DWMF vs SPY

Quick Verdict

SPY has a lower expense ratio. SPY delivered stronger 1-year returns. SPY offers more diversification with 503 holdings.

Lower Fees: SPYHigher Returns: SPYMore Diversified: SPY

Side-by-Side Comparison

MetricDWMFSPYWinner
Expense Ratio0.42%0.09%
AUM$34M$789.1B
Dividend Yield3.07%1.01%
Holdings201505
YTD Return+7.26%+13.68%
1Y Return+11.50%+21.53%
3Y Return (annualized)+14.98%+21.44%
5Y Return (annualized)+8.68%+13.18%
Volatility (annualized)11.3%15.3%
Max Drawdown-29.7%-56.5%
Fund FamilyWisdomTree InvestmentsState Street Investment Management
CategoryEquityEquity
InceptionAug 10, 2018Jan 22, 1993

DWMF vs SPY Performance

WisdomTree International Multifactor Fund (DWMF) is a ETF from WisdomTree Investments and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year DWMF returned +11.50% while SPY returned +21.53%. Year to date, DWMF is up 7.26% versus a gain of 13.68% for SPY.

Over three years, DWMF compounded at +14.98% per year against +21.44% for SPY; over five years the annualized figures are +8.68% and +13.18% respectively. Across the full 8-year window we track, SPY has the edge at +8.85% annualized vs +6.74%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 11.3% for DWMF. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -29.7% for DWMF and -56.5% for SPY. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.75. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

DWMF charges 0.42% per year while SPY charges 0.09%. On a $10,000 position that is $42 vs $9 annually, a gap of $33 per year that compounds over a long holding period. On income, DWMF currently yields 3.07% against 1.01% for SPY.

Holdings Overlap

0.1%overlap

DWMF and SPY share 1 holdings out of 702 unique holdings combined, representing a 0.1% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in DWMFWeight in SPYDifference
DTEG.N:BE0.46%0.05%0.41%

Frequently Asked Questions

Which is cheaper, DWMF or SPY?

DWMF has an expense ratio of 0.42% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $33 per year of difference.

Which performed better, DWMF or SPY?

Over the past year DWMF returned +11.50% vs +21.53% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (8 years), DWMF annualized +6.74% vs +8.85% for SPY. Past performance does not guarantee future results.

Which is riskier, DWMF or SPY?

SPY has been the more volatile fund at 15.3% annualized versus 11.3% for DWMF. Worst drawdown: DWMF -29.7% vs SPY -56.5%.

Should I hold both DWMF and SPY?

DWMF and SPY have a monthly-return correlation of 0.75, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between DWMF and SPY?

DWMF and SPY share 1 common holdings with a 0.1% weight overlap. Combined, they hold 702 unique securities.

Which pays a higher dividend, DWMF or SPY?

DWMF yields 3.07% while SPY yields 1.01%, so DWMF currently pays the higher dividend yield.

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