DWMF vs. DHS
DWMF (WisdomTree International Multifactor Fund) and DHS (WisdomTree US High Dividend Fund) are both exchange-traded funds - DWMF is a Foreign Large Cap Equities fund actively managed by WisdomTree, while DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. DWMF is actively managed, while DHS is passively managed. Over the past 5 years, DWMF returned 8.75%/yr vs 12.26%/yr for DHS. Their 0.60 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.38% expense ratio.
Performance
DWMF vs. DHS - Performance Comparison
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Returns By Period
In the year-to-date period, DWMF achieves a 5.83% return, which is significantly lower than DHS's 16.66% return.
DWMF
- 1D
- 0.02%
- 1M
- 0.05%
- 6M
- 2.42%
- YTD
- 5.83%
- 1Y
- 12.12%
- 3Y*
- 13.90%
- 5Y*
- 8.75%
- 10Y*
- —
- ALL TIME*
- 7.38%
DHS
- 1D
- -0.37%
- 1M
- 1.58%
- 6M
- 9.76%
- YTD
- 16.66%
- 1Y
- 25.21%
- 3Y*
- 16.49%
- 5Y*
- 12.26%
- 10Y*
- 9.68%
- ALL TIME*
- 8.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.32M | $3.61M | $2.98M | |
| $46.55K | $45.08K | $66.89K |
DWMF vs. DHS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 5.83% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | -1.18% | 16.10% | -7.26% |
DHS WisdomTree US High Dividend Fund | 16.66% | 12.87% | 18.02% | -0.19% | 7.97% | 23.20% | -5.70% | 22.59% | -7.91% |
Correlation
The correlation between DWMF and DHS is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2018 | 0.60 |
The correlation between DWMF and DHS shifts across timeframes, from 0.41 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
DWMF vs. DHS - Sectors Allocation Comparison
Sectors
DWMF
DHS
Industrials
Financial Services
Technology
Basic Materials
Utilities
Energy
Healthcare
Consumer Cyclical
Real Estate
Communication Services
Consumer Defensive
Industrials
DWMF
DHS
Financial Services
DWMF
DHS
Technology
DWMF
DHS
Basic Materials
DWMF
DHS
Utilities
DWMF
DHS
Energy
DWMF
DHS
Healthcare
DWMF
DHS
Consumer Cyclical
DWMF
DHS
Real Estate
DWMF
DHS
Communication Services
DWMF
DHS
Consumer Defensive
DWMF
DHS
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Return for Risk
DWMF vs. DHS — Risk / Return Rank
DWMF
DHS
DWMF vs. DHS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and WisdomTree US High Dividend Fund (DHS). 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.
| DWMF | DHS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.97 | -2.55 |
| Martin ratioReturn relative to average drawdown | 3.64 | 14.58 | -10.95 |
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Drawdowns
DWMF vs. DHS - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.72%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for DWMF and DHS.
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Drawdown Indicators
| DWMF | DHS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.72% | -67.25% | +37.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -6.30% | -2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -8.74% | -11.87% | +3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -17.00% | -15.28% | -1.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.35% | — |
Current DrawdownCurrent decline from peak | -3.52% | -2.23% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -9.48% | +5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 1.71% | +1.69% |
Volatility
DWMF vs. DHS - Volatility Comparison
WisdomTree International Multifactor Fund (DWMF) has a higher volatility of 4.90% compared to WisdomTree US High Dividend Fund (DHS) at 3.88%. This indicates that DWMF's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWMF | DHS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 3.88% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 7.92% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 10.43% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.51% | 13.91% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 16.09% | -1.93% |
DWMF vs. DHS - Expense Ratio Comparison
Both DWMF and DHS have an expense ratio of 0.38%.
Dividends
DWMF vs. DHS - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 3.10%, less than DHS's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.19% | 3.32% | 3.66% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% |
DWMF WisdomTree International Multifactor Fund | 3.10% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DWMF and DHS have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DWMF has higher volatility (4.90%) compared to DHS (3.88%). In terms of maximum drawdown, DWMF dropped -29.72% vs DHS's -67.25%.
On 5-year performance, DHS leads with 12.26% vs 8.75% for DWMF. Both ETFs have the same 0.38% expense ratio. On volatility, DHS has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DHS has performed better with a 12.26% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DWMF and DHS have the same expense ratio: 0.38% per year.
DHS has the higher dividend yield at 3.19%, compared with 3.10% for DWMF.
DWMF is categorized as Foreign Large Cap Equities, while DHS is Large Cap Value Equities.
DHS currently has the higher Sharpe Ratio (2.41 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.
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