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WisdomTree International MidCap Dividend Fund (DIM...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US97717W7781
CUSIP
97717W778
Inception Date
Jun 16, 2006
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree International MidCap Dividend Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree International MidCap Dividend Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

WisdomTree International MidCap Dividend Fund (DIM) has returned 2.90% so far this year and 29.23% over the past 12 months. Over the last ten years, DIM has returned 7.77% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


WisdomTree International MidCap Dividend Fund

1D
2.85%
1M
-7.13%
YTD
2.90%
6M
7.82%
1Y
29.23%
3Y*
16.54%
5Y*
8.18%
10Y*
7.77%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 16, 2006, DIM's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Oct 2008 at -24.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DIM closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +14.8%, while the worst single day was Mar 16, 2020 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.76%5.77%-7.13%2.90%
20253.61%2.97%2.42%5.95%5.16%4.15%-1.33%3.84%0.81%-0.45%2.87%2.32%37.25%
2024-1.85%1.90%3.69%-3.14%4.80%-3.36%4.68%3.25%1.87%-4.92%0.34%-3.15%3.51%
20238.00%-2.45%0.80%2.73%-4.93%3.40%4.39%-2.94%-3.21%-3.37%7.45%5.32%15.00%
2022-2.04%-2.49%0.17%-5.79%2.74%-8.91%3.24%-5.17%-12.06%5.15%12.65%-0.16%-14.09%
20210.02%2.42%3.14%1.53%2.98%-1.75%1.32%1.32%-2.74%1.73%-5.04%4.65%9.55%

Benchmark Metrics

WisdomTree International MidCap Dividend Fund has an annualized alpha of -1.23%, beta of 0.90, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since June 19, 2006.

  • This ETF participated in 102.21% of S&P 500 Index downside but only 90.54% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.90 and R² of 0.72, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.23%
Beta
0.90
0.72
Upside Capture
90.54%
Downside Capture
102.21%

Expense Ratio

DIM has an expense ratio of 0.58%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DIM ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DIM Risk / Return Rank: 8888
Overall Rank
DIM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DIM Sortino Ratio Rank: 8989
Sortino Ratio Rank
DIM Omega Ratio Rank: 9090
Omega Ratio Rank
DIM Calmar Ratio Rank: 8686
Calmar Ratio Rank
DIM Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree International MidCap Dividend Fund (DIM) and compare them to a chosen benchmark (S&P 500 Index).


DIMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.90

+0.97

Sortino ratio

Return per unit of downside risk

2.55

1.39

+1.17

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

2.67

1.40

+1.27

Martin ratio

Return relative to average drawdown

10.47

6.61

+3.86

Explore DIM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WisdomTree International MidCap Dividend Fund provided a 2.96% dividend yield over the last twelve months, with an annual payout of $2.45 per share.


2.50%3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.45$2.58$2.18$2.81$2.19$2.46$1.61$2.14$1.86$1.77$1.63$1.56

Dividend yield

2.96%3.20%3.58%4.62%3.96%3.65%2.53%3.26%3.28%2.57%2.94%2.81%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree International MidCap Dividend Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.06
2025$0.00$0.00$0.19$0.00$0.00$1.47$0.00$0.00$0.50$0.00$0.00$0.43$2.58
2024$0.00$0.00$0.11$0.00$0.00$1.14$0.00$0.00$0.37$0.00$0.00$0.57$2.18
2023$0.00$0.00$0.44$0.00$0.00$1.42$0.00$0.00$0.33$0.00$0.00$0.63$2.81
2022$0.00$0.00$0.10$0.00$0.00$1.28$0.00$0.00$0.30$0.00$0.00$0.52$2.19
2021$0.00$0.00$0.07$0.00$0.00$1.11$0.00$0.00$0.85$0.00$0.00$0.43$2.46

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree International MidCap Dividend Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree International MidCap Dividend Fund was 61.45%, occurring on Mar 9, 2009. Recovery took 1163 trading sessions.

The current WisdomTree International MidCap Dividend Fund drawdown is 7.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.45%Nov 1, 2007339Mar 9, 20091163Oct 18, 20131502
-40.89%Jan 29, 2018541Mar 23, 2020245Mar 12, 2021786
-30.71%Sep 7, 2021278Oct 12, 2022399May 15, 2024677
-20.57%May 18, 2015187Feb 11, 2016275Mar 16, 2017462
-14.2%Jul 13, 200725Aug 16, 200751Oct 29, 200776

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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