DWMF vs. EFAS
Compare and contrast key facts about WisdomTree International Multifactor Fund (DWMF) and Global X MSCI SuperDividend® EAFE ETF (EFAS).
DWMF and EFAS 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. EFAS is a passively managed fund by Global X that tracks the performance of the MSCI EAFE Top 50 Dividend Index. It was launched on Nov 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWMF or EFAS.
Correlation
The correlation between DWMF and EFAS 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.
Performance
DWMF vs. EFAS - Performance Comparison
Key characteristics
DWMF:
1.49
EFAS:
1.30
DWMF:
2.17
EFAS:
1.76
DWMF:
1.31
EFAS:
1.24
DWMF:
2.45
EFAS:
1.79
DWMF:
7.92
EFAS:
4.83
DWMF:
2.39%
EFAS:
4.39%
DWMF:
12.72%
EFAS:
16.32%
DWMF:
-29.70%
EFAS:
-44.38%
DWMF:
0.00%
EFAS:
-0.99%
Returns By Period
In the year-to-date period, DWMF achieves a 10.33% return, which is significantly lower than EFAS's 16.46% return.
DWMF
10.33%
1.48%
6.63%
19.18%
9.99%
N/A
EFAS
16.46%
-0.99%
8.24%
20.69%
14.42%
N/A
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DWMF vs. EFAS - Expense Ratio Comparison
DWMF has a 0.38% expense ratio, which is lower than EFAS's 0.56% expense ratio.
Risk-Adjusted Performance
DWMF vs. EFAS — Risk-Adjusted Performance Rank
DWMF
EFAS
DWMF vs. EFAS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.
Dividends
DWMF vs. EFAS - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 3.00%, less than EFAS's 5.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 3.00% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 5.94% | 6.76% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 0.21% |
Drawdowns
DWMF vs. EFAS - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.70%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for DWMF and EFAS. For additional features, visit the drawdowns tool.
Volatility
DWMF vs. EFAS - Volatility Comparison
The current volatility for WisdomTree International Multifactor Fund (DWMF) is 8.92%, while Global X MSCI SuperDividend® EAFE ETF (EFAS) has a volatility of 9.84%. This indicates that DWMF experiences smaller price fluctuations and is considered to be less risky than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.