DWM vs. VXUS
Compare and contrast key facts about WisdomTree International Equity Fund (DWM) and Vanguard Total International Stock ETF (VXUS).
DWM and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both DWM and VXUS 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 VXUS.
Key characteristics
| DWM | VXUS | |
|---|---|---|
| YTD Return | 5.83% | 6.85% |
| 1Y Return | 15.83% | 16.98% |
| 3Y Return (Ann) | 3.95% | 0.52% |
| 5Y Return (Ann) | 4.77% | 5.59% |
| 10Y Return (Ann) | 4.19% | 4.93% |
| Sharpe Ratio | 1.29 | 1.33 |
| Sortino Ratio | 1.81 | 1.90 |
| Omega Ratio | 1.22 | 1.24 |
| Calmar Ratio | 2.25 | 1.23 |
| Martin Ratio | 7.40 | 7.70 |
| Ulcer Index | 2.18% | 2.24% |
| Daily Std Dev | 12.54% | 12.95% |
| Max Drawdown | -62.10% | -35.97% |
| Current Drawdown | -7.16% | -6.76% |
Correlation
The correlation between DWM and VXUS is 0.96, 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.
Performance
DWM vs. VXUS - Performance Comparison
In the year-to-date period, DWM achieves a 5.83% return, which is significantly lower than VXUS's 6.85% return. Over the past 10 years, DWM has underperformed VXUS with an annualized return of 4.19%, while VXUS has yielded a comparatively higher 4.93% 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. VXUS - Expense Ratio Comparison
DWM has a 0.48% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
DWM vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
DWM's dividend yield for the trailing twelve months is around 3.75%, more than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWM WisdomTree International Equity Fund | 3.75% | 4.15% | 4.36% | 3.64% | 2.75% | 3.46% | 3.86% | 2.99% | 3.43% | 3.55% | 4.71% | 3.30% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
DWM vs. VXUS - Drawdown Comparison
The maximum DWM drawdown since its inception was -62.10%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DWM and VXUS. For additional features, visit the drawdowns tool.
Volatility
DWM vs. VXUS - Volatility Comparison
WisdomTree International Equity Fund (DWM) and Vanguard Total International Stock ETF (VXUS) have volatilities of 4.31% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.