DWLD vs. POW

Last updated Jul 17, 2026

DWLD (Davis Select Worldwide ETF) and POW (VistaShares Electrification Supercycle ETF) are both exchange-traded funds - DWLD is a Global Equities fund actively managed by Davis Advisers, while POW is a Actively Managed fund actively managed by VistaShares. Both are actively managed. A 0.54 correlation means they provide meaningful diversification when combined. DWLD charges 0.63%/yr vs 0.75%/yr for POW.

Performance

DWLD vs. POW - Performance Comparison

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

Returns By Period

In the year-to-date period, DWLD achieves a 2.03% return, which is significantly lower than POW's 35.68% return.

DWLD

• 1D: -0.72%
• 1M: 0.85%
• 6M: 1.58%
• YTD: 2.03%
• 1Y: 16.47%
• 3Y*: 18.66%
• 5Y*: 9.09%
• 10Y*: —

POW

• 1D: -3.68%
• 1M: -13.79%
• 6M: 25.01%
• YTD: 35.68%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DWLD vs. POW - Yearly Performance Comparison

	2026 (YTD)	2025
DWLD Davis Select Worldwide ETF	2.03%	3.52%
POW VistaShares Electrification Supercycle ETF	35.68%	-1.70%

Correlation

The correlation between DWLD and POW is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025	0.54

Return for Risk

DWLD vs. POW — Risk / Return Rank

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

DWLD

DWLD Risk / Return Rank: 36
DWLD Sharpe Ratio Rank: 37
DWLD Sortino Ratio Rank: 36
DWLD Omega Ratio Rank: 35
DWLD Calmar Ratio Rank: 35
DWLD Martin Ratio Rank: 37

POW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. POW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select Worldwide ETF (DWLD) and VistaShares Electrification Supercycle ETF (POW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DWLD	POW	Difference
Sharpe ratio: Return per unit of total volatility	1.10	—	—
Sortino ratio: Return per unit of downside risk	1.59	—	—
Omega ratio: Gain probability vs. loss probability	1.20	—	—
Calmar ratio: Return relative to maximum drawdown	1.47	—	—
Martin ratio: Return relative to average drawdown	4.67	—	—

Drawdowns

DWLD vs. POW - Drawdown Comparison

The maximum DWLD drawdown since its inception was -39.27%, which is greater than POW's maximum drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for DWLD and POW.

Drawdown Indicators

	DWLD	POW	Difference
Max Drawdown Largest peak-to-trough decline	-39.27%	-20.28%	-18.99%
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	-33.94%	—	—
Current Drawdown Current decline from peak	-2.52%	-20.28%	+17.76%
Average Drawdown Average peak-to-trough decline	-11.25%	-4.56%	-6.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	—	—

Volatility

Volatility by Period

	DWLD	POW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.06%	33.06%	-18.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.64%	33.06%	-12.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.15%	33.06%	-11.91%

DWLD vs. POW - Expense Ratio Comparison

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

Dividends

DWLD vs. POW - Dividend Comparison

DWLD's dividend yield for the trailing twelve months is around 1.53%, more than POW's 0.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DWLD Davis Select Worldwide ETF	1.53%	1.56%	1.45%	1.23%	0.75%	1.03%	0.24%	2.27%	4.11%	0.20%
POW VistaShares Electrification Supercycle ETF	0.14%	0.19%	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 POW in my portfolio?

DWLD and POW have a correlation of 0.54, 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 POW?

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 POW?

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

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

DWLD has the higher dividend yield at 1.53%, compared with 0.14% for POW.

What is the main difference between DWLD and POW?

DWLD is categorized as Global Equities, while POW is Actively Managed. They also come from different issuers: Davis Advisers and VistaShares. Their fees differ too: 0.63% for DWLD and 0.75% for POW.