DWMF vs. FEP
Compare and contrast key facts about WisdomTree International Multifactor Fund (DWMF) and First Trust Europe AlphaDEX Fund (FEP).
DWMF and FEP 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. FEP is a passively managed fund by First Trust that tracks the performance of the Defined Europe Index. It was launched on Apr 26, 2011.
Performance
DWMF vs. FEP - Performance Comparison
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DWMF vs. FEP - 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% |
FEP First Trust Europe AlphaDEX Fund | 1.73% | 55.72% | 3.38% | 16.85% | -22.97% | 17.03% | 4.12% | 24.83% | -18.44% |
Returns By Period
In the year-to-date period, DWMF achieves a 3.84% return, which is significantly higher than FEP's 1.73% return.
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
FEP
- 1D
- 4.18%
- 1M
- -7.37%
- YTD
- 1.73%
- 6M
- 7.95%
- 1Y
- 38.59%
- 3Y*
- 20.97%
- 5Y*
- 9.58%
- 10Y*
- 9.77%
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DWMF vs. FEP - Expense Ratio Comparison
DWMF has a 0.38% expense ratio, which is lower than FEP's 0.80% expense ratio.
Return for Risk
DWMF vs. FEP — Risk / Return Rank
DWMF
FEP
DWMF vs. FEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and First Trust Europe AlphaDEX Fund (FEP). 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 | FEP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 2.00 | -0.61 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.57 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.98 | -0.85 |
Martin ratioReturn relative to average drawdown | 8.12 | 11.45 | -3.33 |
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 | FEP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.00 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.49 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.31 | +0.21 |
Correlation
The correlation between DWMF and FEP is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DWMF vs. FEP - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 2.87%, less than FEP's 3.21% 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% |
FEP First Trust Europe AlphaDEX Fund | 3.21% | 3.33% | 4.94% | 3.27% | 3.00% | 3.49% | 2.32% | 2.63% | 2.62% | 1.65% | 2.14% | 2.20% |
Drawdowns
DWMF vs. FEP - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.72%, smaller than the maximum FEP drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for DWMF and FEP.
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Drawdown Indicators
| DWMF | FEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.72% | -46.05% | +16.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -12.31% | +3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -17.00% | -38.99% | +21.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.05% | — |
Current DrawdownCurrent decline from peak | -5.33% | -7.79% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -12.14% | +8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 3.21% | -0.92% |
Volatility
DWMF vs. FEP - Volatility Comparison
The current volatility for WisdomTree International Multifactor Fund (DWMF) is 5.84%, while First Trust Europe AlphaDEX Fund (FEP) has a volatility of 9.11%. This indicates that DWMF experiences smaller price fluctuations and is considered to be less risky than FEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWMF | FEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 9.11% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 12.56% | -4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 19.48% | -5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.20% | 19.58% | -8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 20.65% | -6.49% |