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DWMF vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DWMF vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Multifactor Fund (DWMF) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DWMF achieves a 5.12% return, which is significantly higher than CSHP's 1.83% return.


DWMF

1D
-2.08%
1M
1.38%
YTD
5.12%
6M
4.50%
1Y
11.72%
3Y*
14.20%
5Y*
8.70%
10Y*

CSHP

1D
-0.03%
1M
0.27%
YTD
1.83%
6M
1.92%
1Y
3.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DWMF vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
DWMF
WisdomTree International Multifactor Fund
5.12%24.42%0.98%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.83%4.10%2.24%

Correlation

The correlation between DWMF and CSHP is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.02

The correlation between DWMF and CSHP shifts across timeframes, from -0.10 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DWMF vs. CSHP — Risk / Return Rank

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

DWMF
DWMF Risk / Return Rank: 2929
Overall Rank
DWMF Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DWMF Sortino Ratio Rank: 2929
Sortino Ratio Rank
DWMF Omega Ratio Rank: 2929
Omega Ratio Rank
DWMF Calmar Ratio Rank: 2929
Calmar Ratio Rank
DWMF Martin Ratio Rank: 2828
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

DWMF vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DWMFCSHPDifference
Sharpe ratioReturn per unit of total volatility

-10.07

Sortino ratioReturn per unit of downside risk

-26.10

Omega ratioGain probability vs. loss probability

1.19

6.46

-5.27

Calmar ratioReturn relative to maximum drawdown

1.35

65.45

-64.10

Martin ratioReturn relative to average drawdown

3.70

381.67

-377.97

DWMF vs. CSHP - Sharpe Ratio Comparison

The current DWMF Sharpe Ratio is 1.01, which is lower than the CSHP Sharpe Ratio of 11.09. The chart below compares the historical Sharpe Ratios of DWMF and CSHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DWMF vs. CSHP - Drawdown Comparison

The maximum DWMF drawdown since its inception was -29.72%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for DWMF and CSHP.


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Drawdown Indicators


DWMFCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-29.72%

-0.08%

-29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-0.06%

-8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.00%

Current Drawdown

Current decline from peak

-4.17%

-0.04%

-4.13%

Average Drawdown

Average peak-to-trough decline

-3.90%

-0.00%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

0.01%

+3.17%

Volatility

DWMF vs. CSHP - Volatility Comparison

WisdomTree International Multifactor Fund (DWMF) has a higher volatility of 4.71% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.16%. This indicates that DWMF's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWMFCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

0.16%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

0.27%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

0.36%

+11.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.37%

0.41%

+10.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

0.41%

+13.73%

DWMF vs. CSHP - Expense Ratio Comparison

DWMF has a 0.38% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

DWMF vs. CSHP - Dividend Comparison

DWMF's dividend yield for the trailing twelve months is around 2.83%, less than CSHP's 3.91% yield.


PositionTTM20252024202320222021202020192018
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%
DWMF
WisdomTree International Multifactor Fund
2.83%2.80%3.50%4.01%3.41%3.54%2.06%2.77%1.15%

Frequently Asked Questions


DWMF and CSHP have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DWMF has higher volatility (4.71%) compared to CSHP (0.16%). In terms of maximum drawdown, DWMF dropped -29.72% vs CSHP's -0.08%.

On 1-year performance, DWMF leads with 11.72% vs 3.94% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DWMF has performed better with a 11.72% return vs 3.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.38% for DWMF.

CSHP has the higher dividend yield at 3.91%, compared with 2.83% for DWMF.

DWMF is categorized as Foreign Large Cap Equities, while CSHP is Ultrashort Bond. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DWMF and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.09 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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