DWM vs. VWOB
Compare and contrast key facts about WisdomTree International Equity Fund (DWM) and Vanguard Emerging Markets Government Bond ETF (VWOB).
DWM and VWOB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DWM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Equity Index. It was launched on Jun 16, 2006. VWOB is a passively managed fund by Vanguard that tracks the performance of the Barclays USD Emerging Markets Government RIC Capped Index. It was launched on May 31, 2013. Both DWM and VWOB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWM or VWOB.
Key characteristics
| DWM | VWOB | |
|---|---|---|
| YTD Return | 5.26% | 6.14% |
| 1Y Return | 12.51% | 15.92% |
| 3Y Return (Ann) | 3.76% | -0.80% |
| 5Y Return (Ann) | 4.57% | 0.64% |
| 10Y Return (Ann) | 4.13% | 2.86% |
| Sharpe Ratio | 1.21 | 2.09 |
| Sortino Ratio | 1.71 | 3.11 |
| Omega Ratio | 1.21 | 1.38 |
| Calmar Ratio | 1.99 | 0.85 |
| Martin Ratio | 6.81 | 11.43 |
| Ulcer Index | 2.23% | 1.35% |
| Daily Std Dev | 12.55% | 7.38% |
| Max Drawdown | -62.10% | -26.97% |
| Current Drawdown | -7.66% | -5.07% |
Correlation
The correlation between DWM and VWOB is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DWM vs. VWOB - Performance Comparison
In the year-to-date period, DWM achieves a 5.26% return, which is significantly lower than VWOB's 6.14% return. Over the past 10 years, DWM has outperformed VWOB with an annualized return of 4.13%, while VWOB has yielded a comparatively lower 2.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DWM vs. VWOB - Expense Ratio Comparison
DWM has a 0.48% expense ratio, which is higher than VWOB's 0.20% expense ratio.
Risk-Adjusted Performance
DWM vs. VWOB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.
Dividends
DWM vs. VWOB - Dividend Comparison
DWM's dividend yield for the trailing twelve months is around 3.77%, less than VWOB's 5.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWM WisdomTree International Equity Fund | 3.77% | 4.15% | 4.36% | 3.64% | 2.75% | 3.46% | 3.86% | 2.99% | 3.43% | 3.55% | 4.71% | 3.30% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.85% | 5.50% | 5.31% | 4.04% | 4.18% | 4.58% | 4.53% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
Drawdowns
DWM vs. VWOB - Drawdown Comparison
The maximum DWM drawdown since its inception was -62.10%, which is greater than VWOB's maximum drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for DWM and VWOB. For additional features, visit the drawdowns tool.
Volatility
DWM vs. VWOB - Volatility Comparison
WisdomTree International Equity Fund (DWM) has a higher volatility of 4.24% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 2.07%. This indicates that DWM's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.