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DWX vs. RFDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWX vs. RFDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P International Dividend ETF (DWX) and First Trust RiverFront Dynamic Developed International ETF (RFDI). The values are adjusted to include any dividend payments, if applicable.

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DWX vs. RFDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DWX
SPDR S&P International Dividend ETF
4.30%31.62%2.56%14.74%-12.99%10.56%-5.10%20.26%-11.11%18.91%
RFDI
First Trust RiverFront Dynamic Developed International ETF
2.43%35.95%5.56%18.14%-23.57%17.36%9.16%20.47%-18.26%24.08%

Returns By Period

In the year-to-date period, DWX achieves a 4.30% return, which is significantly higher than RFDI's 2.43% return.


DWX

1D
1.94%
1M
-5.87%
YTD
4.30%
6M
8.96%
1Y
24.41%
3Y*
14.87%
5Y*
8.07%
10Y*
7.47%

RFDI

1D
2.72%
1M
-6.48%
YTD
2.43%
6M
8.84%
1Y
28.16%
3Y*
17.98%
5Y*
8.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWX vs. RFDI - Expense Ratio Comparison

DWX has a 0.45% expense ratio, which is lower than RFDI's 0.83% expense ratio.


Return for Risk

DWX vs. RFDI — Risk / Return Rank

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

DWX
DWX Risk / Return Rank: 9090
Overall Rank
DWX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DWX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DWX Omega Ratio Rank: 9090
Omega Ratio Rank
DWX Calmar Ratio Rank: 8989
Calmar Ratio Rank
DWX Martin Ratio Rank: 8989
Martin Ratio Rank

RFDI
RFDI Risk / Return Rank: 8282
Overall Rank
RFDI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RFDI Sortino Ratio Rank: 8383
Sortino Ratio Rank
RFDI Omega Ratio Rank: 8383
Omega Ratio Rank
RFDI Calmar Ratio Rank: 8181
Calmar Ratio Rank
RFDI Martin Ratio Rank: 8484
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.

DWX vs. RFDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P International Dividend ETF (DWX) and First Trust RiverFront Dynamic Developed International ETF (RFDI). 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.


DWXRFDIDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.54

+0.42

Sortino ratio

Return per unit of downside risk

2.58

2.19

+0.39

Omega ratio

Gain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratio

Return relative to maximum drawdown

2.79

2.29

+0.49

Martin ratio

Return relative to average drawdown

10.67

9.63

+1.03

DWX vs. RFDI - Sharpe Ratio Comparison

The current DWX Sharpe Ratio is 1.96, which is comparable to the RFDI Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of DWX and RFDI, 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


DWXRFDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.54

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.52

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.47

-0.35

Correlation

The correlation between DWX and RFDI is 0.83, 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

DWX vs. RFDI - Dividend Comparison

DWX's dividend yield for the trailing twelve months is around 4.28%, more than RFDI's 3.44% yield.


TTM20252024202320222021202020192018201720162015
DWX
SPDR S&P International Dividend ETF
4.28%4.44%4.31%4.12%4.68%3.89%3.84%4.40%5.06%3.85%5.25%5.81%
RFDI
First Trust RiverFront Dynamic Developed International ETF
3.44%3.45%5.21%2.43%5.00%3.22%1.34%2.72%2.59%1.63%1.85%0.00%

Drawdowns

DWX vs. RFDI - Drawdown Comparison

The maximum DWX drawdown since its inception was -66.86%, which is greater than RFDI's maximum drawdown of -39.40%. Use the drawdown chart below to compare losses from any high point for DWX and RFDI.


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Drawdown Indicators


DWXRFDIDifference

Max Drawdown

Largest peak-to-trough decline

-66.86%

-39.40%

-27.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-11.78%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.96%

-35.87%

+8.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-5.87%

-7.24%

+1.37%

Average Drawdown

Average peak-to-trough decline

-14.23%

-9.35%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.80%

-0.56%

Volatility

DWX vs. RFDI - Volatility Comparison

The current volatility for SPDR S&P International Dividend ETF (DWX) is 5.64%, while First Trust RiverFront Dynamic Developed International ETF (RFDI) has a volatility of 7.29%. This indicates that DWX experiences smaller price fluctuations and is considered to be less risky than RFDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWXRFDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

7.29%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

10.80%

-2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

18.39%

-5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.13%

16.68%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

17.31%

-2.10%