JIRE vs. DWMF
Compare and contrast key facts about JPMorgan International Research Enhanced Equity ETF (JIRE) and WisdomTree International Multifactor Fund (DWMF).
JIRE and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIRE is an actively managed fund by JPMorgan. It was launched on Oct 28, 1992. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
JIRE vs. DWMF - Performance Comparison
Loading graphics...
JIRE vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JIRE JPMorgan International Research Enhanced Equity ETF | 1.15% | 31.83% | 3.15% | 20.00% | 5.73% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | 2.83% |
Returns By Period
In the year-to-date period, JIRE achieves a 1.15% return, which is significantly lower than DWMF's 3.84% return.
JIRE
- 1D
- 3.19%
- 1M
- -8.21%
- YTD
- 1.15%
- 6M
- 6.09%
- 1Y
- 22.44%
- 3Y*
- 14.48%
- 5Y*
- —
- 10Y*
- —
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JIRE vs. DWMF - Expense Ratio Comparison
JIRE has a 0.24% expense ratio, which is lower than DWMF's 0.38% expense ratio.
Return for Risk
JIRE vs. DWMF — Risk / Return Rank
JIRE
DWMF
JIRE vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) 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.
| JIRE | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.38 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.79 | 2.02 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.13 | -0.33 |
Martin ratioReturn relative to average drawdown | 6.92 | 8.12 | -1.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JIRE | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.38 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.53 | +0.46 |
Correlation
The correlation between JIRE and DWMF is 0.86, 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
JIRE vs. DWMF - Dividend Comparison
JIRE's dividend yield for the trailing twelve months is around 2.96%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JIRE JPMorgan International Research Enhanced Equity ETF | 2.96% | 2.99% | 3.03% | 2.74% | 2.62% | 0.00% | 0.00% | 0.00% | 0.00% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% |
Drawdowns
JIRE vs. DWMF - Drawdown Comparison
The maximum JIRE drawdown since its inception was -16.11%, smaller than the maximum DWMF drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for JIRE and DWMF.
Loading graphics...
Drawdown Indicators
| JIRE | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.11% | -29.72% | +13.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -8.74% | -3.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.00% | — |
Current DrawdownCurrent decline from peak | -8.47% | -5.33% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -3.88% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.29% | +0.77% |
Volatility
JIRE vs. DWMF - Volatility Comparison
JPMorgan International Research Enhanced Equity ETF (JIRE) has a higher volatility of 7.96% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that JIRE'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.
Loading graphics...
Volatility by Period
| JIRE | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 5.84% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 8.39% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 13.70% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 11.20% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 14.16% | +1.98% |