DON vs IMTM
Comparison between WISDOMTREE U.S. MIDCAP DIVIDEND FUND (DON, ETF) and ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF).
5-Year PerformanceIMTM has outperformed DON, delivering a return of +9.2% compared to +8.2%
DON vs IMTM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DON
$3.90B
Winner
IMTM
$4B
Expense Ratio
DON
0.38%
Winner
IMTM
0.30%
Max Drawdown
DON
64.40%
Winner
IMTM
34.72%
Sharpe Ratio
DON
0.99
Winner
IMTM
1.13
5Y Beta
Winner
DON
0.78
IMTM
0.84
P/E Ratio
DON
18.93
IMTM
N/A
Forward P/E
DON
13.51
IMTM
N/A
PEG Ratio
DON
0.16
IMTM
N/A
5Y Dividends CAGR
DON
9.37%
Winner
IMTM
37.85%
5Y EPS CAGR
DON
9.82%
IMTM
N/A
Debt to Equity
DON
-6.13%
IMTM
N/A
P/S Ratio
DON
1.48
IMTM
N/A
P/B Ratio
DON
2.14
IMTM
N/A
DON vs IMTM - Holdings Comparison
DON and IMTM have 0 common holdings. Overlap is 0.00%
DON's top 25 holdings weight is 22.92%. IMTM's top 25 holdings weight is 36.56%.
| Rank | DON | IMTM |
|---|---|---|
| #1 | FRANKLIN RESOURCES INC (BEN) - 1.36% | ASML HOLDING NV (n/a) - 5.09% |
| #2 | VIATRIS INC (VTRS) - 1.30% | HSBC HOLDINGS PLC (n/a) - 2.60% |
| #3 | BEST BUY CO INC (BBY) - 1.25% | ROYAL BANK OF CANADA (n/a) - 2.21% |
| #4 | APA CORP (APA) - 1.13% | KIOXIA HOLDINGS CORP ORDINARY SHARES (n/a) - 2.06% |
| #5 | PERMIAN RESOURCES CORP CLASS A (PR) - 0.98% | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.80% |
| #6 | HASBRO INC (HAS) - 0.96% | THE TORONTO-DOMINION BANK (n/a) - 1.77% |
| #7 | OMNICOM GROUP INC (OMC) - 0.93% | NOVARTIS AG REGISTERED SHARES (n/a) - 1.77% |
| #8 | STANLEY BLACK & DECKER INC (SWK) - 0.93% | TOTALENERGIES SE (TTE:XPAR) - 1.74% |
| #9 | AMERICAN FINANCIAL GROUP INC (AFG) - 0.91% | SHELL PLC (n/a) - 1.47% |
| #10 | ANTERO MIDSTREAM CORP (AM) - 0.91% | BANCO SANTANDER SA (n/a) - 1.46% |
| #11 | SNAP-ON INC (SNA) - 0.89% | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 1.40% |
| #12 | W.P. CAREY INC (WPC) - 0.89% | ASTRAZENECA PLC (AZN) - 1.39% |
| #13 | HF SINCLAIR CORP (DINO) - 0.88% | BHP GROUP LTD (n/a) - 1.37% |
| #14 | OGE ENERGY CORP (OGE) - 0.87% | ABB LTD (n/a) - 1.31% |
| #15 | THE AES CORP (AES) - 0.87% | IBERDROLA SA (n/a) - 1.29% |
| #16 | CLOROX CO (CLX) - 0.83% | ADVANTEST CORP (n/a) - 1.19% |
| #17 | SIRIUS XM HOLDINGS INC (SIRI) - 0.83% | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.13% |
| #18 | PINNACLE WEST CAPITAL CORP (PNW) - 0.81% | TOKYO ELECTRON LTD (n/a) - 1.08% |
| #19 | KIMCO REALTY CORP (KIM) - 0.80% | GBP CASH (n/a) - 1.04% |
| #20 | EASTMAN CHEMICAL CO (EMN) - 0.78% | RIO TINTO PLC ORDINARY SHARES (n/a) - 1.02% |
| #21 | CF INDUSTRIES HOLDINGS INC (CF) - 0.78% | MARUBENI CORP (n/a) - 0.51% |
| #22 | SUN COMMUNITIES INC (SUI) - 0.77% | BARCLAYS PLC (n/a) - 0.49% |
| #23 | JM SMUCKER CO (SJM) - 0.77% | TOWER SEMICONDUCTOR LTD (n/a) - 0.46% |
| #24 | HOST HOTELS & RESORTS INC (HST) - 0.75% | n/a (CLS) - 0.46% |
| #25 | INTERNATIONAL FLAVORS & FRAGRANCES INC (IFF) - 0.74% | PRYSMIAN SPA (n/a) - 0.45% |
| Total Holdings | 295 | 306 |
DON vs IMTM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DON
+3.45%
IMTM
+1.36%
3M
DON
+8.97%
Winner
IMTM
+10.35%
6M
DON
+8.74%
Winner
IMTM
+12.86%
1Y
DON
+16.71%
Winner
IMTM
+23.81%
5Y(CAGR)
DON
+8.17%
Winner
IMTM
+9.22%
10Y(CAGR)
DON
+9.57%
Winner
IMTM
+10.46%
Max(CAGR)
Winner
DON
+9.29%
IMTM
+8.97%
DON vs IMTM - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | DON | IMTM |
|---|---|---|
| 2026 | +9.56% | +9.90% |
| 2025 | +4.48% | +34.88% |
| 2024 | +14.03% | +13.55% |
| 2023 | +14.73% | +14.13% |
| 2022 | -5.08% | -16.98% |
| 2021 | +31.98% | +2.45% |
| 2020 | -5.03% | +21.34% |
| 2019 | +23.20% | +24.70% |
| 2018 | -8.81% | -14.94% |
| 2017 | +14.00% | +25.17% |
| 2016 | +21.44% | +2.90% |
| 2015 | -1.13% | -2.08% |
| 2014 | +16.41% | N/A |
| 2013 | +30.22% | N/A |
| 2012 | +13.46% | N/A |
| 2011 | +3.86% | N/A |
| 2010 | +20.77% | N/A |
| 2009 | +30.04% | N/A |
| 2008 | -31.38% | N/A |
| 2007 | -6.02% | N/A |
| 2006 | +14.77% | N/A |
DON vs IMTM Drawdown Comparison
The maximum drawdown for DON was -61.90%, occurring on Mar 9, 2009. Recovery took 964 trading sessions.
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The current IMTM drawdown is -0.22%.
| Rank | DON | IMTM |
|---|---|---|
| #1 | -61.90% Jun 4, 2007 - Mar 30, 2011 | -32.60% Nov 8, 2021 - Mar 6, 2024 |
| #2 | -46.79% Jan 16, 2020 - Feb 8, 2021 | -29.79% Feb 19, 2020 - Jul 10, 2020 |
| #3 | -21.46% Nov 25, 2024 - Jan 15, 2026 | -23.03% Jan 26, 2018 - Jan 14, 2020 |
| #4 | -21.10% Jul 7, 2011 - Feb 3, 2012 | -19.90% May 21, 2015 - Apr 25, 2017 |
| #5 | -19.20% Aug 29, 2018 - Jul 24, 2019 | -12.85% Feb 25, 2026 - May 13, 2026 |
| #6 | -15.72% Apr 20, 2022 - Jan 31, 2023 | -12.41% Mar 19, 2025 - Apr 24, 2025 |
| #7 | -13.97% Feb 2, 2023 - Dec 13, 2023 | -12.00% Jul 16, 2024 - Sep 26, 2024 |
| #8 | -13.58% Apr 6, 2015 - Mar 17, 2016 | -10.56% Feb 16, 2021 - Jun 1, 2021 |
| #9 | -9.16% Jan 26, 2018 - Jun 12, 2018 | -8.53% Sep 26, 2024 - Feb 13, 2025 |
| #10 | -9.09% May 1, 2012 - Aug 16, 2012 | -6.81% Jun 7, 2021 - Aug 10, 2021 |
| #11 | -9.05% Feb 11, 2026 - Jun 11, 2026 | -6.70% Sep 7, 2021 - Nov 3, 2021 |
| #12 | -8.56% Sep 5, 2014 - Nov 3, 2014 | -6.70% Oct 12, 2020 - Nov 5, 2020 |
| #13 | -8.10% May 21, 2013 - Jul 18, 2013 | -5.46% Mar 27, 2024 - May 28, 2024 |
| #14 | -7.98% Jun 8, 2021 - Oct 15, 2021 | -5.37% Nov 12, 2025 - Dec 10, 2025 |
| #15 | -7.90% Jul 30, 2019 - Oct 22, 2019 | -4.77% Jun 4, 2026 - Jun 10, 2026 |
Correlation
Correlation between DON and IMTM is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (2006 - 2026)
DON vs IMTM dividend yield comparison.
| Year | DON | IMTM |
|---|---|---|
| 2026 | 0.72% | 0.00% |
| 2025 | 2.53% | 4.70% |
| 2024 | 2.27% | 2.93% |
| 2023 | 2.41% | 2.29% |
| 2022 | 2.71% | 2.68% |
| 2021 | 2.12% | 2.51% |
| 2020 | 2.77% | 0.97% |
| 2019 | 2.38% | 2.13% |
| 2018 | 2.55% | 2.36% |
| 2017 | 2.25% | 1.92% |
| 2016 | 2.48% | 2.75% |
| 2015 | 2.89% | 1.56% |
| 2014 | 2.56% | 0.00% |
| 2013 | 2.28% | 0.00% |
| 2012 | 3.62% | 0.00% |
| 2011 | 2.43% | 0.00% |
| 2010 | 2.83% | 0.00% |
| 2009 | 2.72% | 0.00% |
| 2008 | 5.61% | 0.00% |
| 2007 | 3.03% | 0.00% |
| 2006 | 1.30% | 0.00% |
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