PortfoliosLab logoPortfoliosLab logo
PPIE vs. DWMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPIE vs. DWMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Panagora ESG International Equity ETF - (PPIE) and WisdomTree International Multifactor Fund (DWMF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PPIE vs. DWMF - Yearly Performance Comparison


2026 (YTD)202520242023
PPIE
Putnam Panagora ESG International Equity ETF -
-1.27%32.77%7.67%9.66%
DWMF
WisdomTree International Multifactor Fund
3.84%24.42%10.22%6.22%

Returns By Period

In the year-to-date period, PPIE achieves a -1.27% return, which is significantly lower than DWMF's 3.84% return.


PPIE

1D
3.12%
1M
-8.88%
YTD
-1.27%
6M
3.13%
1Y
21.12%
3Y*
15.68%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PPIE vs. DWMF - Expense Ratio Comparison

PPIE has a 0.49% expense ratio, which is higher than DWMF's 0.38% expense ratio.


Return for Risk

PPIE vs. DWMF — Risk / Return Rank

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

PPIE
PPIE Risk / Return Rank: 6565
Overall Rank
PPIE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PPIE Sortino Ratio Rank: 6666
Sortino Ratio Rank
PPIE Omega Ratio Rank: 6565
Omega Ratio Rank
PPIE Calmar Ratio Rank: 6363
Calmar Ratio Rank
PPIE Martin Ratio Rank: 6363
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.

PPIE vs. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Panagora ESG International Equity ETF - (PPIE) 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.


PPIEDWMFDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.38

-0.19

Sortino ratio

Return per unit of downside risk

1.70

2.02

-0.32

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

1.67

2.13

-0.47

Martin ratio

Return relative to average drawdown

6.47

8.12

-1.65

PPIE vs. DWMF - Sharpe Ratio Comparison

The current PPIE Sharpe Ratio is 1.19, which is comparable to the DWMF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of PPIE 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.


Loading graphics...

Sharpe Ratios by Period


PPIEDWMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.38

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.53

+0.48

Correlation

The correlation between PPIE and DWMF is 0.87, 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

PPIE vs. DWMF - Dividend Comparison

PPIE's dividend yield for the trailing twelve months is around 13.23%, more than DWMF's 2.87% yield.


TTM20252024202320222021202020192018
PPIE
Putnam Panagora ESG International Equity ETF -
13.23%8.40%5.12%3.30%0.00%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

PPIE vs. DWMF - Drawdown Comparison

The maximum PPIE drawdown since its inception was -13.55%, smaller than the maximum DWMF drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for PPIE and DWMF.


Loading graphics...

Drawdown Indicators


PPIEDWMFDifference

Max Drawdown

Largest peak-to-trough decline

-13.55%

-29.72%

+16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-8.74%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.00%

Current Drawdown

Current decline from peak

-8.88%

-5.33%

-3.55%

Average Drawdown

Average peak-to-trough decline

-2.48%

-3.88%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.29%

+0.80%

Volatility

PPIE vs. DWMF - Volatility Comparison

Putnam Panagora ESG International Equity ETF - (PPIE) has a higher volatility of 7.99% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that PPIE'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


PPIEDWMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

5.84%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

8.39%

+3.09%

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

14.69%

11.20%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

14.16%

+0.53%