PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WisdomTree International MidCap Dividend Fund (DIM...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717W7781
CUSIP97717W778
IssuerWisdomTree
Inception DateJun 16, 2006
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities, Dividend
Index TrackedWisdomTree International MidCap Dividend Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree International MidCap Dividend Fund has a high expense ratio of 0.58%, indicating higher-than-average management fees.


Expense ratio chart for DIM: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree International MidCap Dividend Fund

Popular comparisons: DIM vs. PID, DIM vs. SPY

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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.60%
19.37%
DIM (WisdomTree International MidCap Dividend Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree International MidCap Dividend Fund had a return of 1.23% year-to-date (YTD) and 6.56% in the last 12 months. Over the past 10 years, WisdomTree International MidCap Dividend Fund had an annualized return of 3.56%, while the S&P 500 had an annualized return of 10.55%, indicating that WisdomTree International MidCap Dividend Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.23%6.30%
1 month-1.68%-3.13%
6 months15.60%19.37%
1 year6.56%22.56%
5 years (annualized)3.21%11.65%
10 years (annualized)3.56%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.85%1.90%3.69%
2023-3.21%-3.37%7.45%5.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DIM is 36, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DIM is 3636
WisdomTree International MidCap Dividend Fund(DIM)
The Sharpe Ratio Rank of DIM is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of DIM is 3535Sortino Ratio Rank
The Omega Ratio Rank of DIM is 3333Omega Ratio Rank
The Calmar Ratio Rank of DIM is 3939Calmar Ratio Rank
The Martin Ratio Rank of DIM is 3737Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree International MidCap Dividend Fund (DIM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DIM
Sharpe ratio
The chart of Sharpe ratio for DIM, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.000.52
Sortino ratio
The chart of Sortino ratio for DIM, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.000.84
Omega ratio
The chart of Omega ratio for DIM, currently valued at 1.10, compared to the broader market1.001.502.001.10
Calmar ratio
The chart of Calmar ratio for DIM, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.000.38
Martin ratio
The chart of Martin ratio for DIM, currently valued at 1.72, compared to the broader market0.0010.0020.0030.0040.0050.001.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.0010.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Sharpe Ratio

The current WisdomTree International MidCap Dividend Fund Sharpe ratio is 0.52. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.52
1.92
DIM (WisdomTree International MidCap Dividend Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree International MidCap Dividend Fund granted a 4.04% dividend yield in the last twelve months. The annual payout for that period amounted to $2.48 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.48$2.81$2.19$2.46$1.61$2.14$1.86$1.77$1.63$1.56$1.92$1.83

Dividend yield

4.04%4.62%3.96%3.65%2.53%3.26%3.28%2.57%2.94%2.81%3.46%3.10%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.11
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
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
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
2020$0.00$0.00$0.15$0.00$0.00$0.58$0.00$0.00$0.49$0.00$0.00$0.40
2019$0.00$0.00$0.21$0.00$0.00$1.06$0.00$0.00$0.49$0.00$0.00$0.39
2018$0.00$0.00$0.10$0.00$0.00$1.04$0.00$0.00$0.36$0.00$0.00$0.37
2017$0.00$0.00$0.11$0.00$0.00$0.90$0.00$0.00$0.41$0.00$0.00$0.36
2016$0.00$0.00$0.16$0.00$0.00$0.87$0.00$0.00$0.30$0.00$0.00$0.31
2015$0.00$0.00$0.10$0.00$0.00$0.83$0.00$0.00$0.34$0.00$0.00$0.29
2014$0.00$0.00$0.28$0.00$0.00$1.05$0.00$0.00$0.33$0.00$0.00$0.27
2013$0.23$0.00$0.00$1.18$0.00$0.00$0.34$0.00$0.00$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.55%
-3.50%
DIM (WisdomTree International MidCap Dividend Fund)
Benchmark (^GSPC)

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 1162 trading sessions.

The current WisdomTree International MidCap Dividend Fund drawdown is 3.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.45%Nov 1, 2007339Mar 9, 20091162Oct 18, 20131501
-40.89%Jan 29, 2018541Mar 23, 2020245Mar 12, 2021786
-30.71%Sep 7, 2021278Oct 12, 2022
-20.57%May 18, 2015187Feb 11, 2016275Mar 16, 2017462
-14.2%Jul 13, 200725Aug 16, 200751Oct 29, 200776

Volatility

Volatility Chart

The current WisdomTree International MidCap Dividend Fund volatility is 3.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.56%
3.58%
DIM (WisdomTree International MidCap Dividend Fund)
Benchmark (^GSPC)