DWM vs. VFQY
Compare and contrast key facts about WisdomTree International Equity Fund (DWM) and Vanguard U.S. Quality Factor ETF (VFQY).
DWM and VFQY 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. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
DWM vs. VFQY - Performance Comparison
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DWM vs. VFQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DWM WisdomTree International Equity Fund | 1.89% | 34.83% | 4.15% | 16.63% | -9.04% | 10.76% | -2.33% | 18.98% | -14.25% |
VFQY Vanguard U.S. Quality Factor ETF | -2.43% | 10.24% | 12.93% | 22.48% | -15.74% | 27.96% | 16.97% | 25.75% | -7.85% |
Returns By Period
In the year-to-date period, DWM achieves a 1.89% return, which is significantly higher than VFQY's -2.43% 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%
VFQY
- 1D
- 2.08%
- 1M
- -5.12%
- YTD
- -2.43%
- 6M
- -0.44%
- 1Y
- 13.02%
- 3Y*
- 12.78%
- 5Y*
- 7.08%
- 10Y*
- —
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DWM vs. VFQY - Expense Ratio Comparison
DWM has a 0.48% expense ratio, which is higher than VFQY's 0.13% expense ratio.
Return for Risk
DWM vs. VFQY — Risk / Return Rank
DWM
VFQY
DWM vs. VFQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and Vanguard U.S. Quality Factor ETF (VFQY). 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 | VFQY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.67 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.09 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.15 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.06 | +1.09 |
Martin ratioReturn relative to average drawdown | 8.33 | 4.39 | +3.94 |
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 | VFQY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 0.67 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.39 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.48 | -0.22 |
Correlation
The correlation between DWM and VFQY is 0.73, 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. VFQY - Dividend Comparison
DWM's dividend yield for the trailing twelve months is around 2.91%, more than VFQY's 1.21% 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% |
VFQY Vanguard U.S. Quality Factor ETF | 1.21% | 1.17% | 1.34% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
DWM vs. VFQY - Drawdown Comparison
The maximum DWM drawdown since its inception was -62.10%, which is greater than VFQY's maximum drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for DWM and VFQY.
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Drawdown Indicators
| DWM | VFQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.10% | -37.41% | -24.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -12.84% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -25.93% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -37.82% | — | — |
Current DrawdownCurrent decline from peak | -7.80% | -6.91% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -13.59% | -6.80% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.09% | -0.27% |
Volatility
DWM vs. VFQY - Volatility Comparison
WisdomTree International Equity Fund (DWM) has a higher volatility of 7.14% compared to Vanguard U.S. Quality Factor ETF (VFQY) at 4.65%. This indicates that DWM's price experiences larger fluctuations and is considered to be riskier than VFQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWM | VFQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 4.65% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 10.35% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 19.54% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 18.39% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 21.02% | -4.50% |