GSID vs. DWMF
Compare and contrast key facts about Goldman Sachs MarketBeta International Equity ETF (GSID) and WisdomTree International Multifactor Fund (DWMF).
GSID and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSID is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Developed Markets ex North America Large & Mid Cap Index. It was launched on May 12, 2020. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
GSID vs. DWMF - Performance Comparison
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GSID vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSID Goldman Sachs MarketBeta International Equity ETF | 1.17% | 31.77% | 3.60% | 17.63% | -14.77% | 10.67% | 35.83% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | 15.78% |
Returns By Period
In the year-to-date period, GSID achieves a 1.17% return, which is significantly lower than DWMF's 3.84% return.
GSID
- 1D
- 2.89%
- 1M
- -7.99%
- YTD
- 1.17%
- 6M
- 5.89%
- 1Y
- 23.53%
- 3Y*
- 14.40%
- 5Y*
- 7.88%
- 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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GSID vs. DWMF - Expense Ratio Comparison
GSID has a 0.20% expense ratio, which is lower than DWMF's 0.38% expense ratio.
Return for Risk
GSID vs. DWMF — Risk / Return Rank
GSID
DWMF
GSID vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta International Equity ETF (GSID) 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.
| GSID | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.38 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.94 | 2.02 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.13 | -0.15 |
Martin ratioReturn relative to average drawdown | 7.58 | 8.12 | -0.54 |
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
| GSID | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.38 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.84 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.53 | +0.30 |
Correlation
The correlation between GSID and DWMF is 0.87, 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
GSID vs. DWMF - Dividend Comparison
GSID's dividend yield for the trailing twelve months is around 2.62%, less than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GSID Goldman Sachs MarketBeta International Equity ETF | 2.62% | 2.64% | 2.90% | 2.59% | 2.57% | 2.93% | 1.02% | 0.00% | 0.00% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% |
Drawdowns
GSID vs. DWMF - Drawdown Comparison
The maximum GSID drawdown since its inception was -29.89%, roughly equal to the maximum DWMF drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for GSID and DWMF.
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Drawdown Indicators
| GSID | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.89% | -29.72% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -8.74% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.89% | -17.00% | -12.89% |
Current DrawdownCurrent decline from peak | -8.27% | -5.33% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -3.88% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.29% | +0.68% |
Volatility
GSID vs. DWMF - Volatility Comparison
Goldman Sachs MarketBeta International Equity ETF (GSID) has a higher volatility of 7.74% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that GSID'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
| GSID | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 5.84% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 8.39% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 13.70% | +3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 11.20% | +4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 14.16% | +2.05% |