These funds have the highest Sharpe ratios
Ticker symbol: DWM
Morningstar category: Foreign large value
Sharpe ratio: 0.72
Expense ratio: 0.48%
12-month return: 17.76%
5 years (annualized): 8.34%
This fund weights its holdings towards dividend payouts, rather than market capitalization, which gives it a decided value tilt, as well as a 3% dividend yield. The fund has a bias towards developed markets: It has just 2.55% of its portfolio in emerging markets.