See what your fund actually adds
WisdomTree International Multifactor Fund DWMF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DWMF | Replication |
|---|---|---|
| Annualized growth | 8.5% | 9.5% |
| Annualized volatility | 10.0% | 9.8% |
| Sharpe ratio | 0.86 | 0.98 |
| Maximum drawdown | 15.8% | 15.6% |
| Replication fit (R²) | 0.81 · Tracking error 4.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model DWMF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DBEF | Intl · Dev Hedged | 47.7% |
| VCIT | FI · IG Credit | 18.7% |
| EFV | Intl · Value | 18.1% |
| XLP | Sector · Cons Staples | 8.0% |
| EMLC | FI · EM Local Currency | 7.6% |