DWMF vs. NTSX

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree International Multifactor Fund (DWMF) and WisdomTree U.S. Efficient Core Fund (NTSX).

DWMF and NTSX 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. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.

Performance

DWMF vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Multifactor Fund (DWMF) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

DWMF vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DWMF WisdomTree International Multifactor Fund	3.84%	24.42%	10.22%	10.78%	-7.31%	11.24%	-1.18%	16.10%	-7.30%
NTSX WisdomTree U.S. Efficient Core Fund	-4.59%	18.82%	20.20%	22.70%	-25.84%	22.21%	24.87%	32.03%	-9.37%

Returns By Period

In the year-to-date period, DWMF achieves a 3.84% return, which is significantly higher than NTSX's -4.59% return.

DWMF

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

NTSX

• 1D: 2.78%
• 1M: -5.47%
• YTD: -4.59%
• 6M: -2.72%
• 1Y: 16.50%
• 3Y*: 15.56%
• 5Y*: 7.99%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DWMF vs. NTSX - Expense Ratio Comparison

DWMF has a 0.38% expense ratio, which is higher than NTSX's 0.20% expense ratio.

DWMF

WisdomTree International Multifactor Fund

NTSX

WisdomTree U.S. Efficient Core Fund

Return for Risk

DWMF vs. NTSX — Risk / Return Rank

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

DWMF

DWMF Risk / Return Rank: 78
DWMF Sharpe Ratio Rank: 76
DWMF Sortino Ratio Rank: 79
DWMF Omega Ratio Rank: 77
DWMF Calmar Ratio Rank: 79
DWMF Martin Ratio Rank: 77

NTSX

NTSX Risk / Return Rank: 60
NTSX Sharpe Ratio Rank: 54
NTSX Sortino Ratio Rank: 53
NTSX Omega Ratio Rank: 59
NTSX Calmar Ratio Rank: 65
NTSX Martin Ratio Rank: 70

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. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.

	DWMF	NTSX	Difference
Sharpe ratio Return per unit of total volatility	1.38	0.90	+0.48
Sortino ratio Return per unit of downside risk	2.02	1.32	+0.70
Omega ratio Gain probability vs. loss probability	1.29	1.20	+0.08
Calmar ratio Return relative to maximum drawdown	2.13	1.54	+0.60
Martin ratio Return relative to average drawdown	8.12	6.64	+1.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DWMF vs. NTSX - Sharpe Ratio Comparison

The current DWMF Sharpe Ratio is 1.38, which is higher than the NTSX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DWMF and NTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DWMF	NTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	0.90	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.47	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.62	-0.09

Correlation

The correlation between DWMF and NTSX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DWMF vs. NTSX - Dividend Comparison

DWMF's dividend yield for the trailing twelve months is around 2.87%, more than NTSX's 1.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DWMF WisdomTree International Multifactor Fund	2.87%	2.80%	3.50%	4.01%	3.41%	3.54%	2.06%	2.77%	1.15%
NTSX WisdomTree U.S. Efficient Core Fund	1.22%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%

Drawdowns

DWMF vs. NTSX - Drawdown Comparison

The maximum DWMF drawdown since its inception was -29.72%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DWMF and NTSX.

Drawdown Indicators

	DWMF	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-29.72%	-31.34%	+1.62%
Max Drawdown (1Y) Largest decline over 1 year	-8.74%	-11.13%	+2.39%
Max Drawdown (5Y) Largest decline over 5 years	-17.00%	-31.34%	+14.34%
Current Drawdown Current decline from peak	-5.33%	-6.40%	+1.07%
Average Drawdown Average peak-to-trough decline	-3.88%	-6.92%	+3.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.57%	-0.28%

Volatility

DWMF vs. NTSX - Volatility Comparison

WisdomTree International Multifactor Fund (DWMF) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 5.84% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DWMF	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	6.11%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	8.39%	9.65%	-1.26%
Volatility (1Y) Calculated over the trailing 1-year period	13.70%	18.39%	-4.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.20%	17.04%	-5.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.16%	18.39%	-4.23%