Maybe I am wrong or my knowledge is outdated. However, I am not sure whether such animal like Delta-Sigma (or Sigma-Delta) DAC exists.
Oversampled DACs uses noise shaping technique (and at least I know this term - Noise Shaping DAC).
They are a cascade of N-bit interpolator, followed by noise shaper (it is basically a digital filter with N-bit input and M-bit output M<N and usually M=1), low resolution DAC (usually 1bit) AND analog LPF.
I believe that your concern is on noise shaper. We need it to process high resolution and low frequency N-bit digital signal into high frequency (oversampling ratio times Sampling freq) and low resolution (1 bit) digital signal for output DAC.