DWM vs. EIS
Compare and contrast key facts about WisdomTree International Equity Fund (DWM) and iShares MSCI Israel ETF (EIS).
DWM and EIS 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. EIS is a passively managed fund by iShares that tracks the performance of the MSCI Israel Capped Investable Market Index (Net). It was launched on Mar 26, 2008. Both DWM and EIS 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. EIS - Performance Comparison
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DWM vs. EIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EIS iShares MSCI Israel ETF | 5.46% | 45.11% | 34.50% | 5.48% | -27.05% | 22.83% | 12.01% | 20.93% | -4.84% | 12.77% |
Returns By Period
In the year-to-date period, DWM achieves a 1.89% return, which is significantly lower than EIS's 5.46% return. Over the past 10 years, DWM has underperformed EIS with an annualized return of 8.25%, while EIS has yielded a comparatively higher 10.84% 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%
EIS
- 1D
- 5.27%
- 1M
- -2.31%
- YTD
- 5.46%
- 6M
- 16.85%
- 1Y
- 58.57%
- 3Y*
- 30.48%
- 5Y*
- 13.80%
- 10Y*
- 10.84%
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DWM vs. EIS - Expense Ratio Comparison
DWM has a 0.48% expense ratio, which is lower than EIS's 0.59% expense ratio.
Return for Risk
DWM vs. EIS — Risk / Return Rank
DWM
EIS
DWM vs. EIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and iShares MSCI Israel ETF (EIS). 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.
| DWM | EIS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 2.50 | -1.03 |
Sortino ratioReturn per unit of downside risk | 2.06 | 3.36 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 4.66 | -2.51 |
Martin ratioReturn relative to average drawdown | 8.33 | 17.47 | -9.14 |
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
| DWM | EIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.50 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.52 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.30 | -0.04 |
Correlation
The correlation between DWM and EIS is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DWM vs. EIS - Dividend Comparison
DWM's dividend yield for the trailing twelve months is around 2.91%, more than EIS's 1.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EIS iShares MSCI Israel ETF | 1.36% | 1.44% | 1.38% | 1.39% | 1.66% | 1.04% | 0.16% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% |
Drawdowns
DWM vs. EIS - Drawdown Comparison
The maximum DWM drawdown since its inception was -62.10%, which is greater than EIS's maximum drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for DWM and EIS.
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Drawdown Indicators
| DWM | EIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.10% | -51.94% | -10.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -12.40% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -41.88% | +16.24% |
Max Drawdown (10Y)Largest decline over 10 years | -37.82% | -41.88% | +4.06% |
Current DrawdownCurrent decline from peak | -7.80% | -7.78% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -13.59% | -14.02% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.30% | -0.48% |
Volatility
DWM vs. EIS - Volatility Comparison
The current volatility for WisdomTree International Equity Fund (DWM) is 7.14%, while iShares MSCI Israel ETF (EIS) has a volatility of 9.37%. This indicates that DWM experiences smaller price fluctuations and is considered to be less risky than EIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWM | EIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 9.37% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 15.82% | -5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 23.60% | -7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 21.60% | -6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 20.95% | -4.43% |