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ISIN
US97717W7039
CUSIP
97717W703
Inception Date
Jun 16, 2006
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree International Equity Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$677M

Share Price Chart


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Performance

DWM Performance Chart

WisdomTree International Equity Fund (DWM) is up 8.7% since the beginning of the year. DWM is currently trading at $75 per share. Investors who bought $1,000 worth of DWM shares 5 years ago would now be looking at an investment worth $1,636.


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S&P 500 Index

Returns By Period

WisdomTree International Equity Fund (DWM) has returned 8.70% so far this year and 23.33% over the past 12 months. Over the last ten years, DWM has returned 9.36% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


WisdomTree International Equity Fund

1D
-0.15%
1M
0.84%
YTD
8.70%
6M
9.37%
1Y
23.33%
3Y*
18.29%
5Y*
10.34%
10Y*
9.36%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DWM Monthly Returns History

Based on dividend-adjusted daily data since Jun 16, 2006, DWM's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2009 with a return of +13.6%, while the worst month was Oct 2008 at -20.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DWM closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +14.2%, while the worst single day was Mar 12, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.78%5.19%-7.57%4.86%1.76%-0.01%8.70%
20254.43%3.25%2.75%4.03%3.70%3.08%-0.94%4.11%1.51%0.37%1.48%2.64%34.83%
2024-0.95%2.25%3.66%-2.28%4.87%-2.54%3.41%3.35%0.77%-4.32%-0.47%-3.14%4.15%
20237.82%-2.80%1.83%3.30%-5.51%5.19%3.52%-3.57%-2.53%-2.65%7.10%4.94%16.63%
2022-0.52%-2.62%1.25%-5.55%2.25%-8.66%3.35%-5.24%-8.97%5.06%13.35%-0.96%-9.04%
2021-0.55%1.67%3.29%2.22%3.79%-1.02%1.17%0.49%-3.66%2.00%-3.95%5.23%10.76%

Benchmark Metrics

WisdomTree International Equity Fund has an annualized alpha of -2.46%, beta of 0.93, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since June 16, 2006.

  • This ETF participated in 101.42% of S&P 500 Index downside but only 84.85% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.46% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.93 and R2 of 0.74, 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
-2.46%
Beta
0.93
0.74
Upside Capture
84.85%
Downside Capture
101.42%

Expense Ratio

DWM has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DWM ranks 47 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DWM Risk / Return Rank: 4747
Overall Rank
DWM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DWM Sortino Ratio Rank: 4848
Sortino Ratio Rank
DWM Omega Ratio Rank: 4848
Omega Ratio Rank
DWM Calmar Ratio Rank: 4444
Calmar Ratio Rank
DWM Martin Ratio Rank: 4848
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 Equity Fund (DWM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DWMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.14

2.78

-0.64

Martin ratioReturn relative to average drawdown

7.76

12.44

-4.68

Dividends

Dividend History

WisdomTree International Equity Fund provided a 2.73% dividend yield over the last twelve months, with an annual payout of $2.04 per share.


3.00%3.50%4.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.04$2.10$2.03$2.18$2.05$1.97$1.39$1.85$1.80$1.67$1.59$1.65

Dividend yield

2.73%3.06%3.86%4.15%4.36%3.64%2.74%3.46%3.86%2.99%3.43%3.55%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree International Equity 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$0.17$0.00$0.00$0.00$0.17
2025$0.00$0.00$0.23$0.00$0.00$1.09$0.00$0.00$0.32$0.00$0.00$0.47$2.10
2024$0.00$0.00$0.33$0.00$0.00$1.02$0.00$0.00$0.30$0.00$0.00$0.39$2.03
2023$0.00$0.00$0.46$0.00$0.00$1.01$0.00$0.00$0.33$0.00$0.00$0.39$2.18
2022$0.00$0.00$0.30$0.00$0.00$1.08$0.00$0.00$0.37$0.00$0.00$0.31$2.05
2021$0.00$0.00$0.29$0.00$0.00$0.72$0.00$0.00$0.54$0.00$0.00$0.43$1.97

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 Equity 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 Equity Fund was 62.10%, occurring on Mar 9, 2009. Recovery took 1329 trading sessions.

The current WisdomTree International Equity Fund drawdown is 1.63%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.10%Mar 2009
1y 4mo5y 3mo
6y 7moNov 2007 - Jun 2014
COVID crash2020
-37.82%Mar 2020
2y 1mo1y 13d
3y 2moJan 2018 - Apr 2021
Bear market2022
-25.64%Sep 2022
8mo 17d10mo 4d
1y 6moJan 2022 - Jul 2023
2016 bear market2016
-23.34%Feb 2016
1y 7mo1y 2mo
2y 10moJul 2014 - May 2017
2007 correction2007
-13.52%Aug 2007
1mo 4d1mo 16d
2mo 20dJul 2007 - Oct 2007

Drawdown Indicators


DWMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.10%

-56.78%

-5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-9.10%

-1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-18.90%

+6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-25.43%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-37.82%

-33.92%

-3.90%

Current Drawdown

Current decline from peak

-1.63%

-1.80%

+0.17%

Average Drawdown

Average peak-to-trough decline

-13.47%

-10.71%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.03%

+0.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DWM

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