Convert EXE to DMG

Converting .exe to .dmg format is usually attempted when users seek to convert Windows Executable Files to Apple Disk Images (both are installer packages) so that they can install Windows utilities on Apple devices.

Such conversion is, however, not possible.

One possible option could be using a virtual machine utility, and run the Windows app on an Apple device (and vice versa) in a virtual environment, such as Parallels Desktop.

Simply put, it is impossible to convert EXE to DMG directly.
Thus, there is no so-called exe to dmg converter or a free online exe to dmg converter to be found.