VEA vs. DWMF
Compare and contrast key facts about Vanguard FTSE Developed Markets ETF (VEA) and WisdomTree International Multifactor Fund (DWMF).
VEA and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
VEA vs. DWMF - Performance Comparison
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VEA vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -11.69% |
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, VEA achieves a 2.75% return, which is significantly lower than DWMF's 3.84% return.
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
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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VEA vs. DWMF - Expense Ratio Comparison
VEA has a 0.03% expense ratio, which is lower than DWMF's 0.38% expense ratio.
Return for Risk
VEA vs. DWMF — Risk / Return Rank
VEA
DWMF
VEA vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) 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.
| VEA | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 1.38 | +0.33 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.02 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.13 | +0.36 |
Martin ratioReturn relative to average drawdown | 9.82 | 8.12 | +1.70 |
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
| VEA | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.38 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.84 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.53 | -0.31 |
Correlation
The correlation between VEA 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
VEA vs. DWMF - Dividend Comparison
VEA's dividend yield for the trailing twelve months is around 2.93%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
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
VEA vs. DWMF - Drawdown Comparison
The maximum VEA drawdown since its inception was -60.68%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for VEA and DWMF.
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Drawdown Indicators
| VEA | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.68% | -29.72% | -30.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -8.74% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -17.00% | -12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.73% | — | — |
Current DrawdownCurrent decline from peak | -8.71% | -5.33% | -3.38% |
Average DrawdownAverage peak-to-trough decline | -13.40% | -3.88% | -9.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.29% | +0.67% |
Volatility
VEA vs. DWMF - Volatility Comparison
Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 8.41% compared to WisdomTree International Multifactor Fund (DWMF) at 5.84%. This indicates that VEA'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
| VEA | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 5.84% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 8.39% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.62% | 13.70% | +3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 11.20% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 14.16% | +3.10% |