- ISIN
- US97717Y7748
- CUSIP
- 97717Y774
- Issuer
- WisdomTree
- Inception Date
- Aug 10, 2018
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $35M
Share Price Chart
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Performance
DWMF Performance Chart
WisdomTree International Multifactor Fund (DWMF) is up 7.4% since the beginning of the year. DWMF is currently trading at $35 per share. Investors who bought $1,000 worth of DWMF shares 5 years ago would now be looking at an investment worth $1,561.
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Returns By Period
WisdomTree International Multifactor Fund (DWMF) has returned 7.36% so far this year and 15.03% over the past 12 months.
WisdomTree International Multifactor Fund
- 1D
- -0.40%
- 1M
- 3.53%
- YTD
- 7.36%
- 6M
- 7.03%
- 1Y
- 15.03%
- 3Y*
- 15.00%
- 5Y*
- 9.32%
- 10Y*
- —
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%
DWMF Monthly Returns History
Based on dividend-adjusted daily data since Aug 10, 2018, DWMF's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 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% | 0.06% | -0.76% | 4.12% | 7.36% | ||||||
| 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 0.16%, beta of 0.58, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since August 10, 2018.
- This ETF participated in 53.16% of S&P 500 Index downside but only 46.43% 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
- 0.16%
- Beta
- 0.58
- R²
- 0.65
- Upside Capture
- 46.43%
- Downside Capture
- 53.16%
Expense Ratio
DWMF has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DWMF ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) 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.
| DWMF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.78 | -1.06 |
| Martin ratioReturn relative to average drawdown | 4.76 | 12.44 | -7.68 |
Dividends
Dividend History
WisdomTree International Multifactor Fund provided a 2.77% 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 | 2.77% | 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 | $0.00 | $0.00 | $0.00 | $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 2.13%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -29.72%Mar 2020 | 25d | 1y 20d | 1y 1moFeb 2020 - Apr 2021 |
Bear market2022 | -17.00%Sep 2022 | 1y 22d | 6mo 15d | 1y 7moSep 2021 - Apr 2023 |
Rate-hike selloffLate 2018 | -10.27%Dec 2018 | 2mo 17d | 2mo 27d | 5mo 14dOct 2018 - Mar 2019 |
2026 pullback2026 | -8.74%Mar 2026 | 18d | — | 3mo 23dMar 2026 - now |
2025 selloff2025 | -7.74%Apr 2025 | 11d | 8d | 19dMar 2025 - Apr 2025 |
Drawdown Indicators
| DWMF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.72% | -56.78% | +27.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -9.10% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -8.74% | -18.90% | +10.16% |
Max Drawdown (5Y)Largest decline over 5 years | -17.00% | -25.43% | +8.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.13% | -1.80% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -10.71% | +6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.03% | +1.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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