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DWM vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWM vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Equity Fund (DWM) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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DWM vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DWM
WisdomTree International Equity Fund
3.49%34.83%4.15%16.63%-9.04%1.62%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
14.62%237.09%28.23%12.97%-14.62%5.11%

Returns By Period

In the year-to-date period, DWM achieves a 3.49% return, which is significantly lower than GDMN's 14.62% return.


DWM

1D
1.58%
1M
-3.94%
YTD
3.49%
6M
7.60%
1Y
26.12%
3Y*
16.68%
5Y*
10.13%
10Y*
8.42%

GDMN

1D
5.38%
1M
-24.54%
YTD
14.62%
6M
37.18%
1Y
154.40%
3Y*
68.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWM vs. GDMN - Expense Ratio Comparison

DWM has a 0.48% expense ratio, which is higher than GDMN's 0.45% expense ratio.


Return for Risk

DWM vs. GDMN — 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: 8080
Sharpe Ratio Rank
DWM Sortino Ratio Rank: 8282
Sortino Ratio Rank
DWM Omega Ratio Rank: 8181
Omega Ratio Rank
DWM Calmar Ratio Rank: 8080
Calmar Ratio Rank
DWM Martin Ratio Rank: 7878
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
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. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


DWMGDMNDifference

Sharpe ratio

Return per unit of total volatility

1.59

2.42

-0.83

Sortino ratio

Return per unit of downside risk

2.22

2.47

-0.25

Omega ratio

Gain probability vs. loss probability

1.33

1.37

-0.05

Calmar ratio

Return relative to maximum drawdown

2.37

3.92

-1.55

Martin ratio

Return relative to average drawdown

9.11

13.31

-4.19

DWM vs. GDMN - Sharpe Ratio Comparison

The current DWM Sharpe Ratio is 1.59, which is lower than the GDMN Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of DWM and GDMN, 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


DWMGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.42

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.97

-0.71

Correlation

The correlation between DWM and GDMN is 0.43, 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. GDMN - Dividend Comparison

DWM's dividend yield for the trailing twelve months is around 2.87%, more than GDMN's 2.36% yield.


TTM20252024202320222021202020192018201720162015
DWM
WisdomTree International Equity Fund
2.87%3.06%3.86%4.15%4.36%3.64%2.74%3.46%3.86%2.99%3.43%3.55%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.36%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DWM vs. GDMN - Drawdown Comparison

The maximum DWM drawdown since its inception was -62.10%, which is greater than GDMN's maximum drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DWM and GDMN.


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Drawdown Indicators


DWMGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-62.10%

-52.82%

-9.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-39.03%

+28.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

Max Drawdown (10Y)

Largest decline over 10 years

-37.82%

Current Drawdown

Current decline from peak

-6.34%

-24.76%

+18.42%

Average Drawdown

Average peak-to-trough decline

-13.59%

-18.46%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

11.50%

-8.65%

Volatility

DWM vs. GDMN - Volatility Comparison

The current volatility for WisdomTree International Equity Fund (DWM) is 6.85%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 23.34%. This indicates that DWM experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWMGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

23.34%

-16.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.41%

54.11%

-43.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

64.17%

-47.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

47.24%

-32.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

47.24%

-30.71%