DSTX vs. DWMF
Compare and contrast key facts about Distillate International Fundamental Stability & Value ETF (DSTX) and WisdomTree International Multifactor Fund (DWMF).
DSTX and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSTX is a passively managed fund by Distillate Capital that tracks the performance of the Distillate Fundamental Stability & Value Index. It was launched on Dec 14, 2020. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
DSTX vs. DWMF - Performance Comparison
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DSTX vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.46% | 41.71% | -0.44% | 20.03% | -18.85% | 1.78% | 2.03% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | 1.20% |
Returns By Period
In the year-to-date period, DSTX achieves a 2.46% return, which is significantly lower than DWMF's 3.84% return.
DSTX
- 1D
- 3.49%
- 1M
- -8.25%
- YTD
- 2.46%
- 6M
- 8.70%
- 1Y
- 33.08%
- 3Y*
- 15.84%
- 5Y*
- 6.82%
- 10Y*
- —
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
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DSTX vs. DWMF - Expense Ratio Comparison
DSTX has a 0.55% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
DSTX vs. DWMF — Risk / Return Rank
DSTX
DWMF
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 ratioReturn per unit of total volatility | 1.84 | 1.38 | +0.46 |
Sortino ratioReturn per unit of downside risk | 2.53 | 2.02 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.13 | +0.44 |
Martin ratioReturn relative to average drawdown | 10.38 | 8.12 | +2.26 |
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
| DSTX | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.38 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.84 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.53 | -0.08 |
Correlation
The correlation between DSTX and DWMF is 0.79, 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
DSTX vs. DWMF - Dividend Comparison
DSTX's dividend yield for the trailing twelve months is around 2.84%, less than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.84% | 2.93% | 2.41% | 1.81% | 3.68% | 2.24% | 0.07% | 0.00% | 0.00% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% |
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.
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Drawdown Indicators
| DSTX | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (5Y)Largest decline over 5 years | -33.67% | -17.00% | -16.67% |
Current DrawdownCurrent decline from peak | -8.25% | -5.33% | -2.92% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -3.88% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.29% | +0.80% |
Volatility
DSTX vs. DWMF - Volatility Comparison
Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 8.65% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. 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.
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Volatility by Period
| DSTX | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 5.84% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 8.39% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.05% | 13.70% | +4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 11.20% | +5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 14.16% | +2.66% |