DVYA vs. VWID
Compare and contrast key facts about iShares Asia/Pacific Dividend ETF (DVYA) and Virtus WMC International Dividend ETF (VWID).
DVYA and VWID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVYA is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 30 Index. It was launched on Feb 23, 2012. VWID is a passively managed fund by Virtus that tracks the performance of the MSCI World ex USA Value Index (net). It was launched on Oct 10, 2017. Both DVYA and VWID are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DVYA vs. VWID - Performance Comparison
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DVYA vs. VWID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 9.80% | 30.22% | 6.05% | 13.75% | -2.17% | 3.41% | -9.61% | 14.70% | -14.87% | 2.61% |
VWID Virtus WMC International Dividend ETF | 4.35% | 41.70% | 3.10% | 17.10% | -6.43% | 11.63% | 4.47% | 23.97% | -10.48% | 5.32% |
Returns By Period
In the year-to-date period, DVYA achieves a 9.80% return, which is significantly higher than VWID's 4.35% return.
DVYA
- 1D
- 2.21%
- 1M
- -6.15%
- YTD
- 9.80%
- 6M
- 16.60%
- 1Y
- 42.30%
- 3Y*
- 19.30%
- 5Y*
- 9.83%
- 10Y*
- 7.47%
VWID
- 1D
- 2.45%
- 1M
- -5.25%
- YTD
- 4.35%
- 6M
- 13.17%
- 1Y
- 33.07%
- 3Y*
- 18.73%
- 5Y*
- 11.93%
- 10Y*
- —
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DVYA vs. VWID - Expense Ratio Comparison
Both DVYA and VWID have an expense ratio of 0.49%.
Return for Risk
DVYA vs. VWID — Risk / Return Rank
DVYA
VWID
DVYA vs. VWID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) and Virtus WMC International Dividend ETF (VWID). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DVYA | VWID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.60 | 2.08 | +0.52 |
Sortino ratioReturn per unit of downside risk | 3.22 | 2.83 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.42 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 3.11 | +0.02 |
Martin ratioReturn relative to average drawdown | 15.73 | 13.26 | +2.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVYA | VWID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 2.08 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.84 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.62 | -0.33 |
Correlation
The correlation between DVYA and VWID is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DVYA vs. VWID - Dividend Comparison
DVYA's dividend yield for the trailing twelve months is around 4.47%, less than VWID's 4.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 4.47% | 4.71% | 5.97% | 6.48% | 7.29% | 5.81% | 3.66% | 5.52% | 6.24% | 4.74% | 4.79% | 5.33% |
VWID Virtus WMC International Dividend ETF | 4.70% | 4.86% | 4.48% | 4.97% | 5.73% | 10.70% | 4.71% | 1.99% | 4.55% | 0.74% | 0.00% | 0.00% |
Drawdowns
DVYA vs. VWID - Drawdown Comparison
The maximum DVYA drawdown since its inception was -45.61%, which is greater than VWID's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for DVYA and VWID.
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Drawdown Indicators
| DVYA | VWID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.61% | -34.64% | -10.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -10.38% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -24.30% | -1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -45.61% | — | — |
Current DrawdownCurrent decline from peak | -6.15% | -5.25% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -10.16% | -4.74% | -5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.43% | +0.22% |
Volatility
DVYA vs. VWID - Volatility Comparison
The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 6.20%, while Virtus WMC International Dividend ETF (VWID) has a volatility of 6.66%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky than VWID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVYA | VWID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 6.66% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 10.07% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 16.00% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 14.25% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 16.54% | +1.04% |