QEFA vs. DWMF
Compare and contrast key facts about SPDR MSCI EAFE StrategicFactors ETF (QEFA) and WisdomTree International Multifactor Fund (DWMF).
QEFA and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QEFA is a passively managed fund by State Street that tracks the performance of the MSCI EAFE Factor Mix A-Series (USD). It was launched on Jun 4, 2014. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
QEFA vs. DWMF - Performance Comparison
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QEFA vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QEFA SPDR MSCI EAFE StrategicFactors ETF | 2.87% | 29.25% | 2.27% | 17.40% | -14.03% | 12.50% | 6.76% | 21.91% | -8.52% |
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, QEFA achieves a 2.87% return, which is significantly lower than DWMF's 3.84% return.
QEFA
- 1D
- 2.37%
- 1M
- -6.51%
- YTD
- 2.87%
- 6M
- 7.62%
- 1Y
- 22.10%
- 3Y*
- 13.86%
- 5Y*
- 8.19%
- 10Y*
- 8.65%
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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QEFA vs. DWMF - Expense Ratio Comparison
QEFA has a 0.30% expense ratio, which is lower than DWMF's 0.38% expense ratio.
Return for Risk
QEFA vs. DWMF — Risk / Return Rank
QEFA
DWMF
QEFA vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EAFE StrategicFactors ETF (QEFA) 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.
| QEFA | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.38 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.02 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.13 | +0.08 |
Martin ratioReturn relative to average drawdown | 8.40 | 8.12 | +0.28 |
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
| QEFA | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.38 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.84 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.53 | -0.12 |
Correlation
The correlation between QEFA 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
QEFA vs. DWMF - Dividend Comparison
QEFA's dividend yield for the trailing twelve months is around 3.04%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEFA SPDR MSCI EAFE StrategicFactors ETF | 3.04% | 3.13% | 3.17% | 2.79% | 3.02% | 2.37% | 1.82% | 2.95% | 3.22% | 2.33% | 2.01% | 2.94% |
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
QEFA vs. DWMF - Drawdown Comparison
The maximum QEFA drawdown since its inception was -31.71%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for QEFA and DWMF.
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Drawdown Indicators
| QEFA | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.71% | -29.72% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -8.74% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | -17.00% | -11.09% |
Max Drawdown (10Y)Largest decline over 10 years | -31.71% | — | — |
Current DrawdownCurrent decline from peak | -6.51% | -5.33% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -3.88% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.29% | +0.23% |
Volatility
QEFA vs. DWMF - Volatility Comparison
SPDR MSCI EAFE StrategicFactors ETF (QEFA) has a higher volatility of 6.47% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that QEFA'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
| QEFA | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 5.84% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 8.39% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 13.70% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 11.20% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 14.16% | +1.84% |