IVAL vs. DWMF
Compare and contrast key facts about Alpha Architect International Quantitative Value ETF (IVAL) and WisdomTree International Multifactor Fund (DWMF).
IVAL and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVAL is an actively managed fund by Alpha Architect. It was launched on Dec 16, 2014. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
IVAL vs. DWMF - Performance Comparison
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IVAL vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 8.42% | 34.92% | -0.71% | 20.61% | -10.06% | -0.22% | -4.94% | 21.26% | -16.87% |
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, IVAL achieves a 8.42% return, which is significantly higher than DWMF's 3.84% return.
IVAL
- 1D
- 2.88%
- 1M
- -7.11%
- YTD
- 8.42%
- 6M
- 14.13%
- 1Y
- 37.22%
- 3Y*
- 17.52%
- 5Y*
- 8.19%
- 10Y*
- 7.75%
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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IVAL vs. DWMF - Expense Ratio Comparison
IVAL has a 0.39% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
IVAL vs. DWMF — Risk / Return Rank
IVAL
DWMF
IVAL vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) 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.
| IVAL | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.38 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.85 | 2.02 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.29 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.13 | +1.11 |
Martin ratioReturn relative to average drawdown | 12.61 | 8.12 | +4.49 |
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
| IVAL | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.38 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.84 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.53 | -0.20 |
Correlation
The correlation between IVAL and DWMF is 0.77, 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
IVAL vs. DWMF - Dividend Comparison
IVAL's dividend yield for the trailing twelve months is around 2.77%, less than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 2.77% | 2.75% | 3.60% | 5.15% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% |
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
IVAL vs. DWMF - Drawdown Comparison
The maximum IVAL drawdown since its inception was -46.09%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for IVAL and DWMF.
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Drawdown Indicators
| IVAL | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -29.72% | -16.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -8.74% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -31.01% | -17.00% | -14.01% |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | — | — |
Current DrawdownCurrent decline from peak | -7.11% | -5.33% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -3.88% | -8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.29% | +0.60% |
Volatility
IVAL vs. DWMF - Volatility Comparison
Alpha Architect International Quantitative Value ETF (IVAL) has a higher volatility of 7.41% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that IVAL'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
| IVAL | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 5.84% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 8.39% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 13.70% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 11.20% | +6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 14.16% | +4.75% |