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WDIV vs. DDWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WDIV vs. DDWM

Last updated Jun 26, 2026

WDIV (SPDR S&P Global Dividend ETF) and DDWM (WisdomTree Dynamic Currency Hedged International Equity Fund) are both exchange-traded funds - WDIV is a Global Equities fund tracking the S&P Global Dividend Aristocrats Index sp_43, while DDWM is a Foreign Large Cap Equities fund tracking the WisdomTree Dynamic Currency Hedged International Equity Index. Both are passively managed. Over the past 10 years, WDIV returned 8.19%/yr vs 11.28%/yr for DDWM. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.

Performance

WDIV vs. DDWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Dividend ETF (WDIV) and WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDIV achieves a 8.56% return, which is significantly higher than DDWM's 7.24% return. Over the past 10 years, WDIV has underperformed DDWM with an annualized return of 8.19%, while DDWM has yielded a comparatively higher 11.28% annualized return.

WDIV

1D
0.74%
1M
-0.61%
YTD
8.56%
6M
8.14%
1Y
19.88%
3Y*
17.61%
5Y*
7.94%
10Y*
8.19%

DDWM

1D
0.58%
1M
-0.62%
YTD
7.24%
6M
7.36%
1Y
21.04%
3Y*
18.27%
5Y*
12.45%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDIV vs. DDWM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WDIV
SPDR S&P Global Dividend ETF		8.56%27.16%7.61%8.21%-6.92%14.44%-10.18%20.12%-8.81%19.03%
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund		7.24%30.07%10.70%15.25%-0.77%14.84%-4.56%21.43%-11.75%18.80%

Correlation

The correlation between WDIV and DDWM is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2016

0.82

The correlation between WDIV and DDWM has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

WDIV vs. DDWM - Sectors Allocation Comparison

Sectors
WDIV
DDWM

Financial Services

19.1%
20.7%

Real Estate

8.2%
3.0%

Utilities

7.5%
5.2%

Energy

7.4%
3.7%

Industrials

6.0%
21.1%

Communication Services

5.1%
5.4%

Consumer Defensive

4.6%
7.4%

Basic Materials

4.5%
5.5%

Consumer Cyclical

3.9%
10.6%

Technology

2.4%
9.0%

Healthcare

2.2%
8.6%

Financial Services

WDIV
19.1%
DDWM
20.7%

Real Estate

WDIV
8.2%
DDWM
3.0%

Utilities

WDIV
7.5%
DDWM
5.2%

Energy

WDIV
7.4%
DDWM
3.7%

Industrials

WDIV
6.0%
DDWM
21.1%

Communication Services

WDIV
5.1%
DDWM
5.4%

Consumer Defensive

WDIV
4.6%
DDWM
7.4%

Basic Materials

WDIV
4.5%
DDWM
5.5%

Consumer Cyclical

WDIV
3.9%
DDWM
10.6%

Technology

WDIV
2.4%
DDWM
9.0%

Healthcare

WDIV
2.2%
DDWM
8.6%

Compare stocks, funds, or ETFs

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SPDR S&P Global Dividend ETF

WisdomTree Dynamic Currency Hedged International Equity Fund

Often compared with WDIV:
WDIV vs. SCHDWDIV vs. SCHYWDIV vs. VYMWDIV vs. WLDRWDIV vs. VIGIWDIV vs. SPYWDIV vs. IVV
Often compared with DDWM:
DDWM vs. DINTDDWM vs. VYMIDDWM vs. UIVMDDWM vs. IHDGDDWM vs. HEFADDWM vs. SPYDDWM vs. IVLU

Return for Risk

WDIV vs. DDWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WDIV
WDIV Risk / Return Rank: 6464
Overall Rank
WDIV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 7272
Sortino Ratio Rank
WDIV Omega Ratio Rank: 6868
Omega Ratio Rank
WDIV Calmar Ratio Rank: 5454
Calmar Ratio Rank
WDIV Martin Ratio Rank: 5656
Martin Ratio Rank
DDWM
DDWM Risk / Return Rank: 5252
Overall Rank
DDWM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DDWM Sortino Ratio Rank: 5353
Sortino Ratio Rank
DDWM Omega Ratio Rank: 5757
Omega Ratio Rank
DDWM Calmar Ratio Rank: 4646
Calmar Ratio Rank
DDWM Martin Ratio Rank: 4848
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.

WDIV vs. DDWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) 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.

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.

WDIVDDWMDifference
Sharpe ratioReturn per unit of total volatility
1.95
1.63

+0.32

Sortino ratioReturn per unit of downside risk
2.81
2.27

+0.54

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

2.32

2.00

+0.32

Martin ratioReturn relative to average drawdown

8.49

7.18

+1.31

WDIV vs. DDWM - Sharpe Ratio Comparison

The current WDIV Sharpe Ratio is 1.95, which is comparable to the DDWM Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of WDIV and DDWM, 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

WDIV vs. DDWM - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.34%, which is greater than DDWM's maximum drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for WDIV and DDWM.

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Drawdown Indicators

WDIVDDWMDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-35.00%

-7.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-10.56%

+1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-11.26%

-12.34%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-14.79%

-7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-35.00%

-7.34%

Current Drawdown

Current decline from peak

-1.33%

-2.16%

+0.83%

Average Drawdown

Average peak-to-trough decline

-5.83%

-4.04%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.94%

-0.59%

Volatility

WDIV vs. DDWM - Volatility Comparison

The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 3.09%, while WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) has a volatility of 4.13%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky 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

WDIVDDWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

4.13%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

11.02%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.25%

12.99%

-2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

13.40%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.23%

15.14%

+0.09%

WDIV vs. DDWM - Expense Ratio Comparison

Both WDIV and DDWM have an expense ratio of 0.40%.

Dividends

WDIV vs. DDWM - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.27%, more than DDWM's 2.57% yield.

PositionTTM20252024202320222021202020192018201720162015
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund		2.57%2.47%3.57%4.46%4.28%3.73%3.52%3.63%4.40%2.65%4.00%0.00%
WDIV
SPDR S&P Global Dividend ETF		4.27%4.27%4.63%4.73%5.12%4.15%5.55%3.99%4.42%3.62%4.32%5.03%

Frequently Asked Questions

WDIV and DDWM 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.

DDWM has higher volatility (4.13%) compared to WDIV (3.09%). In terms of maximum drawdown, WDIV dropped -42.34% vs DDWM's -35.00%.

On 10-year performance, DDWM leads with 11.28% vs 8.19% for WDIV. Both ETFs have the same 0.40% expense ratio. On volatility, WDIV has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DDWM has performed better with a 11.28% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WDIV and DDWM have the same expense ratio: 0.40% per year.

WDIV has the higher dividend yield at 4.27%, compared with 2.57% for DDWM.

WDIV is categorized as Global Equities, while DDWM is Foreign Large Cap Equities. WDIV tracks S&P Global Dividend Aristocrats Index sp_43, while DDWM tracks WisdomTree Dynamic Currency Hedged International Equity Index. They also come from different issuers: State Street and WisdomTree.

WDIV currently has the higher Sharpe Ratio (1.95 vs 1.63), 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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