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ECH vs. DWMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ECH vs. DWMF

Last updated Jun 4, 2026

ECH (iShares MSCI Chile ETF) and DWMF (WisdomTree International Multifactor Fund) are both Foreign Large Cap Equities funds. ECH is passively managed, while DWMF is actively managed. Over the past 5 years, ECH returned 10.98%/yr vs 8.14%/yr for DWMF. At a 0.47 correlation, their price movements are largely independent. ECH charges 0.59%/yr vs 0.38%/yr for DWMF.

Performance

ECH vs. DWMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Chile ETF (ECH) and WisdomTree International Multifactor Fund (DWMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECH achieves a -1.19% return, which is significantly lower than DWMF's 1.89% return.

ECH

1D
-1.65%
1M
-0.47%
YTD
-1.19%
6M
3.73%
1Y
29.60%
3Y*
14.12%
5Y*
10.98%
10Y*
4.25%

DWMF

1D
-0.69%
1M
-0.93%
YTD
1.89%
6M
3.01%
1Y
7.73%
3Y*
13.07%
5Y*
8.14%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECH vs. DWMF - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ECH
iShares MSCI Chile ETF		-1.19%65.41%-8.67%9.01%25.12%-19.80%-7.13%-17.79%-8.23%
DWMF
WisdomTree International Multifactor Fund		1.89%24.42%10.22%10.78%-7.31%11.24%-1.18%16.10%-7.30%

Correlation

The correlation between ECH and DWMF is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2018

0.47

The correlation between ECH and DWMF has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

ECH vs. DWMF - Sectors Allocation Comparison

Sectors
ECH
DWMF

Financial Services

24.6%
20.0%

Basic Materials

21.0%
3.7%

Industrials

14.4%
18.9%

Utilities

12.3%
9.2%

Consumer Cyclical

10.7%
5.5%

Real Estate

9.2%
6.7%

Consumer Defensive

6.3%
11.5%

Communication Services

1.6%
9.5%

Energy

-

2.0%

Healthcare

-

9.0%

Technology

-

4.0%

Financial Services

ECH
24.6%
DWMF
20.0%

Basic Materials

ECH
21.0%
DWMF
3.7%

Industrials

ECH
14.4%
DWMF
18.9%

Utilities

ECH
12.3%
DWMF
9.2%

Consumer Cyclical

ECH
10.7%
DWMF
5.5%

Real Estate

ECH
9.2%
DWMF
6.7%

Consumer Defensive

ECH
6.3%
DWMF
11.5%

Communication Services

ECH
1.6%
DWMF
9.5%

Energy

ECH

-

DWMF
2.0%

Healthcare

ECH

-

DWMF
9.0%

Technology

ECH

-

DWMF
4.0%

Compare stocks, funds, or ETFs

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

iShares MSCI Chile ETF

WisdomTree International Multifactor Fund

Often compared with ECH:
ECH vs. EWZECH vs. EWWECH vs. EPUECH vs. EWZSECH vs. EPOLECH vs. EWYECH vs. SCHD
Often compared with DWMF:
DWMF vs. BROIXDWMF vs. FEPDWMF vs. FEUZDWMF vs. AIVIDWMF vs. DFIVDWMF vs. VXUSDWMF vs. VEA

Return for Risk

ECH vs. DWMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ECH
ECH Risk / Return Rank: 3030
Overall Rank
ECH Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 3131
Sortino Ratio Rank
ECH Omega Ratio Rank: 3131
Omega Ratio Rank
ECH Calmar Ratio Rank: 3131
Calmar Ratio Rank
ECH Martin Ratio Rank: 2727
Martin Ratio Rank
DWMF
DWMF Risk / Return Rank: 2020
Overall Rank
DWMF Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DWMF Sortino Ratio Rank: 2020
Sortino Ratio Rank
DWMF Omega Ratio Rank: 2020
Omega Ratio Rank
DWMF Calmar Ratio Rank: 2020
Calmar Ratio Rank
DWMF Martin Ratio Rank: 2121
Martin Ratio Rank
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.

ECH vs. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and WisdomTree International Multifactor Fund (DWMF). 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.

ECHDWMFDifference
Sharpe ratioReturn per unit of total volatility
1.20
0.71

+0.49

Sortino ratioReturn per unit of downside risk
1.70
1.06

+0.64

Omega ratioGain probability vs. loss probability

1.21

1.13

+0.08

Calmar ratioReturn relative to maximum drawdown

1.51

0.89

+0.62

Martin ratioReturn relative to average drawdown

3.82

2.61

+1.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ECH vs. DWMF - Sharpe Ratio Comparison

The current ECH Sharpe Ratio is 1.20, which is higher than the DWMF Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ECH and DWMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ECHDWMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.71

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.73

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.50

-0.45

Drawdowns

ECH vs. DWMF - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.08%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for ECH and DWMF.

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Drawdown Indicators

ECHDWMFDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-29.72%

-44.36%

Max Drawdown (1Y)

Largest decline over 1 year

-19.65%

-8.74%

-10.91%

Max Drawdown (3Y)

Largest decline over 3 years

-25.59%

-8.74%

-16.85%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-17.00%

-9.06%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

—

—

Current Drawdown

Current decline from peak

-26.58%

-7.11%

-19.47%

Average Drawdown

Average peak-to-trough decline

-37.52%

-3.90%

-33.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.76%

2.97%

+4.79%

Volatility

ECH vs. DWMF - Volatility Comparison

iShares MSCI Chile ETF (ECH) has a higher volatility of 7.72% compared to WisdomTree International Multifactor Fund (DWMF) at 3.36%. This indicates that ECH's price experiences larger fluctuations and is considered to be riskier than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ECHDWMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

3.36%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.29%

8.73%

+11.56%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

11.02%

+13.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.51%

11.23%

+16.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.21%

14.11%

+13.10%

ECH vs. DWMF - Expense Ratio Comparison

ECH has a 0.59% expense ratio, which is higher than DWMF's 0.38% expense ratio.

Dividends

ECH vs. DWMF - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 2.04%, less than DWMF's 2.92% yield.

PositionTTM20252024202320222021202020192018201720162015
DWMF
WisdomTree International Multifactor Fund		2.92%2.80%3.50%4.01%3.41%3.54%2.06%2.77%1.15%0.00%0.00%0.00%
ECH
iShares MSCI Chile ETF		2.04%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%

Frequently Asked Questions

ECH and DWMF have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECH has higher volatility (7.72%) compared to DWMF (3.36%). In terms of maximum drawdown, ECH dropped -74.08% vs DWMF's -29.72%.

On 5-year performance, ECH leads with 10.98% vs 8.14% for DWMF. On fees, DWMF is cheaper at 0.38% per year. On volatility, DWMF has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ECH has performed better with a 10.98% return vs 8.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DWMF is cheaper with a 0.38% expense ratio, compared with 0.59% for ECH.

DWMF has the higher dividend yield at 2.92%, compared with 2.04% for ECH.

They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.59% for ECH and 0.38% for DWMF.

ECH currently has the higher Sharpe Ratio (1.20 vs 0.71), 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.

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