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DWM vs. DOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DWM vs. DOL

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree International Equity Fund (DWM) and WisdomTree International LargeCap Dividend Fund (DOL).

DWM and DOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DOL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International LargeCap Dividend Index. It was launched on Jun 16, 2006. Both DWM and DOL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DWM vs. DOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Equity Fund (DWM) and WisdomTree International LargeCap Dividend Fund (DOL). The values are adjusted to include any dividend payments, if applicable.

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DWM vs. DOL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
DOL
WisdomTree International LargeCap Dividend Fund		3.56%37.35%4.08%16.77%-6.72%11.54%-3.22%19.47%-12.93%22.25%

Returns By Period

In the year-to-date period, DWM achieves a 1.89% return, which is significantly lower than DOL's 3.56% return. Over the past 10 years, DWM has underperformed DOL with an annualized return of 8.25%, while DOL has yielded a comparatively higher 8.95% annualized return.

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%

DOL

1D
2.97%
1M
-7.99%
YTD
3.56%
6M
10.17%
1Y
27.17%
3Y*
17.28%
5Y*
11.42%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WisdomTree International Equity Fund

WisdomTree International LargeCap Dividend Fund

Often compared with DWM:
DWM vs. NSRIXDWM vs. VFQYDWM vs. SCHFDWM vs. BROIXDWM vs. VXUSDWM vs. SCHDDWM vs. IDV
Often compared with DOL:
DOL vs. SPYDOL vs. BROIXDOL vs. DGRWDOL vs. DNLDOL vs. IGRODOL vs. LVHIDOL vs. EFAD

DWM vs. DOL - Expense Ratio Comparison

Both DWM and DOL have an expense ratio of 0.48%.

DWM
WisdomTree International Equity Fund
DOL
WisdomTree International LargeCap Dividend Fund

Return for Risk

DWM vs. DOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DWM
DWM Risk / Return Rank: 8080
Overall Rank
DWM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DWM Sortino Ratio Rank: 8181
Sortino Ratio Rank
DWM Omega Ratio Rank: 8080
Omega Ratio Rank
DWM Calmar Ratio Rank: 8080
Calmar Ratio Rank
DWM Martin Ratio Rank: 7878
Martin Ratio Rank
DOL
DOL Risk / Return Rank: 8383
Overall Rank
DOL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DOL Sortino Ratio Rank: 8383
Sortino Ratio Rank
DOL Omega Ratio Rank: 8484
Omega Ratio Rank
DOL Calmar Ratio Rank: 8282
Calmar Ratio Rank
DOL Martin Ratio Rank: 8282
Martin Ratio Rank
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.

DWM vs. DOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and WisdomTree International LargeCap Dividend Fund (DOL). 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.

DWMDOLDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.64

-0.17

Sortino ratio

Return per unit of downside risk

2.06

2.19

-0.12

Omega ratio

Gain probability vs. loss probability

1.30

1.33

-0.03

Calmar ratio

Return relative to maximum drawdown

2.15

2.33

-0.18

Martin ratio

Return relative to average drawdown

8.33

8.91

-0.58

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DWM vs. DOL - Sharpe Ratio Comparison

The current DWM Sharpe Ratio is 1.46, which is comparable to the DOL Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DWM and DOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DWMDOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.64

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.76

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.54

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.25

0.00

Correlation

The correlation between DWM and DOL is 0.96, 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

DWM vs. DOL - Dividend Comparison

DWM's dividend yield for the trailing twelve months is around 2.91%, more than DOL's 2.70% yield.

TTM20252024202320222021202020192018201720162015
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%
DOL
WisdomTree International LargeCap Dividend Fund		2.70%2.83%3.78%4.02%4.47%3.58%2.82%3.50%4.03%3.17%3.58%3.66%

Drawdowns

DWM vs. DOL - Drawdown Comparison

The maximum DWM drawdown since its inception was -62.10%, roughly equal to the maximum DOL drawdown of -60.79%. Use the drawdown chart below to compare losses from any high point for DWM and DOL.

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Drawdown Indicators

DWMDOLDifference

Max Drawdown

Largest peak-to-trough decline

-62.10%

-60.79%

-1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-11.33%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-24.57%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-37.82%

-35.99%

-1.83%

Current Drawdown

Current decline from peak

-7.80%

-8.34%

+0.54%

Average Drawdown

Average peak-to-trough decline

-13.59%

-13.73%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.97%

-0.15%

Volatility

DWM vs. DOL - Volatility Comparison

The current volatility for WisdomTree International Equity Fund (DWM) is 7.14%, while WisdomTree International LargeCap Dividend Fund (DOL) has a volatility of 8.18%. This indicates that DWM experiences smaller price fluctuations and is considered to be less risky than DOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DWMDOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

8.18%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

11.25%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

16.70%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

15.16%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

16.64%

-0.12%