DSTX vs. DWMF

Last updated Jun 5, 2026

DSTX (Distillate International Fundamental Stability & Value ETF) and DWMF (WisdomTree International Multifactor Fund) are both Foreign Large Cap Equities funds. DSTX is passively managed, while DWMF is actively managed. Over the past 5 years, DSTX returned 6.83%/yr vs 8.32%/yr for DWMF. A 0.79 correlation means they provide meaningful diversification when combined. DSTX charges 0.55%/yr vs 0.38%/yr for DWMF.

Performance

DSTX vs. DWMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate International Fundamental Stability & Value ETF (DSTX) and WisdomTree International Multifactor Fund (DWMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSTX achieves a 7.76% return, which is significantly higher than DWMF's 2.74% return.

DSTX

• 1D: 0.60%
• 1M: 0.78%
• YTD: 7.76%
• 6M: 10.05%
• 1Y: 28.29%
• 3Y*: 17.45%
• 5Y*: 6.83%
• 10Y*: —

DWMF

• 1D: 0.83%
• 1M: -1.05%
• YTD: 2.74%
• 6M: 4.10%
• 1Y: 8.52%
• 3Y*: 13.55%
• 5Y*: 8.32%
• 10Y*: —

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

DSTX vs. DWMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DSTX Distillate International Fundamental Stability & Value ETF	7.76%	41.71%	-0.44%	20.03%	-18.85%	1.78%	2.03%
DWMF WisdomTree International Multifactor Fund	2.74%	24.42%	10.22%	10.78%	-7.31%	11.24%	1.20%

Correlation

The correlation between DSTX and DWMF is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (All Time) Calculated using the full available price history since Dec 16, 2020	0.79

The correlation between DSTX and DWMF has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

DSTX vs. DWMF - Sectors Allocation Comparison

Sectors	DSTX	DWMF
Technology	19.8%	4.0%
Industrials	15.2%	18.9%
Basic Materials	14.4%	3.7%
Consumer Cyclical	13.8%	5.5%
Healthcare	8.5%	9.0%
Consumer Defensive	8.3%	11.5%
Communication Services	7.2%	9.5%
Energy	4.7%	2.0%
Financial Services	4.2%	20.0%
Real Estate	-	6.7%
Utilities	-	9.2%

Return for Risk

DSTX vs. DWMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSTX

DSTX Risk / Return Rank: 51
DSTX Sharpe Ratio Rank: 54
DSTX Sortino Ratio Rank: 51
DSTX Omega Ratio Rank: 53
DSTX Calmar Ratio Rank: 47
DSTX Martin Ratio Rank: 50

DWMF

DWMF Risk / Return Rank: 22
DWMF Sharpe Ratio Rank: 23
DWMF Sortino Ratio Rank: 22
DWMF Omega Ratio Rank: 22
DWMF Calmar Ratio Rank: 22
DWMF Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSTX vs. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate International Fundamental Stability & Value ETF (DSTX) and WisdomTree International Multifactor Fund (DWMF). 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.

	DSTX	DWMF	Difference
Sharpe ratio: Return per unit of total volatility	1.81	0.78	+1.03
Sortino ratio: Return per unit of downside risk	2.46	1.15	+1.31
Omega ratio: Gain probability vs. loss probability	1.33	1.14	+0.18
Calmar ratio: Return relative to maximum drawdown	2.28	0.98	+1.30
Martin ratio: Return relative to average drawdown	8.28	2.85	+5.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSTX vs. DWMF - Sharpe Ratio Comparison

The current DSTX Sharpe Ratio is 1.81, which is higher than the DWMF Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DSTX and DWMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DSTX	DWMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	0.78	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.74	-0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.51	-0.02

Drawdowns

DSTX vs. DWMF - Drawdown Comparison

The maximum DSTX drawdown since its inception was -33.67%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for DSTX and DWMF.

Drawdown Indicators

	DSTX	DWMF	Difference
Max Drawdown Largest peak-to-trough decline	-33.67%	-29.72%	-3.95%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-8.74%	-3.74%
Max Drawdown (3Y) Largest decline over 3 years	-13.29%	-8.74%	-4.55%
Max Drawdown (5Y) Largest decline over 5 years	-33.67%	-17.00%	-16.67%
Current Drawdown Current decline from peak	-3.51%	-6.33%	+2.82%
Average Drawdown Average peak-to-trough decline	-8.97%	-3.90%	-5.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	3.00%	+0.42%

Volatility

DSTX vs. DWMF - Volatility Comparison

Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 4.47% compared to WisdomTree International Multifactor Fund (DWMF) at 3.33%. This indicates that DSTX's price experiences larger fluctuations and is considered to be riskier than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSTX	DWMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	3.33%	+1.14%
Volatility (6M) Calculated over the trailing 6-month period	12.70%	8.77%	+3.93%
Volatility (1Y) Calculated over the trailing 1-year period	15.72%	11.02%	+4.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.05%	11.23%	+5.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	14.11%	+2.70%

DSTX vs. DWMF - Expense Ratio Comparison

DSTX has a 0.55% expense ratio, which is higher than DWMF's 0.38% expense ratio.

Dividends

DSTX vs. DWMF - Dividend Comparison

DSTX's dividend yield for the trailing twelve months is around 2.70%, less than DWMF's 2.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DSTX Distillate International Fundamental Stability & Value ETF	2.70%	2.93%	2.41%	1.81%	3.68%	2.24%	0.07%	0.00%	0.00%
DWMF WisdomTree International Multifactor Fund	2.90%	2.80%	3.50%	4.01%	3.41%	3.54%	2.06%	2.77%	1.15%

Frequently Asked Questions

Can I hold both DSTX and DWMF in my portfolio?

DSTX and DWMF have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSTX or DWMF?

DSTX has higher volatility (4.47%) compared to DWMF (3.33%). In terms of maximum drawdown, DSTX dropped -33.67% vs DWMF's -29.72%.

Which ETF is better, DSTX or DWMF?

On 5-year performance, DWMF leads with 8.32% vs 6.83% for DSTX. On fees, DWMF is cheaper at 0.38% per year. On volatility, DWMF has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DSTX or DWMF?

Over the 5-year period, DWMF has performed better with a 8.32% return vs 6.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DSTX or DWMF?

DWMF is cheaper with a 0.38% expense ratio, compared with 0.55% for DSTX.

Which ETF pays a higher dividend yield, DSTX or DWMF?

DWMF has the higher dividend yield at 2.90%, compared with 2.70% for DSTX.

What is the main difference between DSTX and DWMF?

They also come from different issuers: Distillate Capital and WisdomTree. Their fees differ too: 0.55% for DSTX and 0.38% for DWMF.

Which has better risk-adjusted returns?

DSTX currently has the higher Sharpe Ratio (1.81 vs 0.78), 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.