WisdomTree International Multifactor Fund
Ticker
DWMF
ISIN
US97717Y774
Price
USD 27.39
Change Today
+0.24 / 0.884 %
Price 1 year ago
24.13 / 13.523 %
Morningstar
3
52 Week Low
24.04
52 Week High
28.36
200 Day Moving Average 26.53
26.53
50-day Moving Average
27.55
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.87 |
| Sortino Ratio | -0.03 |
| Maximum Drawdown | -1.69% |
| Maximum Drawdown Date | 2023-12-15 |
| Calmar Ratio | -15.05 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.74 |
| Volatility | 2.642% |
| Alpha | +2.13 |
| Beta | -- |
| R Squared | +90.00 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.804% |
| Average Annual Volatility | 14.507% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.26 |
| Maximum Drawdown | -30.0% |
| Maximum Drawdown Date | 2020-03-16 |
| Calmar Ratio | -0.18 |
Company information
Summary
The investment seeks capital appreciation. The fund, an exchange traded fund ("ETF"), is actively managed using a model-based approach. Under normal circumstances, it will invest at least 80% of its net assets in equity securities of developed markets, excluding the United States and Canada. The advisor generally expects to invest in large and mid-capitalization companies, but it may also invest in small-capitalization companies. The fund is non-diversified.
Market
US
Category
Foreign Large Blend
Expense Ratio
0.38%
Fund family
WisdomTree
Morningstar
3
Yield
0.0321
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 19.19% |
| Consumer defensive | 16.43% |
| Healthcare | 12.25% |
| Industrials | 10.64% |
| Communication services | 7.19% |
| Consumer cyclical | 5.61% |
| Utilities | 5.59% |
| Energy | 5.42% |
| Basic materials | 5.39% |
| Realestate | 4.68% |
| Technology | 3.55% |
| Country | Ratio |
|---|---|
| Japan | 20.05 |
| United Kingdom | 15.21 |
| France | 11.62 |
| Australia | 9.69 |
| Switzerland | 7.77 |
| Singapore | 5.63 |
| Germany | 5.13 |
| Spain | 4.62 |
| Netherlands | 4.19 |
| Hong Kong | 3.69 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ADM.L | Admiral Group PLC | 1.51% |
| SAN.PA | Sanofi SA | 1.43% |
| GIVN | Givaudan SA | 1.3% |
| NZYM B | Novozymes A/S B | 1.29% |
| KNIN | Kuehne + Nagel International AG | 1.28% |
| NOVO B | Novo Nordisk A/S Class B | 1.21% |
| IPN.PA | Ipsen SA | 1.17% |
| SIKA | Sika AG | 1.14% |
| S68.SI | Singapore Exchange Ltd | 1.05% |
| WKL | Wolters Kluwer NV | 1.03% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVDE | Avantis International Equity ETF | US025072299 | PCX | 0.23% | 4 | +3.88 | -- |
| BBIN | JPMorgan BetaBuilders International Equity ETF | US46641Q373 | BTS | 0.07% | 4 | +3.95 | -- |
| FNDF | Schwab Fundamental International Large Company Index ETF | US808524755 | PCX | 0.25% | 4 | +5.93 | |
| GSIE | Goldman Sachs ActiveBeta International Equity ETF | IE00BJ5CMD0 | PCX | 0.25% | 4 | +1.40 | |
| IAGG | iShares Core International Aggregate Bond ETF | US46435G6724 | BTS | 0.07% | 4 | -3.68 | |
| ICOW | Pacer Developed Markets International Cash Cows 100 ETF | US69374H873 | BTS | 0.65% | 4 | +5.87 | |
| IDEV | iShares Core MSCI International Developed Markets ETF | US46435G3267 | PCX | 0.04% | 4 | +3.06 | |
| IGRO | iShares International Dividend Growth ETF | US46435G524 | BTS | 0.15% | 4 | +0.08 | |
| IHDG | WisdomTree International Hedged Quality Dividend Growth Fund | US97717X594 | PCX | 0.58% | 5 | +5.19 | |
| LVHI | Franklin International Low Volatility High Dividend Index ETF | IE00BWTN6Y9 | BTS | 0.40% | 5 | +7.79 | |
| NUDM | Nuveen ESG International Developed Markets Equity ETF | US67092P805 | BTS | 0.30% | 4 | +3.69 | |
| PID | Invesco International Dividend Achievers ETF | US46137V548 | NGM | 0.53% | 4 | +5.26 | |
| SCHF | Schwab International Equity ETF | US808524805 | PCX | 0.06% | 4 | +2.88 | |
| VIGI | Vanguard International Dividend Appreciation Index Fund | US921946844 | NGM | 0.15% | 4 | -1.18 | |
| VYMI | Vanguard International High Dividend Yield Fund | IVCUSIP9219 | NGM | 0.22% | 4 | +3.65 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.