DWLD vs. VO
Compare and contrast key facts about Davis Select Worldwide ETF (DWLD) and Vanguard Mid-Cap ETF (VO).
DWLD and VO 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. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
DWLD vs. VO - Performance Comparison
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DWLD vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWLD Davis Select Worldwide ETF | -6.07% | 30.43% | 24.34% | 20.62% | -14.20% | -4.03% | 22.73% | 31.28% | -22.28% | 30.10% |
VO Vanguard Mid-Cap ETF | -0.68% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 17.19% |
Returns By Period
In the year-to-date period, DWLD achieves a -6.07% return, which is significantly lower than VO's -0.68% return.
DWLD
- 1D
- 2.70%
- 1M
- -6.09%
- YTD
- -6.07%
- 6M
- -1.64%
- 1Y
- 18.03%
- 3Y*
- 20.00%
- 5Y*
- 6.22%
- 10Y*
- —
VO
- 1D
- 2.22%
- 1M
- -5.86%
- YTD
- -0.68%
- 6M
- -1.48%
- 1Y
- 12.73%
- 3Y*
- 12.61%
- 5Y*
- 6.66%
- 10Y*
- 10.67%
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DWLD vs. VO - Expense Ratio Comparison
DWLD has a 0.63% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
DWLD vs. VO — Risk / Return Rank
DWLD
VO
DWLD vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Select Worldwide ETF (DWLD) and Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.73 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.12 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.05 | +0.30 |
Martin ratioReturn relative to average drawdown | 5.03 | 4.84 | +0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DWLD | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.73 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.38 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | 0.00 |
Correlation
The correlation between DWLD and VO is 0.77, 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. VO - Dividend Comparison
DWLD's dividend yield for the trailing twelve months is around 1.66%, more than VO's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.51% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
DWLD vs. VO - Drawdown Comparison
The maximum DWLD drawdown since its inception was -39.27%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for DWLD and VO.
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Drawdown Indicators
| DWLD | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.27% | -58.87% | +19.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -12.74% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -39.27% | -27.57% | -11.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.37% | — |
Current DrawdownCurrent decline from peak | -8.81% | -6.12% | -2.69% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -7.91% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.76% | +0.79% |
Volatility
DWLD vs. VO - Volatility Comparison
Davis Select Worldwide ETF (DWLD) has a higher volatility of 6.22% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that DWLD's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWLD | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 4.89% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 9.72% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.42% | 17.57% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 17.62% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.32% | 18.94% | +2.38% |