WisdomTree International Equity Fund

10-Year Study

DWM.US · · US · ETF

Executive Summary: WisdomTree International Equity Fund has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 27.2% and an annualized volatility of 13.9%.

1Y CAGR
+23.0%
3Y CAGR
+19.6%
5Y CAGR
+10.0%
10Y CAGR
+8.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
27.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.85.2-7.85.5————————7.2%
20254.43.32.74.03.73.1-0.94.11.50.41.52.634.8%
2024-1.02.23.7-2.34.9-2.53.43.30.8-4.3-0.5-3.14.2%
20237.8-2.81.83.3-5.55.23.5-3.6-2.5-2.67.14.916.6%
2022-0.5-2.61.3-5.62.2-8.73.3-5.2-9.05.113.3-1.0-9.0%
2021-0.61.73.32.23.8-1.01.20.5-3.72.0-3.95.210.8%
2020-3.8-8.0-16.25.74.12.91.24.7-2.2-3.911.34.8-2.3%
20196.22.30.62.2-4.95.5-2.6-2.73.53.21.13.719.0%
20184.9-5.4-0.62.2-2.7-1.52.9-2.61.1-7.30.6-5.2-13.5%
20173.30.83.42.33.50.12.9-0.22.70.90.91.224.1%
2016———2.2-0.6-2.03.80.81.1-2.0-2.03.44.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 97.9% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110222.766011307065
2016-05-0110161.605365385638
2016-06-019954.652990683706
2016-07-0110335.055332101996
2016-08-0110412.904677523698
2016-09-0110522.975088834512
2016-10-0110315.053894498667
2016-11-0110104.913790678704
2016-12-0110444.406941748939
2017-01-0110791.056857211612
2017-02-0110876.594255212092
2017-03-0111243.589382986902
2017-04-0111501.326657853535
2017-05-0111908.293408588745
2017-06-0111920.388027889503
2017-07-0112271.78828478297
2017-08-0112248.817883785397
2017-09-0112578.87285648656
2017-10-0112696.662572622407
2017-11-0112805.23287611297
2017-12-0112959.181441166085
2018-01-0113596.258481078326
2018-02-0112862.580747991262
2018-03-0112785.137681770877
2018-04-0113071.78328442357
2018-05-0112715.226406897997
2018-06-0112525.02523618885
2018-07-0112885.926175943896
2018-08-0112546.276763642387
2018-09-0112685.568025201812
2018-10-0111759.157689458933
2018-11-0111826.006244198801
2018-12-0111206.149191973174
2019-01-0111896.323798273
2019-02-0112168.062079461963
2019-03-0112245.442641189837
2019-04-0112518.774786937813
2019-05-0111899.605284129797
2019-06-0112556.121221212776
2019-07-0112223.816086781238
2019-08-0111898.886482465929
2019-09-0112315.79144751029
2019-10-0112713.945064801534
2019-11-0112852.079993249514
2019-12-0113333.114567609548
2020-01-0112832.016051153676
2020-02-0111807.348653184448
2020-03-019899.992811983362
2020-04-0110469.064964044292
2020-05-0110900.283457873535
2020-06-0111217.993793303895
2020-07-0111349.753263515817
2020-08-0111879.35382855643
2020-09-0111619.11637398938
2020-10-0111163.73989380487
2020-11-0112420.892751666526
2020-12-0113022.592248817884
2021-01-0112950.55582119965
2021-02-0113166.633851808101
2021-03-0113599.539966935123
2021-04-0113902.124215177966
2021-05-0114429.162096025653
2021-06-0114282.339043118725
2021-07-0114450.038596524126
2021-08-0114521.293717985978
2021-09-0113989.599252446269
2021-10-0114270.088162586688
2021-11-0113706.485153620415
2021-12-0114423.880466408526
2022-01-0114349.125093366087
2022-02-0113973.066814177268
2022-03-0114147.891879728857
2022-04-0113362.054147641862
2022-05-0113662.450738646843
2022-06-0112479.084434193708
2022-07-0112896.52068742441
2022-08-0112220.94088012576
2022-09-0111124.73709047838
2022-10-0111687.215018579462
2022-11-0113247.17089040775
2022-12-0113120.41177959666
2023-01-0114146.829303356179
2023-02-0113750.769586564033
2023-03-0114002.10015094835
2023-04-0114463.602071398882
2023-05-0113667.044818846354
2023-06-0114376.283295361854
2023-07-0114882.007144263494
2023-08-0114350.40643546255
2023-09-0113986.94281151458
2023-10-0113616.666197882974
2023-11-0114582.860643108725
2023-12-0115302.818640089758
2024-01-0115157.120668048017
2024-02-0115498.082674692245
2024-03-0116065.185935239095
2024-04-0115698.753347896882
2024-05-0116463.902092962933
2024-06-0116046.028308284658
2024-07-0116592.6300952881
2024-08-0117148.20127696678
2024-09-0117280.242017395
2024-10-0116533.657106604536
2024-11-0116455.58899545905
2024-12-0115938.33306768924
2025-01-0116644.57132856424
2025-02-0117185.98524268932
2025-03-0117658.144179112875
2025-04-0118370.101601052575
2025-05-0119049.150407685553
2025-06-0119636.723889529563
2025-07-0119451.335564743717
2025-08-0120250.236735765382
2025-09-0120556.039965372514
2025-10-0120631.79541029511
2025-11-0120936.348550052036
2025-12-0121489.044525075242
2026-01-0122517.243426871304
2026-02-0123686.077436815776
2026-03-0121842.194907758996
2026-04-0123039.15593933314
Annual Return Matrix
YearAnnual Return
20170.24077714641364234
2018-0.13527337796384542
20190.1898034141076661
2020-0.023289556031118375
20210.10760439940195776
2022-0.09036879429550781
20230.16633676573222522
20240.04152923997508462
20250.34826173062216914
20260.07213496218731819
Total Factor Risk
0.13912788109563862
VTI.US Exposure
0.016091772303534636
VEA.US Exposure
0.9786968509463216
VWO.US Exposure
0.027325933272233083
QQQ.US Exposure
-0.013317454004723834
VTV.US Exposure
0.05288697531939438
IJR.US Exposure
-0.05642107365000534
QUAL.US Exposure
-0.07559054108020122
SHV.US Exposure
0.01916195059099588
TLT.US Exposure
0.0007338083623899484
LQD.US Exposure
-0.02702433479642455
HYG.US Exposure
0.012283493472903853
GLD.US Exposure
-0.019255077006907702
USO.US Exposure
0.0020271337970953194
VNQ.US Exposure
0.011867353122726229
BTC-USD.CC Exposure
-0.0031351039416816335
CPER.US Exposure
0.007456807070472434
VIX.INDX Exposure
0.009375702522933852
UUP.US Exposure
0.03415028818388792
TIP.US Exposure
0.008248692237404709
Idiosyncratic Exposure
0.014436823277650761
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$52
Avg Yield on Cost
0.52%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$51.570.52%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree International Equity Fund a high-risk investment?

WisdomTree International Equity Fund (DWM.US) has an annualized volatility of 13.9% and experienced a maximum drawdown of 27.2% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DWM.US?

Over the past 10 years, DWM.US has generated a Compound Annual Growth Rate (CAGR) of 8.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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