Correlation
The correlation between DWMF and DFIV is 0.68, 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.
DWMF vs. DFIV
Compare and contrast key facts about WisdomTree International Multifactor Fund (DWMF) and Dimensional International Value ETF (DFIV).
DWMF and DFIV 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. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWMF or DFIV.
Performance
DWMF vs. DFIV - Performance Comparison
Loading data...
Key characteristics
DWMF:
1.69
DFIV:
0.99
DWMF:
2.39
DFIV:
1.36
DWMF:
1.34
DFIV:
1.19
DWMF:
2.76
DFIV:
1.11
DWMF:
8.94
DFIV:
4.31
DWMF:
2.39%
DFIV:
3.78%
DWMF:
12.96%
DFIV:
17.31%
DWMF:
-29.70%
DFIV:
-25.42%
DWMF:
-0.69%
DFIV:
-0.31%
Returns By Period
In the year-to-date period, DWMF achieves a 17.32% return, which is significantly lower than DFIV's 19.59% return.
DWMF
17.32%
3.38%
16.06%
20.44%
11.69%
10.01%
N/A
DFIV
19.59%
5.67%
16.64%
15.76%
12.86%
N/A
N/A
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. DFIV - Expense Ratio Comparison
DWMF has a 0.38% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Risk-Adjusted Performance
DWMF vs. DFIV — Risk-Adjusted Performance Rank
DWMF
DFIV
DWMF vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and Dimensional International Value ETF (DFIV). 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.
Loading data...
Dividends
DWMF vs. DFIV - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 2.82%, less than DFIV's 3.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 2.82% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% |
DFIV Dimensional International Value ETF | 3.39% | 3.88% | 3.93% | 3.84% | 2.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
DWMF vs. DFIV - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.70%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for DWMF and DFIV.
Loading data...
Volatility
DWMF vs. DFIV - Volatility Comparison
WisdomTree International Multifactor Fund (DWMF) has a higher volatility of 2.95% compared to Dimensional International Value ETF (DFIV) at 2.71%. This indicates that DWMF's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...