DWMF
WisdomTree International Multifactor Fund
The WisdomTree International Multifactor Fund is an actively managed portfolio of equities from developed economies outside of the US. Holdings are selected for exhibiting characteristics of multiple factors.
Fund Basics
Fund sponsor | WisdomTree |
Category | International Equities |
Asset class | Equity |
Website | link... |
Inception date | Aug 10, 2018 |
Assets (mns) | $41 |
Expense ratio | 38 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-Ended Fund |
Distributions | Quarterly |
Taxation | 1099 |
Stock selection | Proprietary |
Weighting | Proprietary |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | No |
Currency hedged | No |
Fund of funds | No |
Top 10 Holdings
NOVARTIS AG | 1.6 % |
NATIONAL GRID PLC | 1.5 % |
BP PLC | 1.3 % |
ROYAL KPN NV | 1.2 % |
AXA SA | 1.2 % |
DEUTSCHE TELEKOM AG | 1.2 % |
LA FRANCAISE DES JEUX SA | 1.2 % |
WOLTERS KLUWER | 1.2 % |
SANTOS LTD | 1.2 % |
SANOFI-AVENTIS | 1.1 % |
Constituent Breakdown
Number of holdings | 201 |
Herfindahl-Hirschman Index | 68 |
Wgt avg mkt cap (mns) | $42,110 |
Large cap (>$10bn) | 76.5% |
Mid cap ($2-10bn) | 23.5% |
Small cap (<$2bn) | 0.0% |
Developed mkts. | 99.9% |
Emerging mkts. | 0.1% |
Country Exposure
JAPAN | 23.7 % | |
BRITAIN | 15.8 % | |
FRANCE | 10.7 % | |
SWITZERLAND | 9.2 % | |
AUSTRALIA | 8.5 % | |
GERMANY | 6.1 % | |
NETHERLANDS | 4.0 % | |
SPAIN | 3.4 % | |
SINGAPORE | 3.1 % | |
NORWAY | 2.8 % |
Historical Performance
Standardized Annual Returns (as of 03/31/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. |
---|---|---|---|---|---|---|
5.4% | 10.6% | 7.0% | 5.4% | 4.8% | -- | 4.3% |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 0.49 | 66% |
MSCI EAFE | 0.57 | 84% |
MSCI Emg Mkts | 0.42 | 49% |
Liquidity Measures
Avg. volume (000) | 6 |
Turnover | 0.4% |
Avg. Bid/Ask (% of price) | 0.13% |
ADV of underlying (mns) | $13,246 |
Technical Indicators
Recent close | $26.14 |
30d moving avg. | $24.92 |
Annualized volatility | 10.7% |
Relative strength (RSI) | 57 |
Short interest (ETF) | 0.0% |
Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. DWMF |
Expenses vs. DWMF |
ALTAR Score™ vs. DWMF |
---|---|---|---|---|
EFAV | iShares MSCI EAFE Min Vol Factor ETF | 39.5% | -16 bp | -1.1% |
HDMV | First Trust Horizon Managed Volatility Developed Intl ETF | 38.8% | +42 bp | -1.9% |
DOL | WisdomTree International LargeCap Dividend Fund | 33.9% | +10 bp | +0.4% |
QLVD | FlexShares Developed Markets ex-US Quality Low Volatility In | 33.1% | -6 bp | -0.6% |
QEFA | SPDR MSCI EAFE StrategicFactors ETF | 32.3% | -8 bp | -0.5% |
DWM | WisdomTree International Equity Fund | 31.2% | +10 bp | +0.5% |
DDWM | WisdomTree Dynamic Currency Hedged International Equity Fund | 31.0% | +2 bp | +0.5% |
EFV | iShares MSCI EAFE Value ETF | 30.9% | -4 bp | +1.8% |
JHMD | John Hancock Multifactor Developed International ETF | 30.2% | +1 bp | +0.1% |
GSIE | Goldman Sachs ActiveBeta International Equity ETF | 29.9% | -13 bp | +0.1% |
Risk and Returns: DWMF vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
---|---|---|---|---|---|---|---|---|
Sales per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Book value per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
2023 | 2024E | Fwd Est | 2025E | |
Price-to-sales | --x | --x | --x | --x |
Price-to-earnings | --x | --x | --x | --x |
Price-to-cash flow | --x | --x | --x | --x |
Price-to-growth | --x | --x | --x | --x |
Price-to-book value | --x | --x | --x | --x |
Yield | --% | --% | --x | --% |
Based on closing prices from 4/25/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
DWMF
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Fund Rating
Our measure of an ETF's overall investment merit
ALTAR Score™
DWMF
7.3%
Cat. Avg
7.2%
Fund Category: International Equities
Avg. Return on Equity | --% |
Divided by: Fwd. P/BV | --x |
Less: Expenses | -- bp |
Equals: ALTAR Score™ | 7.3% |
Recommendation
NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.
Category Overview
There are 257 funds in the International Equities category, with an average ALTAR Score™
of 7.2% and a standard deviation of
2.5%. DWMF's ALTAR Score™ is approximately
0.1 standard deviations
above
the category average. This places DWMF in the 52nd percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
DWMF
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Market Activity
Latest price | |
Change | |
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Today's Trading
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Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
DWMF | 38.0 | 12.5 | 50.5 |
Peer Avg. | -- | -- | -- |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .