{"schemaVersion":1,"ticker":"DWAW","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/dwaw/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, DWAW against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/dwaw/"},"benchmark":{"ticker":"ACWI","name":"MSCI All Country World Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"DWAW","b":"ACWI","window":{"from":"2020-01-03","to":"2026-10-30","firstReturn":"2020-01-10","weeklyReturns":356,"years":6.82,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02942758,"perWeek":0.0005659149,"days":1708,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.01923148,"b":1.19557473,"edge":"ACWI","lead":"ACWI"},"annualised":{"a":0.10809692,"b":0.12173189,"edge":"ACWI","lead":"ACWI"},"price":{"a":0.92898199,"b":0.96573444,"edge":"ACWI (slight)","lead":"ACWI"},"volatility":{"a":0.2102274,"b":0.18143852,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.14633622,"b":0.12668691,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.31561883,"b":-0.32084971,"edge":"Tie","aPeak":"2021-02-12","aTrough":"2022-09-30","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.09547365,"b":0.10213036,"edge":"ACWI (slight)","lead":"ACWI"},"sharpe":{"a":0.45414467,"b":0.56289235,"edge":"ACWI","lead":"ACWI"},"sortino":{"a":0.65242668,"b":0.80616342,"edge":"ACWI","lead":"ACWI"},"calmar":{"a":0.34249197,"b":0.37940471,"edge":"ACWI (slight)","lead":"ACWI"}},"relative":{"DWAW":{"on":"ACWI","beta":1.03651221,"r2":0.80025648,"alpha":-0.01038571,"alphaT":-0.28793761,"alphaLow":-0.08132276,"alphaHigh":0.06055135,"upsideCapture":1.04940045,"downsideCapture":1.03911629,"treynor":0.0921105,"trackingError":0.09418951,"informationRatio":-0.07067351,"upWeeks":206,"downWeeks":149,"treynorReference":0.10213036,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"DWAW (slight)","lead":"DWAW"},"downsideCapture":{"edge":"ACWI (slight)","lead":"ACWI"},"treynor":{"edge":"ACWI (slight)","lead":"ACWI"},"informationRatio":{"edge":null,"lead":"ACWI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DWAW":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":1,"agree":1},"vendor":{"weeks":356,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.01923148}},"ACWI":{"kept":"2026-11-01","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":356,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.19557473}}}}