PortfoliosLab logoPortfoliosLab logo
DWMF vs. IDHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DWMF vs. IDHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Multifactor Fund (DWMF) and Invesco S&P International Developed High Quality ETF (IDHQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DWMF achieves a 5.83% return, which is significantly lower than IDHQ's 26.27% 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%

IDHQ

1D
-1.04%
1M
-0.18%
6M
17.73%
YTD
26.27%
1Y
41.32%
3Y*
19.52%
5Y*
9.70%
10Y*
10.64%
ALL TIME*
5.32%
*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
$5.89M$6.19M$5.51M

DWMF vs. IDHQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DWMF
WisdomTree International Multifactor Fund
5.83%24.42%10.22%10.78%-7.31%11.24%-1.18%16.10%-7.26%
IDHQ
Invesco S&P International Developed High Quality ETF
26.27%27.46%1.33%18.80%-20.23%11.38%16.09%29.58%-11.36%

Correlation

The correlation between DWMF and IDHQ is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2018

0.79

The correlation between DWMF and IDHQ has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DWMF vs. IDHQ — 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

IDHQ
IDHQ Risk / Return Rank: 8484
Overall Rank
IDHQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 8484
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 8686
Martin Ratio Rank
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. IDHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and Invesco S&P International Developed High Quality ETF (IDHQ). 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.


DWMFIDHQDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.42

3.03

-1.61

Martin ratioReturn relative to average drawdown

3.64

12.14

-8.50

DWMF vs. IDHQ - Sharpe Ratio Comparison

The current DWMF Sharpe Ratio is 1.01, which is lower than the IDHQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of DWMF and IDHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DWMF vs. IDHQ - Drawdown Comparison

The maximum DWMF drawdown since its inception was -29.72%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for DWMF and IDHQ.


Loading charts...

Drawdown Indicators


DWMFIDHQDifference

Max Drawdown

Largest peak-to-trough decline

-29.72%

-73.84%

+44.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-13.44%

+4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-8.74%

-14.07%

+5.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.00%

-33.54%

+16.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

Current Drawdown

Current decline from peak

-3.52%

-1.04%

-2.48%

Average Drawdown

Average peak-to-trough decline

-3.90%

-21.03%

+17.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.35%

+0.05%

Volatility

DWMF vs. IDHQ - Volatility Comparison

WisdomTree International Multifactor Fund (DWMF) has a higher volatility of 4.90% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 4.17%. This indicates that DWMF's price experiences larger fluctuations and is considered to be riskier than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DWMFIDHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.17%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

18.92%

-8.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

20.74%

-8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

17.85%

-6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

17.97%

-3.81%

DWMF vs. IDHQ - Expense Ratio Comparison

DWMF has a 0.38% expense ratio, which is higher than IDHQ's 0.29% expense ratio.


Dividends

DWMF vs. IDHQ - Dividend Comparison

DWMF's dividend yield for the trailing twelve months is around 3.10%, more than IDHQ's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
DWMF
WisdomTree International Multifactor Fund
3.10%2.80%3.50%4.01%3.41%3.54%2.06%2.77%1.15%0.00%0.00%0.00%
IDHQ
Invesco S&P International Developed High Quality ETF
2.01%2.46%2.41%2.52%3.33%2.10%1.60%2.10%2.67%1.68%2.36%1.71%

Frequently Asked Questions


DWMF and IDHQ have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DWMF has higher volatility (4.90%) compared to IDHQ (4.17%). In terms of maximum drawdown, DWMF dropped -29.72% vs IDHQ's -73.84%.

On 5-year performance, IDHQ leads with 9.70% vs 8.75% for DWMF. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDHQ has performed better with a 9.70% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDHQ is cheaper with a 0.29% expense ratio, compared with 0.38% for DWMF.

DWMF has the higher dividend yield at 3.10%, compared with 2.01% for IDHQ.

DWMF is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.38% for DWMF and 0.29% for IDHQ.

IDHQ currently has the higher Sharpe Ratio (1.97 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DWMF and IDHQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer