After Davy left the Met in 1961, her career was no longer centered in New York but in Europe; a decision she made after marrying Swiss stockbroker Herman Penningsfield in 1959 and making a home with him in Geneva. She began transitioning towards a major European career in 1959 when she performed Aida at both the Vienna State Opera under Herbert von Karajan and at the Royal Opera, London. That same year she performed the role of Dido in Purcell's "Dido and Aeneas" at the Maggio Musicale Fiorentino. She sang Aida again at the Teatro Regio in Parma in 1960, and was Aida to Jon Vickers' Radamès at the 1961 Berliner Festspiele under the direction of Wieland Wagner.