Correlation
The correlation between DWMF and FEP is 0.72, 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWMF or FEP.
Performance
DWMF vs. FEP - Performance Comparison
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Key characteristics
DWMF:
1.68
FEP:
1.17
DWMF:
2.29
FEP:
1.54
DWMF:
1.32
FEP:
1.21
DWMF:
2.62
FEP:
1.38
DWMF:
8.49
FEP:
4.71
DWMF:
2.39%
FEP:
4.63%
DWMF:
12.96%
FEP:
20.38%
DWMF:
-29.70%
FEP:
-46.05%
DWMF:
-0.10%
FEP:
-0.02%
Returns By Period
In the year-to-date period, DWMF achieves a 17.14% return, which is significantly lower than FEP's 29.34% return.
DWMF
17.14%
4.46%
16.93%
20.96%
11.74%
10.66%
N/A
FEP
29.34%
8.94%
28.41%
22.08%
12.75%
14.10%
6.63%
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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.
Risk-Adjusted Performance
DWMF vs. FEP — Risk-Adjusted Performance Rank
DWMF
FEP
DWMF vs. FEP - Risk-Adjusted Performance 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.
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Dividends
DWMF vs. FEP - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 2.82%, less than FEP's 3.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 2.82% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% | 0.00% |
FEP First Trust Europe AlphaDEX Fund | 3.46% | 4.94% | 3.27% | 3.00% | 3.49% | 2.32% | 2.63% | 2.62% | 1.65% | 2.14% | 2.20% | 2.47% |
Drawdowns
DWMF vs. FEP - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.70%, 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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Volatility
DWMF vs. FEP - Volatility Comparison
The current volatility for WisdomTree International Multifactor Fund (DWMF) is 2.73%, while First Trust Europe AlphaDEX Fund (FEP) has a volatility of 3.44%. 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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