BROIX vs. DWM
Compare and contrast key facts about BlackRock Advantage International Fund (BROIX) and WisdomTree International Equity Fund (DWM).
BROIX is managed by BlackRock. It was launched on Jan 31, 2006. DWM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Equity Index. It was launched on Jun 16, 2006.
Performance
BROIX vs. DWM - Performance Comparison
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BROIX vs. DWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | -1.66% | 32.45% | 6.76% | 19.44% | -13.48% | 13.07% | 7.34% | 21.61% | -15.07% | 24.20% |
DWM WisdomTree International Equity Fund | 1.89% | 34.83% | 4.15% | 16.63% | -9.04% | 10.76% | -2.33% | 18.98% | -13.53% | 24.08% |
Returns By Period
In the year-to-date period, BROIX achieves a -1.66% return, which is significantly lower than DWM's 1.89% return. Over the past 10 years, BROIX has outperformed DWM with an annualized return of 9.09%, while DWM has yielded a comparatively lower 8.25% annualized return.
BROIX
- 1D
- 0.36%
- 1M
- -10.44%
- YTD
- -1.66%
- 6M
- 2.16%
- 1Y
- 18.95%
- 3Y*
- 15.18%
- 5Y*
- 9.30%
- 10Y*
- 9.09%
DWM
- 1D
- 2.87%
- 1M
- -7.57%
- YTD
- 1.89%
- 6M
- 6.51%
- 1Y
- 23.99%
- 3Y*
- 16.07%
- 5Y*
- 9.79%
- 10Y*
- 8.25%
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BROIX vs. DWM - Expense Ratio Comparison
BROIX has a 0.50% expense ratio, which is higher than DWM's 0.48% expense ratio.
Return for Risk
BROIX vs. DWM — Risk / Return Rank
BROIX
DWM
BROIX vs. DWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) and WisdomTree International Equity Fund (DWM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BROIX | DWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.46 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.06 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.15 | -0.71 |
Martin ratioReturn relative to average drawdown | 5.75 | 8.33 | -2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BROIX | DWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.46 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.65 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.50 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.26 | +0.09 |
Correlation
The correlation between BROIX and DWM is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BROIX vs. DWM - Dividend Comparison
BROIX's dividend yield for the trailing twelve months is around 7.25%, more than DWM's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 7.25% | 7.13% | 3.55% | 2.71% | 3.37% | 8.52% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.78% |
DWM WisdomTree International Equity Fund | 2.91% | 3.06% | 3.86% | 4.15% | 4.36% | 3.64% | 2.74% | 3.46% | 3.86% | 2.99% | 3.43% | 3.55% |
Drawdowns
BROIX vs. DWM - Drawdown Comparison
The maximum BROIX drawdown since its inception was -54.49%, smaller than the maximum DWM drawdown of -62.10%. Use the drawdown chart below to compare losses from any high point for BROIX and DWM.
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Drawdown Indicators
| BROIX | DWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.49% | -62.10% | +7.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -10.93% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -28.24% | -25.64% | -2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | -37.82% | +1.58% |
Current DrawdownCurrent decline from peak | -10.44% | -7.80% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -13.59% | +3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.82% | +0.11% |
Volatility
BROIX vs. DWM - Volatility Comparison
BlackRock Advantage International Fund (BROIX) and WisdomTree International Equity Fund (DWM) have volatilities of 7.24% and 7.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BROIX | DWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 7.14% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 10.31% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 16.48% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 15.08% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 16.52% | -0.23% |