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HEFA vs. DWMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEFA vs. DWMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI EAFE ETF (HEFA) and WisdomTree International Multifactor Fund (DWMF). The values are adjusted to include any dividend payments, if applicable.

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HEFA vs. DWMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HEFA
iShares Currency Hedged MSCI EAFE ETF
2.74%24.58%13.71%20.33%-4.86%19.59%2.09%27.63%-10.48%
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, HEFA achieves a 2.74% return, which is significantly lower than DWMF's 3.84% return.


HEFA

1D
2.37%
1M
-5.63%
YTD
2.74%
6M
10.39%
1Y
22.56%
3Y*
17.07%
5Y*
12.76%
10Y*
12.14%

DWMF

1D
2.44%
1M
-5.33%
YTD
3.84%
6M
6.56%
1Y
18.87%
3Y*
14.10%
5Y*
9.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEFA vs. DWMF - Expense Ratio Comparison

HEFA has a 0.35% expense ratio, which is lower than DWMF's 0.38% expense ratio.


Return for Risk

HEFA vs. DWMF — Risk / Return Rank

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

HEFA
HEFA Risk / Return Rank: 7777
Overall Rank
HEFA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HEFA Sortino Ratio Rank: 7878
Sortino Ratio Rank
HEFA Omega Ratio Rank: 8080
Omega Ratio Rank
HEFA Calmar Ratio Rank: 7474
Calmar Ratio Rank
HEFA Martin Ratio Rank: 7878
Martin Ratio Rank

DWMF
DWMF Risk / Return Rank: 7878
Overall Rank
DWMF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DWMF Sortino Ratio Rank: 7979
Sortino Ratio Rank
DWMF Omega Ratio Rank: 7777
Omega Ratio Rank
DWMF Calmar Ratio Rank: 7979
Calmar Ratio Rank
DWMF Martin Ratio Rank: 7777
Martin Ratio Rank
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.

HEFA vs. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI EAFE ETF (HEFA) 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.


HEFADWMFDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.38

-0.02

Sortino ratio

Return per unit of downside risk

1.92

2.02

-0.10

Omega ratio

Gain probability vs. loss probability

1.29

1.29

0.00

Calmar ratio

Return relative to maximum drawdown

1.85

2.13

-0.28

Martin ratio

Return relative to average drawdown

7.97

8.12

-0.15

HEFA vs. DWMF - Sharpe Ratio Comparison

The current HEFA Sharpe Ratio is 1.36, which is comparable to the DWMF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of HEFA 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.


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Sharpe Ratios by Period


HEFADWMFDifference

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

0.94

0.84

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.53

+0.11

Correlation

The correlation between HEFA and DWMF is 0.85, 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

HEFA vs. DWMF - Dividend Comparison

HEFA's dividend yield for the trailing twelve months is around 4.28%, more than DWMF's 2.87% yield.


TTM20252024202320222021202020192018201720162015
HEFA
iShares Currency Hedged MSCI EAFE ETF
4.28%4.40%3.09%3.02%25.14%3.06%2.10%7.56%4.58%2.55%3.17%3.54%
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

HEFA vs. DWMF - Drawdown Comparison

The maximum HEFA drawdown since its inception was -32.39%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for HEFA and DWMF.


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Drawdown Indicators


HEFADWMFDifference

Max Drawdown

Largest peak-to-trough decline

-32.39%

-29.72%

-2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-8.74%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-17.00%

+2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.39%

Current Drawdown

Current decline from peak

-5.94%

-5.33%

-0.61%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.88%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.29%

+0.42%

Volatility

HEFA vs. DWMF - Volatility Comparison

iShares Currency Hedged MSCI EAFE ETF (HEFA) has a higher volatility of 6.21% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that HEFA'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


HEFADWMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

5.84%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

8.39%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

13.70%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

11.20%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

14.16%

+1.74%