GMOI vs. DWMF

Last updated Apr 3, 2026

Compare and contrast key facts about GMO International Value ETF (GMOI) and WisdomTree International Multifactor Fund (DWMF).

GMOI and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GMOI is a passively managed fund by GMO that tracks the performance of the MSCI World ex USA Value. It was launched on Oct 28, 2024. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.

Performance

GMOI vs. DWMF - Performance Comparison

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

GMOI vs. DWMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GMOI GMO International Value ETF	8.93%	45.64%	-4.57%
DWMF WisdomTree International Multifactor Fund	4.92%	24.42%	-1.08%

Returns By Period

In the year-to-date period, GMOI achieves a 8.93% return, which is significantly higher than DWMF's 4.92% return.

GMOI

• 1D: -0.11%
• 1M: -0.14%
• YTD: 8.93%
• 6M: 18.31%
• 1Y: 41.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DWMF

• 1D: 0.13%
• 1M: -0.82%
• YTD: 4.92%
• 6M: 8.04%
• 1Y: 19.90%
• 3Y*: 14.24%
• 5Y*: 9.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GMOI vs. DWMF - Expense Ratio Comparison

GMOI has a 0.60% expense ratio, which is higher than DWMF's 0.38% expense ratio.

GMOI

GMO International Value ETF

DWMF

WisdomTree International Multifactor Fund

Return for Risk

GMOI vs. DWMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GMOI

GMOI Risk / Return Rank: 94
GMOI Sharpe Ratio Rank: 95
GMOI Sortino Ratio Rank: 95
GMOI Omega Ratio Rank: 95
GMOI Calmar Ratio Rank: 90
GMOI Martin Ratio Rank: 94

DWMF

DWMF Risk / Return Rank: 75
DWMF Sharpe Ratio Rank: 76
DWMF Sortino Ratio Rank: 78
DWMF Omega Ratio Rank: 76
DWMF Calmar Ratio Rank: 73
DWMF Martin Ratio Rank: 71

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.

GMOI vs. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO International Value ETF (GMOI) 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.

	GMOI	DWMF	Difference
Sharpe ratio Return per unit of total volatility	2.49	1.46	+1.04
Sortino ratio Return per unit of downside risk	3.29	2.12	+1.17
Omega ratio Gain probability vs. loss probability	1.50	1.30	+0.19
Calmar ratio Return relative to maximum drawdown	3.57	2.28	+1.29
Martin ratio Return relative to average drawdown	16.87	8.57	+8.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GMOI vs. DWMF - Sharpe Ratio Comparison

The current GMOI Sharpe Ratio is 2.49, which is higher than the DWMF Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of GMOI and DWMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GMOI	DWMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	1.46	+1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.17	0.54	+1.63

Correlation

The correlation between GMOI and DWMF is 0.81, 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

GMOI vs. DWMF - Dividend Comparison

GMOI's dividend yield for the trailing twelve months is around 2.51%, less than DWMF's 2.84% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GMOI GMO International Value ETF	2.51%	2.74%	0.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DWMF WisdomTree International Multifactor Fund	2.84%	2.80%	3.50%	4.01%	3.41%	3.54%	2.06%	2.77%	1.15%

Drawdowns

GMOI vs. DWMF - Drawdown Comparison

The maximum GMOI drawdown since its inception was -14.67%, smaller than the maximum DWMF drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for GMOI and DWMF.

Drawdown Indicators

	GMOI	DWMF	Difference
Max Drawdown Largest peak-to-trough decline	-14.67%	-29.72%	+15.05%
Max Drawdown (1Y) Largest decline over 1 year	-9.37%	-8.74%	-0.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.00%	—
Current Drawdown Current decline from peak	-3.79%	-4.35%	+0.56%
Average Drawdown Average peak-to-trough decline	-1.76%	-3.88%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	2.33%	+0.10%

Volatility

GMOI vs. DWMF - Volatility Comparison

GMO International Value ETF (GMOI) and WisdomTree International Multifactor Fund (DWMF) have volatilities of 5.75% and 5.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GMOI	DWMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.75%	5.50%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	9.76%	8.43%	+1.33%
Volatility (1Y) Calculated over the trailing 1-year period	16.55%	13.73%	+2.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.75%	11.19%	+4.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.75%	14.16%	+1.59%