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DWMF vs. BROIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DWMF and BROIX is 0.86, 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.


-0.50.00.51.00.9

Performance

DWMF vs. BROIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Multifactor Fund (DWMF) and BlackRock Advantage International Fund (BROIX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.59%
-0.53%
DWMF
BROIX

Key characteristics

Sharpe Ratio

DWMF:

1.22

BROIX:

0.88

Sortino Ratio

DWMF:

1.75

BROIX:

1.27

Omega Ratio

DWMF:

1.21

BROIX:

1.16

Calmar Ratio

DWMF:

2.17

BROIX:

1.22

Martin Ratio

DWMF:

4.95

BROIX:

2.90

Ulcer Index

DWMF:

2.27%

BROIX:

3.87%

Daily Std Dev

DWMF:

9.19%

BROIX:

12.77%

Max Drawdown

DWMF:

-29.71%

BROIX:

-56.21%

Current Drawdown

DWMF:

-3.49%

BROIX:

-6.74%

Returns By Period

In the year-to-date period, DWMF achieves a 1.04% return, which is significantly lower than BROIX's 1.88% return.


DWMF

YTD

1.04%

1M

1.39%

6M

2.59%

1Y

10.94%

5Y*

4.16%

10Y*

N/A

BROIX

YTD

1.88%

1M

2.43%

6M

-0.53%

1Y

10.10%

5Y*

4.85%

10Y*

5.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DWMF vs. BROIX - Expense Ratio Comparison

DWMF has a 0.38% expense ratio, which is lower than BROIX's 0.50% expense ratio.


BROIX
BlackRock Advantage International Fund
Expense ratio chart for BROIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for DWMF: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

DWMF vs. BROIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DWMF
The Risk-Adjusted Performance Rank of DWMF is 4949
Overall Rank
The Sharpe Ratio Rank of DWMF is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of DWMF is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DWMF is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DWMF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DWMF is 4646
Martin Ratio Rank

BROIX
The Risk-Adjusted Performance Rank of BROIX is 4545
Overall Rank
The Sharpe Ratio Rank of BROIX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of BROIX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of BROIX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of BROIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BROIX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DWMF vs. BROIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) 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.


Sharpe ratio
The chart of Sharpe ratio for DWMF, currently valued at 1.22, compared to the broader market0.002.004.001.220.88
The chart of Sortino ratio for DWMF, currently valued at 1.75, compared to the broader market0.005.0010.001.751.27
The chart of Omega ratio for DWMF, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.16
The chart of Calmar ratio for DWMF, currently valued at 2.17, compared to the broader market0.005.0010.0015.002.171.22
The chart of Martin ratio for DWMF, currently valued at 4.95, compared to the broader market0.0020.0040.0060.0080.00100.004.952.90
DWMF
BROIX

The current DWMF Sharpe Ratio is 1.22, which is higher than the BROIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DWMF and BROIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.22
0.88
DWMF
BROIX

Dividends

DWMF vs. BROIX - Dividend Comparison

DWMF's dividend yield for the trailing twelve months is around 3.47%, more than BROIX's 2.79% yield.


TTM20242023202220212020201920182017201620152014
DWMF
WisdomTree International Multifactor Fund
3.47%3.50%4.01%3.41%3.54%2.06%2.77%1.15%0.00%0.00%0.00%0.00%
BROIX
BlackRock Advantage International Fund
2.79%2.84%2.71%3.37%3.31%1.72%2.67%2.69%0.72%2.09%0.79%1.80%

Drawdowns

DWMF vs. BROIX - Drawdown Comparison

The maximum DWMF drawdown since its inception was -29.71%, smaller than the maximum BROIX drawdown of -56.21%. Use the drawdown chart below to compare losses from any high point for DWMF and BROIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.49%
-6.74%
DWMF
BROIX

Volatility

DWMF vs. BROIX - Volatility Comparison

The current volatility for WisdomTree International Multifactor Fund (DWMF) is 2.35%, while BlackRock Advantage International Fund (BROIX) has a volatility of 3.74%. This indicates that DWMF 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.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.35%
3.74%
DWMF
BROIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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