EFAD vs. DWMF
Compare and contrast key facts about ProShares MSCI EAFE Dividend Growers ETF (EFAD) and WisdomTree International Multifactor Fund (DWMF).
EFAD and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAD is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Dividend Masters Index. It was launched on Aug 19, 2014. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
EFAD vs. DWMF - Performance Comparison
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EFAD vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFAD ProShares MSCI EAFE Dividend Growers ETF | -0.30% | 15.87% | -1.88% | 11.91% | -21.34% | 8.41% | 8.75% | 24.66% | -11.06% |
DWMF WisdomTree International Multifactor Fund | 4.78% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | -1.18% | 16.10% | -7.30% |
Returns By Period
In the year-to-date period, EFAD achieves a -0.30% return, which is significantly lower than DWMF's 4.78% return.
EFAD
- 1D
- 1.40%
- 1M
- -3.80%
- YTD
- -0.30%
- 6M
- -0.83%
- 1Y
- 9.85%
- 3Y*
- 6.18%
- 5Y*
- 1.31%
- 10Y*
- 4.14%
DWMF
- 1D
- 0.91%
- 1M
- -3.04%
- YTD
- 4.78%
- 6M
- 7.26%
- 1Y
- 19.77%
- 3Y*
- 14.45%
- 5Y*
- 9.53%
- 10Y*
- —
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EFAD vs. DWMF - Expense Ratio Comparison
EFAD has a 0.50% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
EFAD vs. DWMF — Risk / Return Rank
EFAD
DWMF
EFAD vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) 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.
| EFAD | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.45 | -0.76 |
Sortino ratioReturn per unit of downside risk | 1.03 | 2.11 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.30 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.28 | -1.29 |
Martin ratioReturn relative to average drawdown | 3.58 | 8.63 | -5.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFAD | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.45 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.86 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.54 | -0.37 |
Correlation
The correlation between EFAD and DWMF is 0.84, 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.
Dividends
EFAD vs. DWMF - Dividend Comparison
EFAD's dividend yield for the trailing twelve months is around 2.89%, more than DWMF's 2.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.89% | 2.83% | 2.64% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.94% |
DWMF WisdomTree International Multifactor Fund | 2.84% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFAD vs. DWMF - Drawdown Comparison
The maximum EFAD drawdown since its inception was -35.74%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for EFAD and DWMF.
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Drawdown Indicators
| EFAD | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.74% | -29.72% | -6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -8.74% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -35.74% | -17.00% | -18.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.74% | — | — |
Current DrawdownCurrent decline from peak | -5.85% | -4.47% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -3.88% | -6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.31% | +0.52% |
Volatility
EFAD vs. DWMF - Volatility Comparison
ProShares MSCI EAFE Dividend Growers ETF (EFAD) has a higher volatility of 6.47% compared to WisdomTree International Multifactor Fund (DWMF) at 5.56%. This indicates that EFAD'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
| EFAD | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 5.56% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 8.43% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 13.73% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 11.20% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 14.16% | +1.46% |