WisdomTree International Multifactor Fund (DWMF)
DWMF is an actively managed ETF by WisdomTree. DWMF launched on Aug 10, 2018 and has a 0.38% expense ratio.
ETF Info
US97717Y7748
97717Y774
Aug 10, 2018
Developed Markets (Broad)
1x
No Index (Active)
Large-Cap
Blend
Expense Ratio
DWMF features an expense ratio of 0.38%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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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.
Returns By Period
WisdomTree International Multifactor Fund had a return of 9.59% year-to-date (YTD) and 10.65% in the last 12 months.
DWMF
9.59%
-0.19%
4.04%
10.65%
4.25%
N/A
^GSPC (Benchmark)
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
Monthly Returns
The table below presents the monthly returns of DWMF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.28% | 0.84% | 4.19% | -1.32% | 3.26% | -1.67% | 3.99% | 3.87% | 0.65% | -3.90% | 1.03% | 9.59% | |
| 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% | 7.18% | -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% |
| 2020 | 0.31% | -7.74% | -11.28% | 5.04% | 4.34% | 1.97% | 0.42% | 3.68% | -0.68% | -3.66% | 5.84% | 2.12% | -1.18% |
| 2019 | 5.75% | 2.32% | 1.48% | 2.67% | -4.65% | 3.48% | -0.58% | -1.77% | 3.35% | 0.72% | 1.51% | 1.13% | 16.11% |
| 2018 | 0.29% | 1.70% | -5.10% | 0.38% | -4.59% | -7.30% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DWMF is 56, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
WisdomTree International Multifactor Fund provided a 3.54% dividend yield over the last twelve months, with an annual payout of $0.96 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.96 | $1.02 | $0.81 | $0.94 | $0.51 | $0.71 | $0.26 |
Dividend yield | 3.54% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.00 | $0.77 |
| 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 |
| 2020 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.51 |
| 2019 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.71 |
| 2018 | $0.10 | $0.00 | $0.00 | $0.16 | $0.26 |
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.
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 29.70%, occurring on Mar 16, 2020. Recovery took 265 trading sessions.
The current WisdomTree International Multifactor Fund drawdown is 5.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.7% | 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 |
| -10.26% | Oct 5, 2018 | 33 | Dec 21, 2018 | 54 | Mar 18, 2019 | 87 |
| -7.21% | Jul 5, 2019 | 29 | Aug 14, 2019 | 54 | Oct 30, 2019 | 83 |
| -5.7% | Jul 31, 2023 | 64 | Oct 27, 2023 | 32 | Dec 13, 2023 | 96 |
Volatility
Volatility Chart
The current WisdomTree International Multifactor Fund volatility is 2.09%, 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.