Correlation
The correlation between DWM and BROIX is 0.80, 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.
DWM vs. BROIX
Compare and contrast key facts about WisdomTree International Equity Fund (DWM) and BlackRock Advantage International Fund (BROIX).
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. BROIX is managed by Blackrock. It was launched on Jan 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWM or BROIX.
Performance
DWM vs. BROIX - Performance Comparison
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Key characteristics
DWM:
1.03
BROIX:
1.00
DWM:
1.71
BROIX:
1.60
DWM:
1.24
BROIX:
1.22
DWM:
1.53
BROIX:
1.37
DWM:
4.62
BROIX:
4.39
DWM:
4.19%
BROIX:
4.37%
DWM:
16.49%
BROIX:
17.13%
DWM:
-62.10%
BROIX:
-56.21%
DWM:
0.00%
BROIX:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with DWM having a 20.70% return and BROIX slightly lower at 19.76%. Over the past 10 years, DWM has underperformed BROIX with an annualized return of 5.63%, while BROIX has yielded a comparatively higher 6.42% annualized return.
DWM
20.70%
3.80%
17.03%
16.85%
12.22%
10.81%
5.63%
BROIX
19.76%
4.69%
15.78%
16.94%
14.09%
10.98%
6.42%
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DWM vs. BROIX - Expense Ratio Comparison
DWM has a 0.48% expense ratio, which is lower than BROIX's 0.50% expense ratio.
Risk-Adjusted Performance
DWM vs. BROIX — Risk-Adjusted Performance Rank
DWM
BROIX
DWM vs. BROIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and BlackRock Advantage International Fund (BROIX). 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.
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Dividends
DWM vs. BROIX - Dividend Comparison
DWM's dividend yield for the trailing twelve months is around 3.06%, more than BROIX's 2.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWM WisdomTree International Equity Fund | 3.06% | 3.86% | 4.15% | 4.36% | 3.64% | 2.75% | 3.46% | 3.86% | 2.99% | 3.43% | 3.55% | 4.71% |
BROIX BlackRock Advantage International Fund | 2.96% | 3.55% | 2.71% | 3.37% | 8.51% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.79% | 1.80% |
Drawdowns
DWM vs. BROIX - Drawdown Comparison
The maximum DWM drawdown since its inception was -62.10%, which is greater than BROIX's maximum drawdown of -56.21%. Use the drawdown chart below to compare losses from any high point for DWM and BROIX.
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Volatility
DWM vs. BROIX - Volatility Comparison
The current volatility for WisdomTree International Equity Fund (DWM) is 2.83%, while BlackRock Advantage International Fund (BROIX) has a volatility of 3.49%. This indicates that DWM experiences smaller price fluctuations and is considered to be less risky than BROIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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