Davis Select Worldwide ETF

10-Year Study

DWLD.US · · US · ETF

Executive Summary: Davis Select Worldwide ETF has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 37.5% and an annualized volatility of 24.1%.

1Y CAGR
+20.9%
3Y CAGR
+22.7%
5Y CAGR
+7.4%
10Y CAGR
+11.0%

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 →
37.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +31.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.3-0.2-6.15.9————————-0.5%
20254.21.6-2.0-1.16.24.70.85.22.90.20.83.730.4%
2024-1.96.05.4-0.34.1-1.10.93.58.8-0.12.4-5.024.3%
202313.0-4.8-1.12.6-1.88.16.7-6.4-4.5-3.16.06.120.6%
20221.5-6.1-1.9-8.32.1-5.62.8-1.8-10.20.716.0-2.1-14.2%
20212.36.50.84.8-2.2-1.3-9.40.4-4.44.2-5.50.8-4.0%
2020-1.4-4.7-18.313.33.64.44.98.3-3.82.111.94.622.7%
201914.03.70.36.3-11.06.40.5-3.51.13.43.15.431.3%
20187.1-3.9-3.90.81.6-1.11.5-1.7-2.2-12.1-0.8-8.8-22.3%
2017—2.12.52.12.90.65.2-0.44.73.10.83.530.6%

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 24.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.5% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-01-0110000
2017-02-0110213.506050561577
2017-03-0110466.765674144932
2017-04-0110685.240921334229
2017-05-0110989.886555499716
2017-06-0111057.591859552434
2017-07-0111630.178834610453
2017-08-0111583.931425086537
2017-09-0112130.091308988036
2017-10-0112505.943272103043
2017-11-0112609.618783563254
2017-12-0113055.265372040365
2018-01-0113981.681734249625
2018-02-0113438.34525752297
2018-03-0112915.958462033645
2018-04-0113020.42452750281
2018-05-0113234.382323212361
2018-06-0113085.137019950194
2018-07-0113279.500369866339
2018-08-0113055.265372040365
2018-09-0112766.71315877148
2018-10-0111219.373090670899
2018-11-0111129.8146150849
2018-12-0110146.534832374316
2019-01-0111568.628558198892
2019-02-0111994.172487591126
2019-03-0112035.733041204803
2019-04-0112788.283989587275
2019-05-0111375.225166722194
2019-06-0112106.600561293346
2019-07-0112170.63543601877
2019-08-0111739.83996928133
2019-09-0111864.46516197887
2019-10-0112264.09021350605
2019-11-0112642.934988226392
2019-12-0113320.89151904953
2020-01-0113129.746853312705
2020-02-0112508.879615564882
2020-03-0110216.216521449423
2020-04-0111577.26818415391
2020-05-0111990.953803411805
2020-06-0112519.495626542288
2020-07-0113129.803321456202
2020-08-0114223.083047698641
2020-09-0113681.779424137872
2020-10-0113963.047246895663
2020-11-0115629.478629631096
2020-12-0116349.33452292889
2021-01-0116732.414408411496
2021-02-0117823.09660005308
2021-03-0117966.75155710906
2021-04-0118836.586839534477
2021-05-0118418.9484502318
2021-06-0118179.523521805175
2021-07-0116471.700989886554
2021-08-0116533.703011446094
2021-09-0115811.9836694129
2021-10-0116477.065463518757
2021-11-0115567.250735497571
2021-12-0115690.91596975566
2022-01-0115932.825496496152
2022-02-0114965.24385767769
2022-03-0114674.941131960404
2022-04-0113462.795963657103
2022-05-0113745.023744854341
2022-06-0112981.800317350966
2022-07-0113344.551671174708
2022-08-0113110.717088954267
2022-09-0111777.61715728072
2022-10-0111858.253666194216
2022-11-0113754.679797392302
2022-12-0113462.457154796124
2023-01-0115217.035309530129
2023-02-0114480.521313900763
2023-03-0114318.062465060337
2023-04-0114691.71217057897
2023-05-0114426.368364287287
2023-06-0115596.105956824458
2023-07-0116646.639298439786
2023-08-0115582.553602385216
2023-09-0114886.357861212598
2023-10-0114431.789306062985
2023-11-0115303.657441654292
2023-12-0116238.826366105563
2024-01-0115934.011327509588
2024-02-0116896.736705987318
2024-03-0117812.367652788682
2024-04-0117757.311212879253
2024-05-0118492.131164203714
2024-06-0118281.561457103977
2024-07-0118438.825236742694
2024-08-0119093.12161544065
2024-09-0120778.639230678014
2024-10-0120766.15977096521
2024-11-0121263.47471074194
2024-12-0120191.483474597808
2025-01-0121047.879338870975
2025-02-0121375.959252587654
2025-03-0120958.942012863445
2025-04-0120732.561225584588
2025-05-0122009.927099626748
2025-06-0123044.59289291946
2025-07-0123233.309428485918
2025-08-0124440.033655013525
2025-09-0125151.814603791274
2025-10-0125196.311500866785
2025-11-0125402.024947625796
2025-12-0126336.742126929097
2026-01-0126403.374536255375
2026-02-0126342.38894127878
2026-03-0124738.69366596835
2026-04-0126201.21858253666
Annual Return Matrix
YearAnnual Return
2018-0.22280133392734347
20190.31285130728047816
20200.22734536945583095
2021-0.040271887045300714
2022-0.14202222606092008
20230.2062304956209522
20240.2434078066591323
20250.30434904201379864
2026-0.005145797598627877
Total Factor Risk
0.24114300132290878
VTI.US Exposure
0.09089736581935431
VEA.US Exposure
-0.007272303394751382
VWO.US Exposure
0.29875590583599304
QQQ.US Exposure
0.01677600466973946
VTV.US Exposure
0.08637319012522678
IJR.US Exposure
0.017122664302172397
QUAL.US Exposure
-0.034356655556493795
SHV.US Exposure
0.5350255955636227
TLT.US Exposure
0.003808480739887523
LQD.US Exposure
-0.0017169017144864846
HYG.US Exposure
-0.015744022710209395
GLD.US Exposure
-0.010248495263642634
USO.US Exposure
0.0031058279458926062
VNQ.US Exposure
-0.039347163042838376
BTC-USD.CC Exposure
-0.0011897014656740996
CPER.US Exposure
0.010164907930876656
VIX.INDX Exposure
-0.003479197954334475
UUP.US Exposure
0.008165616260967158
TIP.US Exposure
-0.001038949474445106
Idiosyncratic Exposure
0.04419783138314297
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
24.1%

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
$0
Avg Yield on Cost
0.00%

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 →
+2.5%
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 →
+4.4%
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 →
3.4% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Davis Select Worldwide ETF a high-risk investment?

Davis Select Worldwide ETF (DWLD.US) has an annualized volatility of 24.1% and experienced a maximum drawdown of 37.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DWLD.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 56% 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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