FDT vs. DWMF
Compare and contrast key facts about First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and WisdomTree International Multifactor Fund (DWMF).
FDT and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDT is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Index. It was launched on Apr 18, 2011. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
FDT vs. DWMF - Performance Comparison
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FDT vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 9.83% | 52.21% | 6.97% | 15.03% | -19.51% | 11.43% | 4.29% | 16.82% | -15.97% |
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, FDT achieves a 9.83% return, which is significantly higher than DWMF's 3.84% return.
FDT
- 1D
- 3.59%
- 1M
- -10.30%
- YTD
- 9.83%
- 6M
- 17.39%
- 1Y
- 54.93%
- 3Y*
- 24.48%
- 5Y*
- 11.26%
- 10Y*
- 9.73%
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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FDT vs. DWMF - Expense Ratio Comparison
FDT has a 0.80% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
FDT vs. DWMF — Risk / Return Rank
FDT
DWMF
FDT vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Developed Markets ex-US AlphaDEX Fund (FDT) 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.
| FDT | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.86 | 1.38 | +1.47 |
Sortino ratioReturn per unit of downside risk | 3.48 | 2.02 | +1.46 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.29 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.13 | +1.88 |
Martin ratioReturn relative to average drawdown | 16.70 | 8.12 | +8.58 |
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
| FDT | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 1.38 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.84 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.53 | -0.18 |
Correlation
The correlation between FDT and DWMF is 0.80, 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
FDT vs. DWMF - Dividend Comparison
FDT's dividend yield for the trailing twelve months is around 3.24%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 3.24% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
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
FDT vs. DWMF - Drawdown Comparison
The maximum FDT drawdown since its inception was -46.10%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for FDT and DWMF.
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Drawdown Indicators
| FDT | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -29.72% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -8.74% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -17.00% | -16.18% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | — | — |
Current DrawdownCurrent decline from peak | -10.30% | -5.33% | -4.97% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -3.88% | -6.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.29% | +0.93% |
Volatility
FDT vs. DWMF - Volatility Comparison
First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a higher volatility of 9.73% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that FDT'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
| FDT | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.73% | 5.84% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 8.39% | +5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 13.70% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 11.20% | +6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 14.16% | +4.16% |