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DWLD vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DWLD vs. URTH

Last updated Aug 2, 2026
Documentation

DWLD (Davis Select Worldwide ETF) and URTH (iShares MSCI World ETF) are both Global Equities funds. DWLD is actively managed, while URTH is passively managed. Over the past 5 years, DWLD returned 10.66%/yr vs 11.30%/yr for URTH. Their correlation of 0.81 means they have usually moved in the same direction. DWLD charges 0.63%/yr vs 0.24%/yr for URTH.

Performance

DWLD vs. URTH - Performance Comparison

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

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Returns By Period

In the year-to-date period, DWLD achieves a 3.80% return, which is significantly lower than URTH's 10.21% return.

DWLD

1D
0.61%
1M
3.34%
6M
3.53%
YTD
3.80%
1Y
20.39%
3Y*
18.41%
5Y*
10.66%
10Y*
—
ALL TIME*
11.03%

URTH

1D
0.19%
1M
0.36%
6M
7.96%
YTD
10.21%
1Y
22.15%
3Y*
18.50%
5Y*
11.30%
10Y*
13.00%
ALL TIME*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DWLD

Davis Select Worldwide ETF
$710.10K$950.41K$926.32K

URTH

iShares MSCI World ETF
$79.77M$86.03M$143.88M

DWLD vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DWLD
Davis Select Worldwide ETF		3.80%30.43%24.34%20.62%-14.20%-4.03%22.73%31.28%-22.28%29.65%
URTH
iShares MSCI World ETF		10.21%21.36%18.66%23.95%-17.97%22.27%15.78%28.15%-8.56%20.47%

Correlation

The correlation between DWLD and URTH is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2017

0.81

The correlation between DWLD and URTH has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

DWLD vs. URTH - Sectors Allocation Comparison

Sectors
DWLD
URTH

Consumer Cyclical

23.1%
8.9%

Financial Services

17.4%
15.7%

Technology

16.6%
30.9%

Communication Services

12.6%
8.2%

Healthcare

11.9%
9.1%

Consumer Defensive

7.3%
5.0%

Energy

4.5%
3.6%

Industrials

3.5%
11.4%

Basic Materials

3.3%
3.1%

Real Estate

-

1.7%

Utilities

-

2.5%

Consumer Cyclical

DWLD
23.1%
URTH
8.9%

Financial Services

DWLD
17.4%
URTH
15.7%

Technology

DWLD
16.6%
URTH
30.9%

Communication Services

DWLD
12.6%
URTH
8.2%

Healthcare

DWLD
11.9%
URTH
9.1%

Consumer Defensive

DWLD
7.3%
URTH
5.0%

Energy

DWLD
4.5%
URTH
3.6%

Industrials

DWLD
3.5%
URTH
11.4%

Basic Materials

DWLD
3.3%
URTH
3.1%

Real Estate

DWLD

-

URTH
1.7%

Utilities

DWLD

-

URTH
2.5%

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 Worldwide ETF

iShares MSCI World ETF

Often compared with DWLD:
DWLD vs. SCHEDWLD vs. VEADWLD vs. DFIVDWLD vs. SWRD.LDWLD vs. SPYL.DEDWLD vs. VTDWLD vs. GABF
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

DWLD vs. URTH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DWLD
DWLD Risk / Return Rank: 4545
Overall Rank
DWLD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DWLD Sortino Ratio Rank: 4646
Sortino Ratio Rank
DWLD Omega Ratio Rank: 4444
Omega Ratio Rank
DWLD Calmar Ratio Rank: 4444
Calmar Ratio Rank
DWLD Martin Ratio Rank: 4444
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 7070
Overall Rank
URTH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6969
Sortino Ratio Rank
URTH Omega Ratio Rank: 6868
Omega Ratio Rank
URTH Calmar Ratio Rank: 6666
Calmar Ratio Rank
URTH Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DWLD vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select Worldwide ETF (DWLD) and iShares MSCI World ETF (URTH). 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.

DWLDURTHDifference
Sharpe ratioReturn per unit of total volatility
1.17
1.59

-0.42

Sortino ratioReturn per unit of downside risk
1.67
2.24

-0.56

Omega ratioGain probability vs. loss probability

1.21

1.28

-0.08

Calmar ratioReturn relative to maximum drawdown

1.57

2.29

-0.71

Martin ratioReturn relative to average drawdown

4.97

9.88

-4.91

DWLD vs. URTH - Sharpe Ratio Comparison

The current DWLD Sharpe Ratio is 1.17, which is comparable to the URTH Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DWLD and URTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DWLD vs. URTH - Drawdown Comparison

The maximum DWLD drawdown since its inception was -39.27%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for DWLD and URTH.

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Drawdown Indicators

DWLDURTHDifference

Max Drawdown

Largest peak-to-trough decline

-39.27%

-34.01%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-9.06%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

-16.94%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-31.85%

-26.05%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.01%

—

Current Drawdown

Current decline from peak

-0.84%

-0.70%

-0.14%

Average Drawdown

Average peak-to-trough decline

-11.21%

-4.34%

-6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.09%

+1.47%

Volatility

DWLD vs. URTH - Volatility Comparison

Davis Select Worldwide ETF (DWLD) and iShares MSCI World ETF (URTH) have volatilities of 3.74% and 3.59%, 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.

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Volatility by Period

DWLDURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.59%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

10.64%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

13.06%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

16.30%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

17.19%

+3.93%

DWLD vs. URTH - Expense Ratio Comparison

DWLD has a 0.63% expense ratio, which is higher than URTH's 0.24% expense ratio.

Dividends

DWLD vs. URTH - Dividend Comparison

DWLD's dividend yield for the trailing twelve months is around 1.50%, more than URTH's 1.40% yield.

PositionTTM20252024202320222021202020192018201720162015
DWLD
Davis Select Worldwide ETF		1.50%1.56%1.45%1.23%0.75%1.03%0.24%2.27%4.11%0.20%0.00%0.00%
URTH
iShares MSCI World ETF		1.40%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

DWLD and URTH have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DWLD has higher volatility (3.74%) compared to URTH (3.59%). In terms of maximum drawdown, DWLD dropped -39.27% vs URTH's -34.01%.

On 5-year performance, URTH leads with 11.30% vs 10.66% for DWLD. On fees, URTH is cheaper at 0.24% per year. On volatility, URTH has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, URTH has performed better with a 11.30% return vs 10.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URTH is cheaper with a 0.24% expense ratio, compared with 0.63% for DWLD.

DWLD has the higher dividend yield at 1.50%, compared with 1.40% for URTH.

They also come from different issuers: Davis and iShares. Their fees differ too: 0.63% for DWLD and 0.24% for URTH.

URTH currently has the higher Sharpe Ratio (1.59 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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