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IPOS vs. DWMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPOS vs. DWMF - Performance Comparison

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

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IPOS vs. DWMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IPOS
Renaissance International IPO ETF
7.91%39.93%-12.34%-16.49%-33.46%-30.62%50.71%30.93%-19.68%
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, IPOS achieves a 7.91% return, which is significantly higher than DWMF's 3.84% return.


IPOS

1D
3.24%
1M
-8.63%
YTD
7.91%
6M
4.10%
1Y
44.00%
3Y*
4.31%
5Y*
-12.01%
10Y*
0.20%

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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IPOS vs. DWMF - Expense Ratio Comparison

IPOS has a 0.80% expense ratio, which is higher than DWMF's 0.38% expense ratio.


Return for Risk

IPOS vs. DWMF — Risk / Return Rank

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

IPOS
IPOS Risk / Return Rank: 7979
Overall Rank
IPOS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IPOS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IPOS Omega Ratio Rank: 7979
Omega Ratio Rank
IPOS Calmar Ratio Rank: 8484
Calmar Ratio Rank
IPOS Martin Ratio Rank: 7474
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.

IPOS vs. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Renaissance International IPO ETF (IPOS) 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.


IPOSDWMFDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.38

+0.14

Sortino ratio

Return per unit of downside risk

1.95

2.02

-0.07

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

2.49

2.13

+0.36

Martin ratio

Return relative to average drawdown

7.61

8.12

-0.51

IPOS vs. DWMF - Sharpe Ratio Comparison

The current IPOS Sharpe Ratio is 1.52, which is comparable to the DWMF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IPOS 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


IPOSDWMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.38

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

0.84

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.53

-0.53

Correlation

The correlation between IPOS and DWMF is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IPOS vs. DWMF - Dividend Comparison

IPOS's dividend yield for the trailing twelve months is around 0.88%, less than DWMF's 2.87% yield.


TTM20252024202320222021202020192018201720162015
IPOS
Renaissance International IPO ETF
0.88%1.04%0.93%0.33%0.00%0.00%0.25%0.89%1.12%0.87%1.73%1.08%
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

IPOS vs. DWMF - Drawdown Comparison

The maximum IPOS drawdown since its inception was -73.09%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for IPOS and DWMF.


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Drawdown Indicators


IPOSDWMFDifference

Max Drawdown

Largest peak-to-trough decline

-73.09%

-29.72%

-43.37%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-8.74%

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-70.33%

-17.00%

-53.33%

Max Drawdown (10Y)

Largest decline over 10 years

-73.09%

Current Drawdown

Current decline from peak

-54.15%

-5.33%

-48.82%

Average Drawdown

Average peak-to-trough decline

-31.77%

-3.88%

-27.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

2.29%

+3.33%

Volatility

IPOS vs. DWMF - Volatility Comparison

Renaissance International IPO ETF (IPOS) has a higher volatility of 17.95% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that IPOS'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


IPOSDWMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.95%

5.84%

+12.11%

Volatility (6M)

Calculated over the trailing 6-month period

23.95%

8.39%

+15.56%

Volatility (1Y)

Calculated over the trailing 1-year period

29.09%

13.70%

+15.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.49%

11.20%

+15.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

14.16%

+9.53%