FIDI vs. DWMF
Compare and contrast key facts about Fidelity International High Dividend ETF (FIDI) and WisdomTree International Multifactor Fund (DWMF).
FIDI and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIDI is a passively managed fund by Fidelity that tracks the performance of the Fidelity® International High Dividend Index. It was launched on Jan 16, 2018. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
FIDI vs. DWMF - Performance Comparison
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FIDI vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 7.58% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -10.10% |
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, FIDI achieves a 7.58% return, which is significantly higher than DWMF's 3.84% return.
FIDI
- 1D
- 1.83%
- 1M
- -3.32%
- YTD
- 7.58%
- 6M
- 15.05%
- 1Y
- 34.89%
- 3Y*
- 18.95%
- 5Y*
- 11.68%
- 10Y*
- —
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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FIDI vs. DWMF - Expense Ratio Comparison
FIDI has a 0.39% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
FIDI vs. DWMF — Risk / Return Rank
FIDI
DWMF
FIDI vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FIDI) 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.
| FIDI | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.35 | 1.38 | +0.97 |
Sortino ratioReturn per unit of downside risk | 3.06 | 2.02 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.29 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.42 | 2.13 | +1.29 |
Martin ratioReturn relative to average drawdown | 15.86 | 8.12 | +7.74 |
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
| FIDI | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 1.38 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.53 | -0.22 |
Correlation
The correlation between FIDI and DWMF is 0.78, 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
FIDI vs. DWMF - Dividend Comparison
FIDI's dividend yield for the trailing twelve months is around 4.18%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.18% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% |
Drawdowns
FIDI vs. DWMF - Drawdown Comparison
The maximum FIDI drawdown since its inception was -46.34%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for FIDI and DWMF.
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Drawdown Indicators
| FIDI | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.34% | -29.72% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -8.74% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -17.00% | -9.05% |
Current DrawdownCurrent decline from peak | -3.35% | -5.33% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -9.97% | -3.88% | -6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.29% | -0.15% |
Volatility
FIDI vs. DWMF - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FIDI) is 5.52%, while WisdomTree International Multifactor Fund (DWMF) has a volatility of 5.84%. This indicates that FIDI 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
| FIDI | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.84% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.81% | 8.39% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 13.70% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 11.20% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 14.16% | +4.69% |