DWMF vs. CIL
Compare and contrast key facts about WisdomTree International Multifactor Fund (DWMF) and VictoryShares International Volatility Wtd ETF (CIL).
DWMF and CIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018. CIL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International 500 Volatility Weighted Index. It was launched on Aug 19, 2015.
Performance
DWMF vs. CIL - Performance Comparison
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DWMF vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | -1.18% | 16.10% | -7.30% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | 3.76% | 16.29% | -16.00% | 11.07% | 7.21% | 19.13% | -11.29% |
Returns By Period
In the year-to-date period, DWMF achieves a 3.84% return, which is significantly lower than CIL's 5.44% return.
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
CIL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.44%
- 6M
- 10.80%
- 1Y
- 29.06%
- 3Y*
- 16.16%
- 5Y*
- 8.79%
- 10Y*
- 8.47%
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DWMF vs. CIL - Expense Ratio Comparison
DWMF has a 0.38% expense ratio, which is lower than CIL's 0.45% expense ratio.
Return for Risk
DWMF vs. CIL — Risk / Return Rank
DWMF
CIL
DWMF vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and VictoryShares International Volatility Wtd ETF (CIL). 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.
| DWMF | CIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 2.29 | -0.91 |
Sortino ratioReturn per unit of downside risk | 2.02 | 3.15 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.54 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.32 | -0.18 |
Martin ratioReturn relative to average drawdown | 8.12 | 15.10 | -6.97 |
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
| DWMF | CIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.29 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.53 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.44 | +0.09 |
Correlation
The correlation between DWMF and CIL is 0.70, 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
DWMF vs. CIL - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 2.87%, more than CIL's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% |
CIL VictoryShares International Volatility Wtd ETF | 2.38% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
Drawdowns
DWMF vs. CIL - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.72%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for DWMF and CIL.
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Drawdown Indicators
| DWMF | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.72% | -36.27% | +6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -9.66% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -17.00% | -29.89% | +12.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.27% | — |
Current DrawdownCurrent decline from peak | -5.33% | -0.58% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -6.66% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 1.73% | +0.56% |
Volatility
DWMF vs. CIL - Volatility Comparison
WisdomTree International Multifactor Fund (DWMF) has a higher volatility of 5.84% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that DWMF's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWMF | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 0.00% | +5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 5.76% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 13.30% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.20% | 16.67% | -5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 17.32% | -3.16% |