We formalize the soundness theorem for differential dynamic logic, a logic for verifying hybrid systems. To increase confidence in the formalization, we present two versions: one in Isabelle/HOL and one in Coq. We extend the metatheory to include features used in practice, such as systems of differential equations and functions of multiple arguments. We demonstrate the viability of constructing a verified kernel for the hybrid systems theorem prover KeYmaera X by embedding proof checkers for differential dynamic logic in Coq and Isabelle. We discuss how different provers and libraries influence the design of the formalization.