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UIVM vs. DDWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UIVM vs. DDWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares International Value Momentum ETF (UIVM) and WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM). The values are adjusted to include any dividend payments, if applicable.

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UIVM vs. DDWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UIVM
VictoryShares International Value Momentum ETF
5.84%45.47%5.23%16.79%-13.31%11.85%0.76%15.29%-17.41%2.56%
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
1.57%30.07%10.70%15.25%-0.77%14.84%-4.56%21.43%-11.75%1.96%

Returns By Period

In the year-to-date period, UIVM achieves a 5.84% return, which is significantly higher than DDWM's 1.57% return.


UIVM

1D
3.35%
1M
-7.63%
YTD
5.84%
6M
12.67%
1Y
39.01%
3Y*
21.88%
5Y*
11.36%
10Y*

DDWM

1D
2.75%
1M
-7.13%
YTD
1.57%
6M
6.27%
1Y
23.09%
3Y*
16.48%
5Y*
12.23%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UIVM vs. DDWM - Expense Ratio Comparison

UIVM has a 0.35% expense ratio, which is lower than DDWM's 0.40% expense ratio.


Return for Risk

UIVM vs. DDWM — Risk / Return Rank

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

UIVM
UIVM Risk / Return Rank: 9595
Overall Rank
UIVM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
UIVM Sortino Ratio Rank: 9696
Sortino Ratio Rank
UIVM Omega Ratio Rank: 9696
Omega Ratio Rank
UIVM Calmar Ratio Rank: 9393
Calmar Ratio Rank
UIVM Martin Ratio Rank: 9393
Martin Ratio Rank

DDWM
DDWM Risk / Return Rank: 7979
Overall Rank
DDWM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DDWM Sortino Ratio Rank: 7878
Sortino Ratio Rank
DDWM Omega Ratio Rank: 8383
Omega Ratio Rank
DDWM Calmar Ratio Rank: 7979
Calmar Ratio Rank
DDWM Martin Ratio Rank: 7979
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.

UIVM vs. DDWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Value Momentum ETF (UIVM) and WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM). 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.


UIVMDDWMDifference

Sharpe ratio

Return per unit of total volatility

2.43

1.43

+0.99

Sortino ratio

Return per unit of downside risk

3.16

1.98

+1.18

Omega ratio

Gain probability vs. loss probability

1.49

1.32

+0.17

Calmar ratio

Return relative to maximum drawdown

3.47

2.10

+1.37

Martin ratio

Return relative to average drawdown

13.40

8.40

+5.00

UIVM vs. DDWM - Sharpe Ratio Comparison

The current UIVM Sharpe Ratio is 2.43, which is higher than the DDWM Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of UIVM and DDWM, 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


UIVMDDWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

1.43

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.93

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.67

-0.25

Correlation

The correlation between UIVM and DDWM is 0.90, 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

UIVM vs. DDWM - Dividend Comparison

UIVM's dividend yield for the trailing twelve months is around 3.36%, more than DDWM's 2.44% yield.


TTM2025202420232022202120202019201820172016
UIVM
VictoryShares International Value Momentum ETF
3.36%3.70%5.09%4.35%3.03%3.48%1.63%3.49%2.78%0.15%0.00%
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
2.44%2.47%3.57%4.46%4.28%3.73%3.52%3.63%4.40%2.65%4.00%

Drawdowns

UIVM vs. DDWM - Drawdown Comparison

The maximum UIVM drawdown since its inception was -42.73%, which is greater than DDWM's maximum drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for UIVM and DDWM.


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Drawdown Indicators


UIVMDDWMDifference

Max Drawdown

Largest peak-to-trough decline

-42.73%

-35.00%

-7.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-10.83%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.27%

-14.79%

-13.48%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-8.04%

-7.32%

-0.72%

Average Drawdown

Average peak-to-trough decline

-9.85%

-4.06%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.71%

+0.15%

Volatility

UIVM vs. DDWM - Volatility Comparison

VictoryShares International Value Momentum ETF (UIVM) has a higher volatility of 7.88% compared to WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) at 6.94%. This indicates that UIVM's price experiences larger fluctuations and is considered to be riskier than DDWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIVMDDWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

6.94%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

9.79%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

16.16%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

13.21%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

15.32%

+1.85%