GXUS vs. DWMF
GXUS (Goldman Sachs MarketBeta(R) Total International Equity ETF) and DWMF (WisdomTree International Multifactor Fund) are both Foreign Large Cap Equities funds. GXUS is passively managed, while DWMF is actively managed. Over the past year, GXUS returned 31.75% vs 7.73% for DWMF. A 0.75 correlation means they provide meaningful diversification when combined. GXUS charges 0.18%/yr vs 0.38%/yr for DWMF.
Performance
GXUS vs. DWMF - Performance Comparison
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Returns By Period
In the year-to-date period, GXUS achieves a 14.90% return, which is significantly higher than DWMF's 1.89% return.
GXUS
- 1D
- -0.98%
- 1M
- 5.14%
- YTD
- 14.90%
- 6M
- 17.66%
- 1Y
- 31.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DWMF
- 1D
- -0.69%
- 1M
- -0.93%
- YTD
- 1.89%
- 6M
- 3.01%
- 1Y
- 7.73%
- 3Y*
- 13.07%
- 5Y*
- 8.14%
- 10Y*
- —
GXUS vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 14.90% | 31.47% | 4.61% | 6.23% |
DWMF WisdomTree International Multifactor Fund | 1.89% | 24.42% | 10.22% | 4.14% |
Correlation
The correlation between GXUS and DWMF is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | 0.75 |
The correlation between GXUS and DWMF has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
GXUS vs. DWMF — Risk / Return Rank
GXUS
DWMF
GXUS vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) 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.
| GXUS | DWMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.13 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 0.89 | +1.90 |
| Martin ratioReturn relative to average drawdown | 10.51 | 2.61 | +7.90 |
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
| GXUS | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.71 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.50 | +0.75 |
Drawdowns
GXUS vs. DWMF - Drawdown Comparison
The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum DWMF drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for GXUS and DWMF.
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Drawdown Indicators
| GXUS | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -29.72% | +15.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -8.74% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.00% | — |
Current DrawdownCurrent decline from peak | -0.98% | -7.11% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -3.90% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.97% | +0.06% |
Volatility
GXUS vs. DWMF - Volatility Comparison
Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a higher volatility of 5.42% compared to WisdomTree International Multifactor Fund (DWMF) at 3.36%. This indicates that GXUS'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
| GXUS | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 3.36% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.11% | 8.73% | +4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 11.02% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 11.23% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 14.11% | +1.11% |
GXUS vs. DWMF - Expense Ratio Comparison
GXUS has a 0.18% expense ratio, which is lower than DWMF's 0.38% expense ratio.
Dividends
GXUS vs. DWMF - Dividend Comparison
GXUS's dividend yield for the trailing twelve months is around 2.19%, less than DWMF's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 2.92% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% |
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.19% | 2.66% | 2.87% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GXUS and DWMF have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXUS has higher volatility (5.42%) compared to DWMF (3.36%). In terms of maximum drawdown, GXUS dropped -13.90% vs DWMF's -29.72%.
On 1-year performance, GXUS leads with 31.75% vs 7.73% for DWMF. On fees, GXUS is cheaper at 0.18% per year. On volatility, DWMF has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GXUS has performed better with a 31.75% return vs 7.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GXUS is cheaper with a 0.18% expense ratio, compared with 0.38% for DWMF.
DWMF has the higher dividend yield at 2.92%, compared with 2.19% for GXUS.
They also come from different issuers: Goldman Sachs and WisdomTree. Their fees differ too: 0.18% for GXUS and 0.38% for DWMF.
GXUS currently has the higher Sharpe Ratio (1.95 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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