.51	—	—
Sortino ratio: Return per unit of downside risk	2.13	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	1.98	—	—
Martin ratio: Return relative to average drawdown	6.83	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DWLD	FIXT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.34	-0.81

Drawdowns

DWLD vs. FIXT - Drawdown Comparison

The maximum DWLD drawdown since its inception was -39.27%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for DWLD and FIXT.

Drawdown Indicators

	DWLD	FIXT	Difference
Max Drawdown Largest peak-to-trough decline	-39.27%	-3.02%	-36.25%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.01%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-36.75%	—	—
Current Drawdown Current decline from peak	-1.70%	-1.88%	+0.18%
Average Drawdown Average peak-to-trough decline	-11.35%	-0.71%	-10.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	—	—

Volatility

Volatility by Period

	DWLD	FIXT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.79%	3.77%	+11.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.66%	3.77%	+16.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.22%	3.77%	+17.45%

DWLD vs. FIXT - Expense Ratio Comparison

DWLD has a 0.63% expense ratio, which is lower than FIXT's 0.75% expense ratio.

Dividends

DWLD vs. FIXT - Dividend Comparison

DWLD's dividend yield for the trailing twelve months is around 1.52%, less than FIXT's 5.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DWLD Davis Select Worldwide ETF	1.52%	1.56%	1.45%	1.23%	0.75%	1.03%	0.24%	2.27%	4.11%	0.20%
FIXT Procure Disaster Recovery Strategy ETF	5.55%	3.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DWLD and FIXT in my portfolio?

DWLD and FIXT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DWLD or FIXT?

On fees, DWLD is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DWLD or FIXT?

DWLD is cheaper with a 0.63% expense ratio, compared with 0.75% for FIXT.

Which ETF pays a higher dividend yield, DWLD or FIXT?

FIXT has the higher dividend yield at 5.55%, compared with 1.52% for DWLD.

What is the main difference between DWLD and FIXT?

They also come from different issuers: Davis Advisers and Procure. Their fees differ too: 0.63% for DWLD and 0.75% for FIXT.