DIM vs. IFLO

Last updated Aug 6, 2026

DIM (WisdomTree International MidCap Dividend Fund) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds - DIM tracks the WisdomTree International MidCap Dividend Index while IFLO tracks the Victory International Free Cash Flow Index. Both are passively managed. Over the past year, DIM returned 21.73% vs 37.24% for IFLO. Their correlation of 0.82 means they have usually moved in the same direction. DIM charges 0.58%/yr vs 0.56%/yr for IFLO.

Performance

DIM vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International MidCap Dividend Fund (DIM) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIM achieves a 12.51% return, which is significantly lower than IFLO's 24.86% return.

DIM

• 1D: 0.19%
• 1M: 2.30%
• 6M: 5.25%
• YTD: 12.51%
• 1Y: 21.73%
• 3Y*: 18.89%
• 5Y*: 9.34%
• 10Y*: 8.63%
• ALL TIME*: 6.41%

IFLO

• 1D: 0.84%
• 1M: 3.96%
• 6M: 17.41%
• YTD: 24.86%
• 1Y: 37.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 36.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DIM WisdomTree International MidCap Dividend Fund	$149.68K	$186.15K	$276.26K
IFLO VictoryShares International Free Cash Flow ETF	$4.32M	$2.23M	$1.03M

DIM vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
DIM WisdomTree International MidCap Dividend Fund	12.51%	11.02%
IFLO VictoryShares International Free Cash Flow ETF	24.86%	13.12%

Correlation

The correlation between DIM and IFLO is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.82

The correlation between DIM and IFLO has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

DIM vs. IFLO - Sectors Allocation Comparison

Sectors	DIM	IFLO
Financial Services	25.8%	0.8%
Industrials	22.2%	17.8%
Consumer Cyclical	8.3%	10.8%
Real Estate	7.3%	0.0%
Utilities	7.1%	0.8%
Consumer Defensive	6.3%	6.7%
Basic Materials	5.4%	13.8%
Communication Services	5.1%	5.3%
Energy	4.6%	14.4%
Technology	4.3%	16.8%
Healthcare	3.7%	12.7%

Return for Risk

DIM vs. IFLO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DIM

DIM Risk / Return Rank: 56
DIM Sharpe Ratio Rank: 59
DIM Sortino Ratio Rank: 59
DIM Omega Ratio Rank: 57
DIM Calmar Ratio Rank: 51
DIM Martin Ratio Rank: 56

IFLO

IFLO Risk / Return Rank: 93
IFLO Sharpe Ratio Rank: 92
IFLO Sortino Ratio Rank: 92
IFLO Omega Ratio Rank: 90
IFLO Calmar Ratio Rank: 95
IFLO Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DIM vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International MidCap Dividend Fund (DIM) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

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.

	DIM	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	1.62	2.60	-0.98
Sortino ratio: Return per unit of downside risk	2.29	3.64	-1.35
Omega ratio: Gain probability vs. loss probability	1.29	1.46	-0.17
Calmar ratio: Return relative to maximum drawdown	2.07	5.81	-3.74
Martin ratio: Return relative to average drawdown	7.50	20.01	-12.51

DIM vs. IFLO - Sharpe Ratio Comparison

The current DIM Sharpe Ratio is 1.62, which is lower than the IFLO Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of DIM and IFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DIM vs. IFLO - Drawdown Comparison

The maximum DIM drawdown since its inception was -61.45%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for DIM and IFLO.

Drawdown Indicators

	DIM	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-61.45%	-6.44%	-55.01%
Max Drawdown (1Y) Largest decline over 1 year	-10.56%	-6.44%	-4.12%
Max Drawdown (3Y) Largest decline over 3 years	-12.13%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.71%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.89%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-12.54%	-1.28%	-11.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	1.87%	+1.04%

Volatility

DIM vs. IFLO - Volatility Comparison

WisdomTree International MidCap Dividend Fund (DIM) and VictoryShares International Free Cash Flow ETF (IFLO) have volatilities of 3.66% and 3.73%, 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.

Volatility by Period

	DIM	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	3.73%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	11.33%	12.22%	-0.89%
Volatility (1Y) Calculated over the trailing 1-year period	13.48%	14.37%	-0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.48%	14.53%	+0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.53%	14.53%	+2.00%

DIM vs. IFLO - Expense Ratio Comparison

DIM has a 0.58% expense ratio, which is higher than IFLO's 0.56% expense ratio.

Dividends

DIM vs. IFLO - Dividend Comparison

DIM's dividend yield for the trailing twelve months is around 2.95%, more than IFLO's 1.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIM WisdomTree International MidCap Dividend Fund	2.95%	3.20%	3.58%	4.62%	3.96%	3.65%	2.53%	3.26%	3.28%	2.57%	2.94%	2.81%
IFLO VictoryShares International Free Cash Flow ETF	1.49%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIM and IFLO in my portfolio?

DIM and IFLO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIM or IFLO?

IFLO has higher volatility (3.73%) compared to DIM (3.66%). In terms of maximum drawdown, DIM dropped -61.45% vs IFLO's -6.44%.

Which ETF is better, DIM or IFLO?

On 1-year performance, IFLO leads with 37.24% vs 21.73% for DIM. On fees, IFLO is cheaper at 0.56% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIM or IFLO?

Over the 1-year period, IFLO has performed better with a 37.24% return vs 21.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIM or IFLO?

IFLO is cheaper with a 0.56% expense ratio, compared with 0.58% for DIM.

Which ETF pays a higher dividend yield, DIM or IFLO?

DIM has the higher dividend yield at 2.95%, compared with 1.49% for IFLO.

What is the main difference between DIM and IFLO?

DIM tracks WisdomTree International MidCap Dividend Index, while IFLO tracks Victory International Free Cash Flow Index. They also come from different issuers: WisdomTree and VictoryShares. Their fees differ too: 0.58% for DIM and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.60 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.