EFAV vs. DWMF
Compare and contrast key facts about iShares Edge MSCI Min Vol EAFE ETF (EFAV) and WisdomTree International Multifactor Fund (DWMF).
EFAV and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
EFAV vs. DWMF - Performance Comparison
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EFAV vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 5.94% | 26.00% | 5.30% | 12.52% | -15.11% | 7.20% | -0.06% | 16.67% | -5.43% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 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, EFAV achieves a 5.94% return, which is significantly higher than DWMF's 3.84% return.
EFAV
- 1D
- 1.98%
- 1M
- -3.69%
- YTD
- 5.94%
- 6M
- 9.18%
- 1Y
- 21.13%
- 3Y*
- 14.12%
- 5Y*
- 7.53%
- 10Y*
- 6.46%
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
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EFAV vs. DWMF - Expense Ratio Comparison
EFAV has a 0.20% expense ratio, which is lower than DWMF's 0.38% expense ratio.
Return for Risk
EFAV vs. DWMF — Risk / Return Rank
EFAV
DWMF
EFAV vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) 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.
| EFAV | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.38 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.02 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.29 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.13 | +0.75 |
Martin ratioReturn relative to average drawdown | 10.58 | 8.12 | +2.46 |
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
| EFAV | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.38 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.84 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.53 | +0.02 |
Correlation
The correlation between EFAV and DWMF is 0.86, 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
EFAV vs. DWMF - Dividend Comparison
EFAV's dividend yield for the trailing twelve months is around 3.02%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.02% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFAV vs. DWMF - Drawdown Comparison
The maximum EFAV drawdown since its inception was -27.56%, smaller than the maximum DWMF drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for EFAV and DWMF.
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Drawdown Indicators
| EFAV | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.56% | -29.72% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -8.74% | +1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -27.46% | -17.00% | -10.46% |
Max Drawdown (10Y)Largest decline over 10 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -3.69% | -5.33% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -3.88% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.29% | -0.35% |
Volatility
EFAV vs. DWMF - Volatility Comparison
The current volatility for iShares Edge MSCI Min Vol EAFE ETF (EFAV) is 5.19%, while WisdomTree International Multifactor Fund (DWMF) has a volatility of 5.84%. This indicates that EFAV experiences smaller price fluctuations and is considered to be less risky 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
| EFAV | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.84% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 8.39% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 13.70% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.74% | 11.20% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 14.16% | -0.95% |