DWX vs. VTI
Compare and contrast key facts about SPDR S&P International Dividend ETF (DWX) and Vanguard Total Stock Market ETF (VTI).
DWX and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DWX is a passively managed fund by State Street that tracks the performance of the S&P International Dividend Opportunities Index. It was launched on Feb 12, 2008. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both DWX and VTI 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: DWX or VTI.
Key characteristics
| DWX | VTI | |
|---|---|---|
| YTD Return | 5.62% | 24.89% |
| 1Y Return | 13.70% | 37.66% |
| 3Y Return (Ann) | 1.86% | 8.22% |
| 5Y Return (Ann) | 2.37% | 15.13% |
| 10Y Return (Ann) | 2.38% | 12.82% |
| Sharpe Ratio | 1.29 | 3.01 |
| Sortino Ratio | 1.86 | 4.02 |
| Omega Ratio | 1.23 | 1.56 |
| Calmar Ratio | 1.31 | 4.08 |
| Martin Ratio | 5.86 | 19.62 |
| Ulcer Index | 2.24% | 1.94% |
| Daily Std Dev | 10.19% | 12.66% |
| Max Drawdown | -66.86% | -55.45% |
| Current Drawdown | -6.33% | 0.00% |
Correlation
The correlation between DWX and VTI is 0.74, 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
DWX vs. VTI - Performance Comparison
In the year-to-date period, DWX achieves a 5.62% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, DWX has underperformed VTI with an annualized return of 2.38%, while VTI has yielded a comparatively higher 12.82% 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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DWX vs. VTI - Expense Ratio Comparison
DWX has a 0.45% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
DWX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P International Dividend ETF (DWX) and Vanguard Total Stock Market ETF (VTI). 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
DWX vs. VTI - Dividend Comparison
DWX's dividend yield for the trailing twelve months is around 4.30%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWX SPDR S&P International Dividend ETF | 4.30% | 4.12% | 4.68% | 3.89% | 3.84% | 4.40% | 5.06% | 3.85% | 5.26% | 5.81% | 6.02% | 6.85% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DWX vs. VTI - Drawdown Comparison
The maximum DWX drawdown since its inception was -66.86%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DWX and VTI. For additional features, visit the drawdowns tool.
Volatility
DWX vs. VTI - Volatility Comparison
The current volatility for SPDR S&P International Dividend ETF (DWX) is 2.84%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.12%. This indicates that DWX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.