Correlation
The correlation between DWM and VXUS is 0.78, 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.
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.
Performance
DWM vs. VXUS - Performance Comparison
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Key characteristics
DWM:
1.03
VXUS:
0.83
DWM:
1.71
VXUS:
1.37
DWM:
1.24
VXUS:
1.19
DWM:
1.53
VXUS:
1.12
DWM:
4.62
VXUS:
3.58
DWM:
4.19%
VXUS:
4.27%
DWM:
16.49%
VXUS:
16.91%
DWM:
-62.10%
VXUS:
-35.97%
DWM:
0.00%
VXUS:
0.00%
Returns By Period
In the year-to-date period, DWM achieves a 20.70% return, which is significantly higher than VXUS's 15.11% return. Both investments have delivered pretty close results over the past 10 years, with DWM having a 5.63% annualized return and VXUS not far ahead at 5.87%.
DWM
20.70%
3.80%
17.03%
16.85%
12.22%
10.81%
5.63%
VXUS
15.11%
4.00%
11.58%
13.99%
9.79%
9.43%
5.87%
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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 Rank
DWM
VXUS
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.
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Dividends
DWM vs. VXUS - Dividend Comparison
DWM's dividend yield for the trailing twelve months is around 3.06%, more than VXUS's 2.89% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWM WisdomTree International Equity Fund | 3.06% | 3.86% | 4.15% | 4.36% | 3.64% | 2.75% | 3.46% | 3.86% | 2.99% | 3.43% | 3.55% | 4.71% |
VXUS Vanguard Total International Stock ETF | 2.89% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
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.
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Volatility
DWM vs. VXUS - Volatility Comparison
The current volatility for WisdomTree International Equity Fund (DWM) is 2.83%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.07%. This indicates that DWM experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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