DWMF vs. IDEQ
DWMF (WisdomTree International Multifactor Fund) and IDEQ (Lazard International Dynamic Equity ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. DWMF charges 0.38%/yr vs 0.40%/yr for IDEQ.
Performance
DWMF vs. IDEQ - Performance Comparison
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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*
- —
Liquidity Comparison
| Position | Avg. 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
| 2026 (YTD) | 2025 | |
|---|---|---|
DWMF WisdomTree International Multifactor Fund | 5.83% | 2.94% |
IDEQ Lazard International Dynamic Equity ETF | 14.92% | 12.10% |
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
DWMF
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| DWMF | IDEQ | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| DWMF | IDEQ | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.52% | -3.65% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -2.28% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | — | — |
Volatility
DWMF vs. IDEQ - Volatility Comparison
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Volatility by Period
| DWMF | IDEQ | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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.
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