TLTE vs. DWMF
Compare and contrast key facts about FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) and WisdomTree International Multifactor Fund (DWMF).
TLTE and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TLTE is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Emerging Markets Factor Tilt Index. It was launched on Sep 28, 2012. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
TLTE vs. DWMF - Performance Comparison
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TLTE vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TLTE FlexShares Morningstar Emerging Markets Factor Tilt Index | 5.87% | 30.21% | 3.53% | 13.62% | -17.31% | 4.79% | 12.10% | 14.51% | -8.67% |
DWMF WisdomTree International Multifactor Fund | 4.78% | 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, TLTE achieves a 5.87% return, which is significantly higher than DWMF's 4.78% return.
TLTE
- 1D
- 0.60%
- 1M
- -7.05%
- YTD
- 5.87%
- 6M
- 9.26%
- 1Y
- 33.15%
- 3Y*
- 15.61%
- 5Y*
- 5.61%
- 10Y*
- 7.85%
DWMF
- 1D
- 0.91%
- 1M
- -3.04%
- YTD
- 4.78%
- 6M
- 7.26%
- 1Y
- 19.77%
- 3Y*
- 14.45%
- 5Y*
- 9.53%
- 10Y*
- —
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TLTE vs. DWMF - Expense Ratio Comparison
TLTE has a 0.59% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
TLTE vs. DWMF — Risk / Return Rank
TLTE
DWMF
TLTE vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) 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.
| TLTE | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.45 | +0.38 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.11 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.28 | +0.31 |
Martin ratioReturn relative to average drawdown | 10.18 | 8.63 | +1.54 |
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
| TLTE | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.45 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.86 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.54 | -0.26 |
Correlation
The correlation between TLTE and DWMF is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TLTE vs. DWMF - Dividend Comparison
TLTE's dividend yield for the trailing twelve months is around 3.55%, more than DWMF's 2.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLTE FlexShares Morningstar Emerging Markets Factor Tilt Index | 3.55% | 3.76% | 3.73% | 4.03% | 4.42% | 3.21% | 1.95% | 3.23% | 3.02% | 2.12% | 2.30% | 2.00% |
DWMF WisdomTree International Multifactor Fund | 2.84% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% |
Drawdowns
TLTE vs. DWMF - Drawdown Comparison
The maximum TLTE drawdown since its inception was -44.21%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for TLTE and DWMF.
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Drawdown Indicators
| TLTE | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.21% | -29.72% | -14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -8.74% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -33.51% | -17.00% | -16.51% |
Max Drawdown (10Y)Largest decline over 10 years | -44.21% | — | — |
Current DrawdownCurrent decline from peak | -9.48% | -4.47% | -5.01% |
Average DrawdownAverage peak-to-trough decline | -12.28% | -3.88% | -8.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.31% | +1.01% |
Volatility
TLTE vs. DWMF - Volatility Comparison
FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) has a higher volatility of 9.42% compared to WisdomTree International Multifactor Fund (DWMF) at 5.56%. This indicates that TLTE'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
| TLTE | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.42% | 5.56% | +3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 8.43% | +5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 13.73% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 11.20% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 14.16% | +4.07% |