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WisdomTree International MidCap Dividend Fund (DIM) Sharpe Ratio: 1.63

ETF · Currency in USD · Last updated Aug 2, 2026

DIM is a passive ETF by WisdomTree tracking the investment results of the WisdomTree International MidCap Dividend Index. DIM launched on Jun 16, 2006 and has a 0.58% expense ratio.

DIM's Sharpe Ratio of 1.63 indicates that for each unit of volatility, it generates 1.63 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DIM Sharpe Ratio Rank

DIM Sharpe Ratio Rank: 71.471
Above Average

DIM ranks above 71.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

DIM Sharpe Ratio Market Positioning

The chart shows DIM's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.56 or lower
  • Yellow zone (middle 50%): 0.56 to 1.74
  • Green zone (top 25%): 1.74 or higher
  • Top 1%: 6.24+
  • Median: 1.25 — half of all investments score higher

How it compares to other similar ETFs

The table compares WisdomTree International MidCap Dividend Fund's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities, Dividend category across multiple time periods, showing how DIM's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVHIFranklin International Low Volatility High Dividend Index ETF3.72
GMOIGMO International Value ETF3.23
DEWWisdomTree Global High Dividend Fund3.18
INCEFranklin Income Equity Focus ETF3.09
EFASGlobal X MSCI SuperDividend® EAFE ETF2.94
SCDLETRACS 2x Leveraged U.S. Dividend Factor TR ETN2.81
SCHDSchwab U.S. Dividend Equity ETF2.81
DIVBiShares Core Dividend ETF2.80
JIVEJPMorgan International Value ETF2.72
FIDIFidelity International High Dividend ETF2.71
DIMWisdomTree International MidCap Dividend Fund1.63
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows DIM's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DIM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does DIM fit in your portfolio?

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