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DWMF vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWMF vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Multifactor Fund (DWMF) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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DWMF vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DWMF
WisdomTree International Multifactor Fund
3.84%24.42%10.22%10.78%-7.31%1.13%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
8.77%237.09%28.23%12.97%-14.62%5.11%

Returns By Period

In the year-to-date period, DWMF achieves a 3.84% return, which is significantly lower than GDMN's 8.77% return.


DWMF

1D
2.44%
1M
-5.33%
YTD
3.84%
6M
6.56%
1Y
18.87%
3Y*
14.10%
5Y*
9.33%
10Y*

GDMN

1D
9.38%
1M
-27.72%
YTD
8.77%
6M
31.63%
1Y
140.14%
3Y*
65.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWMF vs. GDMN - Expense Ratio Comparison

DWMF has a 0.38% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Return for Risk

DWMF vs. GDMN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DWMF
DWMF Risk / Return Rank: 7878
Overall Rank
DWMF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DWMF Sortino Ratio Rank: 7979
Sortino Ratio Rank
DWMF Omega Ratio Rank: 7777
Omega Ratio Rank
DWMF Calmar Ratio Rank: 7979
Calmar Ratio Rank
DWMF Martin Ratio Rank: 7777
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DWMF vs. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


DWMFGDMNDifference

Sharpe ratio

Return per unit of total volatility

1.38

2.20

-0.82

Sortino ratio

Return per unit of downside risk

2.02

2.34

-0.32

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

2.13

3.69

-1.56

Martin ratio

Return relative to average drawdown

8.12

12.63

-4.51

DWMF vs. GDMN - Sharpe Ratio Comparison

The current DWMF Sharpe Ratio is 1.38, which is lower than the GDMN Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DWMF and GDMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DWMFGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.20

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.94

-0.41

Correlation

The correlation between DWMF and GDMN is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DWMF vs. GDMN - Dividend Comparison

DWMF's dividend yield for the trailing twelve months is around 2.87%, more than GDMN's 2.48% yield.


TTM20252024202320222021202020192018
DWMF
WisdomTree International Multifactor Fund
2.87%2.80%3.50%4.01%3.41%3.54%2.06%2.77%1.15%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.48%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%

Drawdowns

DWMF vs. GDMN - Drawdown Comparison

The maximum DWMF drawdown since its inception was -29.72%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DWMF and GDMN.


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Drawdown Indicators


DWMFGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-29.72%

-52.82%

+23.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-39.03%

+30.29%

Max Drawdown (5Y)

Largest decline over 5 years

-17.00%

Current Drawdown

Current decline from peak

-5.33%

-28.60%

+23.27%

Average Drawdown

Average peak-to-trough decline

-3.88%

-18.45%

+14.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

11.39%

-9.10%

Volatility

DWMF vs. GDMN - Volatility Comparison

The current volatility for WisdomTree International Multifactor Fund (DWMF) is 5.84%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.97%. This indicates that DWMF experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWMFGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

24.97%

-19.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

53.89%

-45.50%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

63.99%

-50.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.20%

47.19%

-35.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

47.19%

-33.03%