WWJD vs. DWMF

Last updated Jun 4, 2026

WWJD (Inspire International ESG ETF) and DWMF (WisdomTree International Multifactor Fund) are both Foreign Large Cap Equities funds. WWJD is passively managed, while DWMF is actively managed. Over the past 5 years, WWJD returned 6.59%/yr vs 8.14%/yr for DWMF. Their correlation of 0.81 suggests significant overlap in exposure. WWJD charges 0.80%/yr vs 0.38%/yr for DWMF.

Performance

WWJD vs. DWMF - Performance Comparison

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

Returns By Period

In the year-to-date period, WWJD achieves a 7.15% return, which is significantly higher than DWMF's 1.89% return.

WWJD

• 1D: -1.35%
• 1M: 0.28%
• YTD: 7.15%
• 6M: 9.72%
• 1Y: 19.41%
• 3Y*: 14.98%
• 5Y*: 6.59%
• 10Y*: —

DWMF

• 1D: -0.69%
• 1M: -0.93%
• YTD: 1.89%
• 6M: 3.01%
• 1Y: 7.73%
• 3Y*: 13.07%
• 5Y*: 8.14%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WWJD vs. DWMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WWJD Inspire International ESG ETF	7.15%	29.28%	1.05%	16.42%	-14.60%	16.60%	12.91%	11.34%
DWMF WisdomTree International Multifactor Fund	1.89%	24.42%	10.22%	10.78%	-7.31%	11.24%	-1.18%	4.16%

Correlation

The correlation between WWJD and DWMF is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019	0.81

The correlation between WWJD and DWMF has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

WWJD vs. DWMF - Sectors Allocation Comparison

Sectors	WWJD	DWMF
Industrials	20.1%	18.9%
Financial Services	18.1%	20.0%
Basic Materials	13.8%	3.7%
Utilities	10.2%	9.2%
Energy	7.6%	2.0%
Technology	7.2%	4.0%
Consumer Cyclical	6.9%	5.5%
Healthcare	5.6%	9.0%
Consumer Defensive	5.4%	11.5%
Real Estate	3.1%	6.7%
Communication Services	2.0%	9.5%

Return for Risk

WWJD vs. DWMF — Risk / Return Rank

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

WWJD

WWJD Risk / Return Rank: 40
WWJD Sharpe Ratio Rank: 40
WWJD Sortino Ratio Rank: 38
WWJD Omega Ratio Rank: 40
WWJD Calmar Ratio Rank: 37
WWJD Martin Ratio Rank: 44

DWMF

DWMF Risk / Return Rank: 20
DWMF Sharpe Ratio Rank: 21
DWMF Sortino Ratio Rank: 20
DWMF Omega Ratio Rank: 20
DWMF Calmar Ratio Rank: 20
DWMF Martin Ratio Rank: 21

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.

WWJD vs. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) 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.

	WWJD	DWMF	Difference
Sharpe ratio: Return per unit of total volatility	1.43	0.71	+0.72
Sortino ratio: Return per unit of downside risk	1.99	1.06	+0.93
Omega ratio: Gain probability vs. loss probability	1.26	1.13	+0.13
Calmar ratio: Return relative to maximum drawdown	1.81	0.89	+0.92
Martin ratio: Return relative to average drawdown	7.02	2.61	+4.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WWJD vs. DWMF - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.43, which is higher than the DWMF Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of WWJD and DWMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WWJD	DWMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	0.71	+0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.73	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.50	+0.07

Drawdowns

WWJD vs. DWMF - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for WWJD and DWMF.

Drawdown Indicators

	WWJD	DWMF	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-29.72%	-6.04%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-8.74%	-2.03%
Max Drawdown (3Y) Largest decline over 3 years	-14.97%	-8.74%	-6.23%
Max Drawdown (5Y) Largest decline over 5 years	-29.51%	-17.00%	-12.51%
Current Drawdown Current decline from peak	-2.93%	-7.11%	+4.18%
Average Drawdown Average peak-to-trough decline	-6.97%	-3.90%	-3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.97%	-0.20%

Volatility

WWJD vs. DWMF - Volatility Comparison

Inspire International ESG ETF (WWJD) has a higher volatility of 4.73% compared to WisdomTree International Multifactor Fund (DWMF) at 3.36%. This indicates that WWJD'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.

Volatility by Period

	WWJD	DWMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	3.36%	+1.37%
Volatility (6M) Calculated over the trailing 6-month period	11.48%	8.73%	+2.75%
Volatility (1Y) Calculated over the trailing 1-year period	13.67%	11.02%	+2.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.66%	11.23%	+5.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	14.11%	+5.97%

WWJD vs. DWMF - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than DWMF's 0.38% expense ratio.

Dividends

WWJD vs. DWMF - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.21%, less than DWMF's 2.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DWMF WisdomTree International Multifactor Fund	2.92%	2.80%	3.50%	4.01%	3.41%	3.54%	2.06%	2.77%	1.15%
WWJD Inspire International ESG ETF	2.21%	2.58%	2.99%	2.56%	2.09%	15.22%	1.22%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WWJD and DWMF in my portfolio?

WWJD and DWMF have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WWJD or DWMF?

WWJD has higher volatility (4.73%) compared to DWMF (3.36%). In terms of maximum drawdown, WWJD dropped -35.76% vs DWMF's -29.72%.

Which ETF is better, WWJD or DWMF?

On 5-year performance, DWMF leads with 8.14% vs 6.59% for WWJD. On fees, DWMF is cheaper at 0.38% per year. On volatility, DWMF has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WWJD or DWMF?

Over the 5-year period, DWMF has performed better with a 8.14% return vs 6.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WWJD or DWMF?

DWMF is cheaper with a 0.38% expense ratio, compared with 0.80% for WWJD.

Which ETF pays a higher dividend yield, WWJD or DWMF?

DWMF has the higher dividend yield at 2.92%, compared with 2.21% for WWJD.

What is the main difference between WWJD and DWMF?

They also come from different issuers: Inspire and WisdomTree. Their fees differ too: 0.80% for WWJD and 0.38% for DWMF.

Which has better risk-adjusted returns?

WWJD currently has the higher Sharpe Ratio (1.43 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.