PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WisdomTree International Equity Fund (DWM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717W7039
CUSIP97717W703
IssuerWisdomTree
Inception DateJun 16, 2006
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Leveraged1x
Index TrackedWisdomTree International Equity Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DWM features an expense ratio of 0.48%, falling within the medium range.


Expense ratio chart for DWM: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

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.


Popular comparisons: DWM vs. BROIX, DWM vs. NSRIX, DWM vs. VFQY, DWM vs. VWOB, DWM vs. IDV, DWM vs. VXUS, DWM vs. SCHD, DWM vs. SCHF, DWM vs. DOL, DWM vs. IGRO

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.65%
12.76%
DWM (WisdomTree International Equity Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree International Equity Fund had a return of 5.26% year-to-date (YTD) and 12.51% in the last 12 months. Over the past 10 years, WisdomTree International Equity Fund had an annualized return of 4.13%, while the S&P 500 had an annualized return of 11.39%, indicating that WisdomTree International Equity Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.26%25.48%
1 month-5.38%2.14%
6 months-2.65%12.76%
1 year12.51%33.14%
5 years (annualized)4.57%13.96%
10 years (annualized)4.13%11.39%

Monthly Returns

The table below presents the monthly returns of DWM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.95%2.25%3.66%-2.28%4.87%-2.54%3.41%3.35%0.77%-4.32%5.26%
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%
2020-3.76%-7.99%-16.15%5.75%4.12%2.91%1.17%4.67%-2.19%-3.92%11.26%4.84%-2.33%
20196.16%2.28%0.64%2.23%-4.95%5.52%-2.65%-2.66%3.50%3.23%1.09%3.74%18.98%
20184.92%-5.40%-0.60%2.24%-2.73%-1.50%2.88%-2.64%1.11%-7.30%0.57%-5.24%-13.53%
20173.32%0.79%3.37%2.29%3.54%0.10%2.95%-0.19%2.69%0.94%0.86%1.20%24.08%
2016-4.70%-2.95%6.76%2.23%-0.60%-2.04%3.82%0.75%1.06%-1.98%-2.04%3.36%3.13%
20151.24%5.25%-1.59%4.07%-0.76%-3.06%1.23%-7.43%-4.44%6.74%-1.07%-2.19%-2.90%
2014-5.44%7.16%0.34%1.88%1.58%0.65%-1.96%0.35%-4.59%-0.53%-0.05%-3.82%-4.93%
20134.11%-1.53%1.29%5.08%-4.45%-2.67%5.98%-1.31%8.12%3.44%0.47%1.98%21.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DWM is 41, suggesting that the investment has average results relative to other ETFs 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 DWM is 4141
Combined Rank
The Sharpe Ratio Rank of DWM is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of DWM is 3434Sortino Ratio Rank
The Omega Ratio Rank of DWM is 3232Omega Ratio Rank
The Calmar Ratio Rank of DWM is 6060Calmar Ratio Rank
The Martin Ratio Rank of DWM is 4444Martin 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 Equity Fund (DWM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DWM
Sharpe ratio
The chart of Sharpe ratio for DWM, currently valued at 1.21, compared to the broader market-2.000.002.004.001.21
Sortino ratio
The chart of Sortino ratio for DWM, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.0012.001.71
Omega ratio
The chart of Omega ratio for DWM, currently valued at 1.21, compared to the broader market1.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for DWM, currently valued at 1.99, compared to the broader market0.005.0010.0015.001.99
Martin ratio
The chart of Martin ratio for DWM, currently valued at 6.81, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current WisdomTree International Equity Fund Sharpe ratio is 1.21. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree International Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.21
2.91
DWM (WisdomTree International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree International Equity Fund provided a 3.77% dividend yield over the last twelve months, with an annual payout of $2.03 per share. The fund has been increasing its distributions for 3 consecutive years.


3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.03$2.18$2.05$1.97$1.39$1.85$1.80$1.67$1.59$1.65$2.34$1.80

Dividend yield

3.77%4.15%4.36%3.64%2.75%3.46%3.86%2.99%3.43%3.55%4.71%3.30%

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
2024$0.00$0.00$0.33$0.00$0.00$1.02$0.00$0.00$0.30$0.00$0.00$1.64
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
2020$0.00$0.00$0.19$0.00$0.00$0.49$0.00$0.00$0.38$0.00$0.00$0.33$1.39
2019$0.00$0.00$0.29$0.00$0.00$0.90$0.00$0.00$0.32$0.00$0.00$0.35$1.85
2018$0.00$0.00$0.17$0.00$0.00$1.00$0.00$0.00$0.30$0.00$0.00$0.33$1.80
2017$0.00$0.00$0.22$0.00$0.00$0.82$0.00$0.00$0.31$0.00$0.00$0.33$1.67
2016$0.00$0.00$0.21$0.00$0.00$0.83$0.00$0.00$0.24$0.00$0.00$0.32$1.59
2015$0.00$0.00$0.20$0.00$0.00$0.84$0.00$0.00$0.30$0.00$0.00$0.31$1.65
2014$0.00$0.00$0.68$0.00$0.00$0.97$0.00$0.00$0.30$0.00$0.00$0.39$2.34
2013$0.19$0.00$0.00$0.94$0.00$0.00$0.34$0.00$0.00$0.33$1.80

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.66%
-0.27%
DWM (WisdomTree International Equity Fund)
Benchmark (^GSPC)

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 1330 trading sessions.

The current WisdomTree International Equity Fund drawdown is 7.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.1%Nov 1, 2007339Mar 9, 20091330Jun 19, 20141669
-37.82%Jan 29, 2018541Mar 23, 2020260Apr 5, 2021801
-25.64%Jan 13, 2022177Sep 27, 2022209Jul 28, 2023386
-23.34%Jul 7, 2014405Feb 11, 2016310May 5, 2017715
-13.52%Jul 13, 200725Aug 16, 200731Oct 1, 200756

Volatility

Volatility Chart

The current WisdomTree International Equity Fund volatility is 4.24%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
4.24%
3.75%
DWM (WisdomTree International Equity Fund)
Benchmark (^GSPC)