Performance analysis of DWMF (WISDOMTREE INTERNATIONAL MULTIFACTOR FUND)
Annual Return
Over the past 3 years, DWMF has had an average annual return of +13.78%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, DWMF has had an average annual return of +8.75%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Aug 10, 2018, DWMF has had an average annual return of +7.37%, underperforming the benchmark SPY, which returned +14.75% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.74% | +24.43% | +10.22% | +10.77% | -7.33% | +11.22% | -1.19% | +16.11% | -7.30% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.33% | +6.15% | -5.33% | +0.06% | -0.76% | +3.22% | -0.65% | +5.74% | |||||
| 2025 | +3.41% | +2.59% | +2.45% | +4.79% | +3% | +1.22% | -1.29% | +2.62% | +0.82% | -0.02% | +2.13% | +0.49% | +24.43% |
| 2024 | +0.28% | +0.84% | +4.19% | -1.33% | +3.26% | -1.66% | +3.99% | +3.87% | +0.65% | -3.91% | +1.04% | -1.08% | +10.22% |
| 2023 | +4.35% | -0.92% | +2.69% | +3.43% | -4.49% | +3.46% | +1.28% | -1.95% | -0.90% | -1.01% | +3.13% | +1.60% | +10.77% |
| 2022 | -3.52% | -2.55% | +1.10% | -1.83% | +1.46% | -4.75% | +2.52% | -3.25% | -6.24% | +5.02% | +7.18% | -1.84% | -7.33% |
| 2021 | +0.06% | -1.30% | +4.65% | +1% | +3.12% | +0.24% | +0.98% | +1.73% | -3.11% | +1.71% | -2.24% | +4.17% | +11.22% |
| 2020 | +0.31% | -7.75% | -11.29% | +5.06% | +4.35% | +1.96% | +0.43% | +3.68% | -0.68% | -3.66% | +5.84% | +2.12% | -1.19% |
| 2019 | +5.73% | +2.34% | +1.50% | +2.65% | -4.62% | +3.47% | -0.61% | -1.74% | +3.34% | +0.73% | +1.51% | +1.14% | +16.11% |
| 2018 | +0.28% | +1.71% | -5.10% | +0.38% | -4.59% | -7.30% |
Drawdown analysis of DWMF (WISDOMTREE INTERNATIONAL MULTIFACTOR FUND)
The maximum drawdown for the DWMF was -29.72%, occurring on Mar 16, 2020. Recovery took 265 trading sessions.
The current DWMF drawdown is -3.60%.
Since Aug 10, 2018 DWMF has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.72% | Feb 19, 2020 | 18 | Mar 16, 2020 | 265 | Apr 5, 2021 | 283 |
| -17.02% | Sep 7, 2021 | 269 | Sep 30, 2022 | 133 | Apr 13, 2023 | 402 |
| -10.28% | Sep 28, 2018 | 58 | Dec 21, 2018 | 57 | Mar 18, 2019 | 115 |
| -8.74% | Feb 27, 2026 | 15 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -7.74% | Mar 27, 2025 | 8 | Apr 8, 2025 | 6 | Apr 16, 2025 | 14 |
| -7.21% | Jul 3, 2019 | 29 | Aug 14, 2019 | 54 | Oct 30, 2019 | 83 |
| -5.69% | Jul 28, 2023 | 64 | Oct 27, 2023 | 32 | Dec 13, 2023 | 96 |
| -5.19% | Sep 26, 2024 | 34 | Nov 13, 2024 | 60 | Feb 12, 2025 | 94 |
| -4.92% | Jul 31, 2024 | 4 | Aug 6, 2024 | 8 | Aug 16, 2024 | 12 |
| -4.80% | Apr 29, 2019 | 23 | May 31, 2019 | 23 | Jul 3, 2019 | 46 |
| -4.49% | Apr 28, 2023 | 22 | May 31, 2023 | 40 | Jul 28, 2023 | 62 |
| -3.87% | Nov 12, 2025 | 6 | Nov 20, 2025 | 19 | Dec 18, 2025 | 25 |
| -3.32% | Aug 22, 2025 | 34 | Oct 10, 2025 | 22 | Nov 11, 2025 | 56 |
| -3.17% | Mar 27, 2024 | 15 | Apr 18, 2024 | 13 | May 7, 2024 | 28 |
| -2.90% | May 7, 2021 | 3 | May 12, 2021 | 8 | May 24, 2021 | 11 |
| -2.82% | Jun 6, 2024 | 6 | Jun 14, 2024 | 17 | Jul 11, 2024 | 23 |
| -2.73% | Jul 23, 2025 | 6 | Jul 31, 2025 | 8 | Aug 12, 2025 | 14 |
| -2.64% | Jan 12, 2024 | 21 | Feb 13, 2024 | 12 | Mar 1, 2024 | 33 |
| -2.64% | Aug 27, 2018 | 8 | Sep 7, 2018 | 15 | Sep 28, 2018 | 23 |
| -2.40% | Jan 23, 2020 | 6 | Jan 31, 2020 | 3 | Feb 5, 2020 | 9 |
| -2.18% | Jun 12, 2025 | 5 | Jun 20, 2025 | 6 | Jun 30, 2025 | 11 |
| -2.15% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -2.05% | May 6, 2025 | 6 | May 14, 2025 | 3 | May 19, 2025 | 9 |
| -2.04% | Jul 9, 2025 | 4 | Jul 15, 2025 | 6 | Jul 23, 2025 | 10 |
| -1.97% | Jun 15, 2021 | 3 | Jun 18, 2021 | 15 | Jul 12, 2021 | 18 |