IQDG vs. DWMF
Compare and contrast key facts about WisdomTree International Quality Dividend Growth Fund (IQDG) and WisdomTree International Multifactor Fund (DWMF).
IQDG and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Quality Dividend Growth Index. It was launched on Apr 7, 2016. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
IQDG vs. DWMF - Performance Comparison
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IQDG vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | -3.13% | 24.19% | -3.38% | 20.76% | -19.97% | 12.28% | 16.58% | 30.03% | -14.90% |
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, IQDG achieves a -3.13% return, which is significantly lower than DWMF's 3.84% return.
IQDG
- 1D
- 3.08%
- 1M
- -9.12%
- YTD
- -3.13%
- 6M
- 1.34%
- 1Y
- 15.12%
- 3Y*
- 8.05%
- 5Y*
- 4.03%
- 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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IQDG vs. DWMF - Expense Ratio Comparison
IQDG has a 0.42% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
IQDG vs. DWMF — Risk / Return Rank
IQDG
DWMF
IQDG vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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.
| IQDG | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.38 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.02 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.13 | -1.00 |
Martin ratioReturn relative to average drawdown | 4.10 | 8.12 | -4.02 |
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
| IQDG | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.38 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.84 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.53 | -0.10 |
Correlation
The correlation between IQDG and DWMF is 0.83, 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
IQDG vs. DWMF - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 2.28%, less than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | 2.28% | 2.28% | 2.60% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% |
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% |
Drawdowns
IQDG vs. DWMF - Drawdown Comparison
The maximum IQDG drawdown since its inception was -34.97%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for IQDG and DWMF.
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Drawdown Indicators
| IQDG | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -29.72% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -8.74% | -3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | -17.00% | -17.97% |
Current DrawdownCurrent decline from peak | -9.59% | -5.33% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -3.88% | -3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.29% | +1.11% |
Volatility
IQDG vs. DWMF - Volatility Comparison
WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 7.93% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that IQDG'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
| IQDG | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 5.84% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 8.39% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 13.70% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 11.20% | +6.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 14.16% | +3.26% |