Correlation
The correlation between DWMF and VEA is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
DWMF vs. VEA
Compare and contrast key facts about WisdomTree International Multifactor Fund (DWMF) and Vanguard FTSE Developed Markets ETF (VEA).
DWMF and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWMF or VEA.
Performance
DWMF vs. VEA - Performance Comparison
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Key characteristics
DWMF:
1.68
VEA:
0.76
DWMF:
2.29
VEA:
1.04
DWMF:
1.32
VEA:
1.14
DWMF:
2.62
VEA:
0.84
DWMF:
8.49
VEA:
2.54
DWMF:
2.39%
VEA:
4.44%
DWMF:
12.96%
VEA:
17.23%
DWMF:
-29.70%
VEA:
-60.69%
DWMF:
-0.10%
VEA:
-0.31%
Returns By Period
In the year-to-date period, DWMF achieves a 17.14% return, which is significantly higher than VEA's 15.61% return.
DWMF
17.14%
4.46%
16.93%
20.96%
11.74%
10.66%
N/A
VEA
15.61%
5.20%
13.36%
12.04%
10.74%
12.19%
6.01%
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DWMF vs. VEA - Expense Ratio Comparison
DWMF has a 0.38% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
DWMF vs. VEA — Risk-Adjusted Performance Rank
DWMF
VEA
DWMF vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and Vanguard FTSE Developed Markets ETF (VEA). 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.
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Dividends
DWMF vs. VEA - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 2.82%, which matches VEA's 2.83% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 2.82% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.83% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
Drawdowns
DWMF vs. VEA - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.70%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for DWMF and VEA.
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Volatility
DWMF vs. VEA - Volatility Comparison
WisdomTree International Multifactor Fund (DWMF) has a higher volatility of 2.73% compared to Vanguard FTSE Developed Markets ETF (VEA) at 2.60%. This indicates that DWMF's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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