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WisdomTree International Multifactor Fund (DWMF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717Y7748

CUSIP

97717Y774

Inception Date

Aug 10, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DWMF has an expense ratio of 0.38%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

WisdomTree International Multifactor Fund (DWMF) returned 17.12% year-to-date (YTD) and 21.53% over the past 12 months.


DWMF

YTD

17.12%

1M

4.96%

6M

16.91%

1Y

21.53%

3Y*

11.74%

5Y*

10.66%

10Y*

N/A

^GSPC (Benchmark)

YTD

-1.34%

1M

7.94%

6M

-2.79%

1Y

10.16%

3Y*

13.76%

5Y*

14.45%

10Y*

10.68%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.41%2.58%2.46%4.79%2.83%17.12%
20240.28%0.84%4.19%-1.32%3.26%-1.67%3.99%3.87%0.65%-3.91%1.03%-1.07%10.22%
20234.35%-0.91%2.70%3.43%-4.50%3.47%1.28%-1.95%-1.55%-1.01%3.13%1.60%10.05%
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%
20210.06%-1.29%4.65%0.99%3.12%0.26%0.98%1.73%-3.11%1.70%-2.24%4.17%11.24%
20200.31%-7.74%-11.27%5.04%4.34%1.97%0.42%3.68%-0.68%-3.66%5.84%2.12%-1.18%
20195.75%2.32%1.48%2.67%-4.65%3.48%-0.58%-1.77%3.35%0.72%1.51%1.13%16.10%
20180.29%1.69%-5.10%0.38%-4.58%-7.30%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, DWMF is among the top 8% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DWMF is 9292
Overall Rank
The Sharpe Ratio Rank of DWMF is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DWMF is 9292
Sortino Ratio Rank
The Omega Ratio Rank of DWMF is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DWMF is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DWMF is 9292
Martin 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 Multifactor Fund (DWMF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WisdomTree International Multifactor Fund Sharpe ratios as of May 24, 2025 (values are recalculated daily):

  • 1-Year: 1.67
  • 5-Year: 0.92
  • All Time: 0.47

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of WisdomTree International Multifactor Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

WisdomTree International Multifactor Fund provided a 2.82% dividend yield over the last twelve months, with an annual payout of $0.89 per share.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.80$1.002018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.89$0.94$1.02$0.81$0.94$0.51$0.71$0.26

Dividend yield

2.82%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.05$0.00$0.00$0.05
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
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.


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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 29.70%, occurring on Mar 16, 2020. Recovery took 265 trading sessions.

The current WisdomTree International Multifactor Fund drawdown is 0.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.7%Feb 20, 202018Mar 16, 2020265Apr 5, 2021283
-17%Sep 8, 2021269Sep 30, 2022133Apr 13, 2023402
-10.26%Oct 5, 201833Dec 21, 201854Mar 18, 201987
-7.74%Mar 28, 20258Apr 8, 20256Apr 16, 202514
-7.21%Jul 5, 201929Aug 14, 201954Oct 30, 201983
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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