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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WisdomTree International Multifactor 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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Returns By Period
WisdomTree International Multifactor Fund (DWMF) has returned 3.84% so far this year and 18.87% over the past 12 months.
WisdomTree International Multifactor Fund
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
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%
Monthly Returns
Based on dividend-adjusted daily data since Aug 10, 2018, DWMF's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +7.2%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DWMF closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Mar 16, 2020 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.33% | 6.15% | -5.33% | 3.84% | |||||||||
| 2025 | 3.41% | 2.58% | 2.46% | 4.79% | 2.99% | 1.21% | -1.28% | 2.62% | 0.81% | -0.02% | 2.13% | 0.50% | 24.42% |
| 2024 | 0.28% | 0.84% | 4.19% | -1.32% | 3.26% | -1.67% | 3.99% | 3.87% | 0.65% | -3.91% | 1.04% | -1.08% | 10.22% |
| 2023 | 4.35% | -0.92% | 2.70% | 3.43% | -4.50% | 3.47% | 1.28% | -1.95% | -0.90% | -1.01% | 3.13% | 1.60% | 10.78% |
| 2022 | -3.52% | -2.55% | 1.10% | -1.83% | 1.45% | -4.72% | 2.51% | -3.24% | -6.25% | 5.03% | 7.17% | -1.83% | -7.31% |
| 2021 | 0.06% | -1.29% | 4.65% | 0.99% | 3.12% | 0.26% | 0.98% | 1.73% | -3.11% | 1.70% | -2.24% | 4.17% | 11.24% |
Benchmark Metrics
WisdomTree International Multifactor Fund has an annualized alpha of 0.70%, beta of 0.58, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since August 13, 2018.
- This ETF participated in 56.60% of S&P 500 Index downside but only 50.21% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.58 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.70%
- Beta
- 0.58
- R²
- 0.66
- Upside Capture
- 50.21%
- Downside Capture
- 56.60%
Expense Ratio
DWMF has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DWMF ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and compare them to a chosen benchmark (S&P 500 Index).
| DWMF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.90 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.39 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.40 | +0.73 |
Martin ratioReturn relative to average drawdown | 8.12 | 6.61 | +1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DWMF 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 Multifactor Fund provided a 2.87% dividend yield over the last twelve months, with an annual payout of $0.97 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.97 | $0.91 | $0.94 | $1.02 | $0.81 | $0.94 | $0.51 | $0.71 | $0.26 |
Dividend yield | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree International Multifactor Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.11 | $0.11 | |||||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.91 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.94 |
| 2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $1.02 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.81 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.23 | $0.94 |
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 Multifactor 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 Multifactor Fund was 29.72%, occurring on Mar 16, 2020. Recovery took 265 trading sessions.
The current WisdomTree International Multifactor Fund drawdown is 5.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.72% | Feb 20, 2020 | 18 | Mar 16, 2020 | 265 | Apr 5, 2021 | 283 |
| -17% | Sep 8, 2021 | 269 | Sep 30, 2022 | 133 | Apr 13, 2023 | 402 |
| -10.27% | Oct 5, 2018 | 54 | Dec 21, 2018 | 57 | Mar 18, 2019 | 111 |
| -8.74% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -7.74% | Mar 28, 2025 | 8 | Apr 8, 2025 | 6 | Apr 16, 2025 | 14 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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