DWMF vs. VOO
Compare and contrast key facts about WisdomTree International Multifactor Fund (DWMF) and Vanguard S&P 500 ETF (VOO).
DWMF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWMF or VOO.
Correlation
The correlation between DWMF and VOO is 0.74, 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.
Performance
DWMF vs. VOO - Performance Comparison
Key characteristics
DWMF:
1.21
VOO:
2.21
DWMF:
1.74
VOO:
2.93
DWMF:
1.21
VOO:
1.41
DWMF:
2.17
VOO:
3.25
DWMF:
5.65
VOO:
14.47
DWMF:
1.99%
VOO:
1.90%
DWMF:
9.27%
VOO:
12.43%
DWMF:
-29.70%
VOO:
-33.99%
DWMF:
-5.12%
VOO:
-2.87%
Returns By Period
In the year-to-date period, DWMF achieves a 9.47% return, which is significantly lower than VOO's 25.49% return.
DWMF
9.47%
-0.22%
3.88%
10.18%
4.22%
N/A
VOO
25.49%
0.01%
8.65%
27.45%
14.70%
13.04%
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DWMF vs. VOO - Expense Ratio Comparison
DWMF has a 0.38% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
DWMF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
DWMF vs. VOO - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 3.55%, more than VOO's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 3.55% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DWMF vs. VOO - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.70%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DWMF and VOO. For additional features, visit the drawdowns tool.
Volatility
DWMF vs. VOO - Volatility Comparison
The current volatility for WisdomTree International Multifactor Fund (DWMF) is 2.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.64%. This indicates that DWMF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.