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DWMF vs. IDEQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DWMF vs. IDEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Multifactor Fund (DWMF) and Lazard International Dynamic Equity ETF (IDEQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DWMF achieves a 5.83% return, which is significantly lower than IDEQ's 14.92% 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%

IDEQ

1D
-0.43%
1M
-0.46%
6M
6.56%
YTD
14.92%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$46.55K$45.08K$66.89K
$8.07M$9.61M$11.09M

DWMF vs. IDEQ - Yearly Performance Comparison


Correlation

The correlation between DWMF and IDEQ is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 29, 2025

0.78

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Return for Risk

DWMF vs. IDEQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DWMF
DWMF Risk / Return Rank: 3939
Overall Rank
DWMF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DWMF Sortino Ratio Rank: 4141
Sortino Ratio Rank
DWMF Omega Ratio Rank: 3939
Omega Ratio Rank
DWMF Calmar Ratio Rank: 4040
Calmar Ratio Rank
DWMF Martin Ratio Rank: 3636
Martin Ratio Rank

IDEQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DWMF vs. IDEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and Lazard International Dynamic Equity ETF (IDEQ). 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.


DWMFIDEQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.42

Martin ratioReturn relative to average drawdown

3.64

DWMF vs. IDEQ - Sharpe Ratio Comparison


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Drawdowns

DWMF vs. IDEQ - Drawdown Comparison

The maximum DWMF drawdown since its inception was -29.72%, which is greater than IDEQ's maximum drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for DWMF and IDEQ.


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Drawdown Indicators


DWMFIDEQDifference

Max Drawdown

Largest peak-to-trough decline

-29.72%

-12.95%

-16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

Max Drawdown (3Y)

Largest decline over 3 years

-8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.00%

Current Drawdown

Current decline from peak

-3.52%

-3.65%

+0.13%

Average Drawdown

Average peak-to-trough decline

-3.90%

-2.28%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

Volatility

DWMF vs. IDEQ - Volatility Comparison


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Volatility by Period


DWMFIDEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

19.58%

-7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

19.58%

-8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

19.58%

-5.42%

DWMF vs. IDEQ - Expense Ratio Comparison

DWMF has a 0.38% expense ratio, which is lower than IDEQ's 0.40% expense ratio.


Dividends

DWMF vs. IDEQ - Dividend Comparison

DWMF's dividend yield for the trailing twelve months is around 3.10%, more than IDEQ's 1.35% yield.


PositionTTM20252024202320222021202020192018
DWMF
WisdomTree International Multifactor Fund
3.10%2.80%3.50%4.01%3.41%3.54%2.06%2.77%1.15%
IDEQ
Lazard International Dynamic Equity ETF
1.35%0.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DWMF and IDEQ have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DWMF is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DWMF is cheaper with a 0.38% expense ratio, compared with 0.40% for IDEQ.

DWMF has the higher dividend yield at 3.10%, compared with 1.35% for IDEQ.

They also come from different issuers: WisdomTree and Lazard. Their fees differ too: 0.38% for DWMF and 0.40% for IDEQ.

Portfolio Optimizer

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