WisdomTree Dynamic Currency Hedged International Equity Fund

10-Year Study

DDWM.US · · US · ETF

Executive Summary: WisdomTree Dynamic Currency Hedged International Equity Fund has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 24.3% and an annualized volatility of 12.3%.

1Y CAGR
+21.5%
3Y CAGR
+19.3%
5Y CAGR
+12.5%
10Y CAGR
+10.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +30.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.05.2-7.44.4————————5.7%
20254.22.60.53.04.02.0-0.14.11.80.32.12.230.1%
2024-0.53.14.2-1.03.6-1.42.83.1-0.1-3.50.10.110.7%
20237.4-1.91.32.9-4.64.92.4-3.0-0.8-1.94.53.815.2%
20220.4-2.11.9-2.11.6-6.53.3-2.8-6.35.79.2-2.1-0.8%
20210.22.14.71.43.3-0.40.51.1-2.82.4-3.45.114.8%
2020-2.4-7.8-15.85.54.81.3-0.33.6-1.7-4.011.43.6-4.6%
20196.82.31.43.1-4.34.8-1.0-2.63.72.21.42.321.4%
20182.9-5.0-0.53.0-2.3-0.63.2-1.91.6-6.20.3-6.3-11.7%
20171.21.62.91.42.6-0.21.90.22.61.70.31.118.8%
2016———2.0-0.0-1.74.11.41.2-0.1-0.24.411.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 106.2% of variance. Idiosyncratic stock-specific factors contribute 2.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110201.979802019798
2016-05-0110197.921384332156
2016-06-0110024.703412011742
2016-07-0110439.132557332503
2016-08-0110586.882488221767
2016-09-0110711.928807119288
2016-10-0110699.51828346577
2016-11-0110677.226395007558
2016-12-0111145.356052630033
2017-01-0111280.224918684602
2017-02-0111457.266038102072
2017-03-0111793.173623814087
2017-04-0111954.628066605104
2017-05-0112264.773522647736
2017-06-0112245.598969514815
2017-07-0112482.34000129399
2017-08-0112512.454636889252
2017-09-0112835.59879306187
2017-10-0113060.105754130469
2017-11-0113098.51367804396
2017-12-0113241.08765594029
2018-01-0113626.93142450461
2018-02-0112946.234788285878
2018-03-0112881.241287635943
2018-04-0113271.43756212614
2018-05-0112967.938500267619
2018-06-0112884.24098766594
2018-07-0113298.434862396114
2018-08-0113049.048036372835
2018-09-0113257.438961986154
2018-10-0112433.933077280508
2018-11-0112469.694207049884
2018-12-0111685.596146267728
2019-01-0112474.87016004282
2019-02-0112763.547174694295
2019-03-0112937.941499967652
2019-04-0113337.313327490781
2019-05-0112760.959198197828
2019-06-0113377.662233776622
2019-07-0113248.557497191458
2019-08-0112898.12195251063
2019-09-0113377.721051424269
2019-10-0113670.162395525153
2019-11-0113867.730873971426
2019-12-0114189.345771305225
2020-01-0113847.497603180858
2020-02-0112761.018015845475
2020-03-0110742.043442714552
2020-04-0111333.866613338669
2020-05-0111878.753301140474
2020-06-0112036.502232129727
2020-07-0112005.622967115052
2020-08-0112435.344700824036
2020-09-0112228.659486992477
2020-10-0111742.943352723552
2020-11-0113078.574495491628
2020-12-0113542.881006017047
2021-01-0113570.64293570643
2021-02-0113849.262132610267
2021-03-0114502.31447443491
2021-04-0114711.822935353523
2021-05-0115200.362316709507
2021-06-0115142.603386720153
2021-07-0115217.242981584195
2021-08-0115379.579689089915
2021-09-0114954.62218484034
2021-10-0115314.880276678216
2021-11-0114790.69740084815
2021-12-0115552.385937876801
2022-01-0115618.026432650853
2022-02-0115289.941594075886
2022-03-0115587.85297940794
2022-04-0115267.884976208261
2022-05-0115516.742443402718
2022-06-0114513.901551021369
2022-07-0114986.442532217368
2022-08-0114565.83753389367
2022-09-0113654.046360069875
2022-10-0114430.380491362628
2022-11-0115757.483075221891
2022-12-0115432.692024915155
2023-01-0116572.342765723428
2023-02-0116251.13959192316
2023-03-0116458.354164583543
2023-04-0116932.836128151892
2023-05-0116160.736867489722
2023-06-0116953.18703423775
2023-07-0117360.0875206597
2023-08-0116844.66847432904
2023-09-0116701.50631995624
2023-10-0116386.47899915891
2023-11-0117128.75771246405
2023-12-0117785.750836681036
2024-01-0117695.642200485836
2024-02-0118238.94081180117
2024-03-0119011.334160701575
2024-04-0118813.530411664717
2024-05-0119499.814724409913
2024-06-0119235.54703353194
2024-07-0119774.904862454932
2024-08-0120387.667115641376
2024-09-0120365.257591887872
2024-10-0119649.682090614468
2024-11-0119661.03389661034
2024-12-0119688.73700865208
2025-01-0120507.65511684126
2025-02-0121034.543604463084
2025-03-0121133.76897604357
2025-04-0121771.411094184696
2025-05-0122644.559073504413
2025-06-0123105.101254580426
2025-07-0123087.632413229265
2025-08-0124043.066281607134
2025-09-0124478.258056547285
2025-10-0124554.42691025015
2025-11-0125058.023609403765
2025-12-0125609.203785503803
2026-01-0126632.630854561605
2026-02-0128008.9638095014
2026-03-0125944.464377091703
2026-04-0127073.763211914105
Annual Return Matrix
YearAnnual Return
20170.18803630798459015
2018-0.11747460254707476
20190.21425946898200587
2020-0.045559871167246246
20210.14838090440039609
2022-0.007696176872137639
20230.15247234947519273
20240.10699498657354134
20250.30070322815780504
20260.0571887919154801
Total Factor Risk
0.12333391583392578
VTI.US Exposure
-0.03024849632926786
VEA.US Exposure
1.0621973135695455
VWO.US Exposure
0.014020602109106725
QQQ.US Exposure
-0.031775935703735075
VTV.US Exposure
0.04584858724001911
IJR.US Exposure
-0.04730717392855616
QUAL.US Exposure
-0.042784069834451884
SHV.US Exposure
0.023276406917192335
TLT.US Exposure
-0.007279532797947111
LQD.US Exposure
-0.030034637256493694
HYG.US Exposure
0.03536469291919881
GLD.US Exposure
-0.008918890861884781
USO.US Exposure
0.0038200466804648612
VNQ.US Exposure
0.0038699146871829264
BTC-USD.CC Exposure
-0.0016856898921660038
CPER.US Exposure
-0.00031430126886066096
VIX.INDX Exposure
0.03751049912207089
UUP.US Exposure
-0.052904071602902614
TIP.US Exposure
0.0019512660686300679
Idiosyncratic Exposure
0.025393470162854717
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$68
Avg Yield on Cost
0.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$67.640.68%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Dynamic Currency Hedged International Equity Fund a high-risk investment?

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM.US) has an annualized volatility of 12.3% and experienced a maximum drawdown of 24.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DDWM.US?

Over the past 10 years, DDWM.US has generated a Compound Annual Growth Rate (CAGR) of 10.3%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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