PortfoliosLab logoPortfoliosLab logo
DWM vs. VWOB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DWM vs. VWOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Equity Fund (DWM) and Vanguard Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DWM achieves a 7.43% return, which is significantly higher than VWOB's 1.54% return. Over the past 10 years, DWM has outperformed VWOB with an annualized return of 8.50%, while VWOB has yielded a comparatively lower 3.53% annualized return.


DWM

1D
-0.76%
1M
2.23%
YTD
7.43%
6M
10.04%
1Y
20.93%
3Y*
17.97%
5Y*
9.61%
10Y*
8.50%

VWOB

1D
-0.31%
1M
1.13%
YTD
1.54%
6M
1.55%
1Y
10.87%
3Y*
9.39%
5Y*
2.08%
10Y*
3.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DWM vs. VWOB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DWM
WisdomTree International Equity Fund
7.43%34.83%4.15%16.63%-9.04%10.76%-2.33%18.98%-13.53%24.08%
VWOB
Vanguard Emerging Markets Government Bond ETF
1.54%13.49%5.20%10.68%-17.39%-1.80%5.65%14.46%-2.92%8.41%

Correlation

The correlation between DWM and VWOB is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.48

The correlation between DWM and VWOB shifts across timeframes, from 0.48 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DWM vs. VWOB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DWM
DWM Risk / Return Rank: 4242
Overall Rank
DWM Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DWM Sortino Ratio Rank: 4242
Sortino Ratio Rank
DWM Omega Ratio Rank: 4242
Omega Ratio Rank
DWM Calmar Ratio Rank: 3939
Calmar Ratio Rank
DWM Martin Ratio Rank: 4343
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 6060
Overall Rank
VWOB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 6565
Sortino Ratio Rank
VWOB Omega Ratio Rank: 6767
Omega Ratio Rank
VWOB Calmar Ratio Rank: 4949
Calmar Ratio Rank
VWOB Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DWM vs. VWOB - Risk-Adjusted Trends 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.


DWMVWOBDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

1.92

2.44

-0.51

Martin ratioReturn relative to average drawdown

7.08

10.30

-3.22

DWM vs. VWOB - Sharpe Ratio Comparison

The current DWM Sharpe Ratio is 1.48, which is lower than the VWOB Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of DWM and VWOB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DWMVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.12

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.23

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.38

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.42

-0.15

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 -26.98%. Use the drawdown chart below to compare losses from any high point for DWM and VWOB.


Loading charts...

Drawdown Indicators


DWMVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-62.10%

-26.98%

-35.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-4.48%

-6.45%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-7.71%

-4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-26.98%

+1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-37.82%

-26.98%

-10.84%

Current Drawdown

Current decline from peak

-2.78%

-0.36%

-2.42%

Average Drawdown

Average peak-to-trough decline

-13.50%

-4.78%

-8.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.06%

+1.90%

Volatility

DWM vs. VWOB - Volatility Comparison

WisdomTree International Equity Fund (DWM) has a higher volatility of 4.43% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.72%. 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.


Loading charts...

Volatility by Period


DWMVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

1.72%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

4.17%

+7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

5.15%

+9.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

9.18%

+6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

9.34%

+7.25%

DWM vs. VWOB - Expense Ratio Comparison

DWM has a 0.48% expense ratio, which is higher than VWOB's 0.20% expense ratio.


Dividends

DWM vs. VWOB - Dividend Comparison

DWM's dividend yield for the trailing twelve months is around 2.76%, less than VWOB's 5.85% yield.


PositionTTM20252024202320222021202020192018201720162015
DWM
WisdomTree International Equity Fund
2.76%3.06%3.86%4.15%4.36%3.64%2.74%3.46%3.86%2.99%3.43%3.55%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.85%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Frequently Asked Questions


DWM and VWOB have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DWM has higher volatility (4.43%) compared to VWOB (1.72%). In terms of maximum drawdown, DWM dropped -62.10% vs VWOB's -26.98%.

On 10-year performance, DWM leads with 8.50% vs 3.53% for VWOB. On fees, VWOB is cheaper at 0.20% per year. On volatility, VWOB has been the lower-risk option at 1.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DWM has performed better with a 8.50% return vs 3.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VWOB is cheaper with a 0.20% expense ratio, compared with 0.48% for DWM.

VWOB has the higher dividend yield at 5.85%, compared with 2.76% for DWM.

DWM is categorized as Foreign Large Cap Equities, while VWOB is Emerging Markets Bonds. DWM tracks WisdomTree International Equity Index, while VWOB tracks Barclays USD Emerging Markets Government RIC Capped Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.48% for DWM and 0.20% for VWOB.

VWOB currently has the higher Sharpe Ratio (2.12 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DWM and VWOB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer