DWMF Performance — WisdomTree International Multifactor Fund
Data updated: 2026-08-31
DWMF returned +5.76% year to date and +11.68% over one year to Jun 2026. Annualised returns are +14.44% over 3 years and +9.15% over 5 years. The fund trailed its International Mid-Cap Value category average: $100 invested three years ago grew to $150, against $158 for the category, and to $112 over one year, against $120. Volatility over the past three years was 9.04% a year. In the 12 months to Jun 2026 the fund lost a net $6.8M, and assets reached $34.03M.
DWMF Growth of $100
What $100 invested in WisdomTree International Multifactor Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Mid-Cap Value category average over the same months.
| Period | DWMF | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $112 | $120 |
| 3 years (Jul 2023 – Jun 2026) | $150 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $155 | $152 |
| Since data start (Jul 2019 – Jun 2026) | $173 | $196 |
DWMF Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.76% |
| 1 year | +11.68% |
| 3 years (annualised) | +14.44% |
| 5 years (annualised) | +9.15% |
DWMF Annual Returns
Calendar-year total returns of WisdomTree International Multifactor Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +5.76% |
| 2025 | +25.03% |
| 2024 | +10.82% |
| 2023 | +10.69% |
| 2022 | −7.24% |
| 2021 | +10.77% |
| 2020 | −0.75% |
| 2019 (Jul–Dec) | +4.54% |
DWMF Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.6% | +6.7% | −7.2% | +1.8% | +0.1% | +2.3% | — | — | — | — | — | — |
| 2025 | +3.2% | +2.6% | +1.4% | +5.6% | +3.3% | +1.1% | −0.8% | +2.4% | +0.7% | 0.0% | +1.8% | +1.3% |
| 2024 | +1.5% | −0.2% | +3.9% | −0.4% | +2.4% | −1.2% | +4.1% | +3.6% | +0.9% | −4.1% | +0.7% | −0.5% |
| 2023 | +3.9% | −0.1% | +2.2% | +3.4% | −4.5% | +3.4% | +1.5% | −1.8% | −0.7% | −2.1% | +3.6% | +1.9% |
| 2022 | −4.0% | −1.4% | +1.2% | −1.4% | +0.5% | −5.1% | +2.4% | −2.2% | −6.6% | +4.6% | +6.2% | −0.8% |
| 2021 | −0.1% | −1.6% | +4.7% | +1.5% | +2.6% | +0.4% | +0.8% | +2.0% | −2.5% | +0.5% | −1.8% | +4.1% |
| 2020 | +1.1% | −8.4% | −11.6% | +6.1% | +3.3% | +1.8% | +1.0% | +3.3% | −0.8% | −3.6% | +6.9% | +1.8% |
| 2019 | — | — | — | — | — | — | −0.2% | −2.1% | +3.3% | +1.2% | +1.2% | +1.2% |
DWMF Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.04%
- 3-year Sharpe ratio: 1.10 (vs 4.5% risk-free rate)
- Best month: +6.71% (Feb 2026)
- Worst month: −7.25% (Mar 2026)
DWMF Fund Flows
Monthly money in and out of WisdomTree International Multifactor Fund, from SEC Form N-PORT.
- 12-month net flow: −$6.8M
- 12-month gross sales (incl. reinvestments): $13.3M
- Sales ÷ redemptions: 0.66×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $6.6M | $10.2M | −$3.6M |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $3.4M | $3.4M | −$27K |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $37 | $3.2M | −$3.2M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $3.2M | $3.2M | $9K |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $0 | $0 |
DWMF Assets Under Management
Net assets of WisdomTree International Multifactor Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $34.03M |
| 2026-03-31 | $36.53M |
| 2025-12-31 | $36.10M |
| 2025-09-30 | $38.40M |
| 2025-06-30 | $37.72M |
| 2025-03-31 | $31.87M |
| 2024-12-31 | $29.72M |
| 2024-09-30 | $31.12M |
| 2024-06-30 | $36.66M |
| 2024-03-31 | $42.37M |
| 2023-12-31 | $45.46M |
| 2023-09-30 | $39.38M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.