DWX vs. VYM
Compare and contrast key facts about SPDR S&P International Dividend ETF (DWX) and Vanguard High Dividend Yield ETF (VYM).
DWX and VYM 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. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019. Both DWX and VYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DWX vs. VYM - Performance Comparison
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DWX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWX SPDR S&P International Dividend ETF | 4.69% | 31.62% | 2.56% | 14.74% | -12.99% | 10.56% | -5.10% | 20.26% | -11.11% | 18.91% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, DWX achieves a 4.69% return, which is significantly higher than VYM's 3.69% return. Over the past 10 years, DWX has underperformed VYM with an annualized return of 7.51%, while VYM has yielded a comparatively higher 11.22% annualized return.
DWX
- 1D
- 0.38%
- 1M
- -3.99%
- YTD
- 4.69%
- 6M
- 8.87%
- 1Y
- 24.39%
- 3Y*
- 15.02%
- 5Y*
- 8.15%
- 10Y*
- 7.51%
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
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DWX vs. VYM - Expense Ratio Comparison
DWX has a 0.45% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
DWX vs. VYM — Risk / Return Rank
DWX
VYM
DWX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P International Dividend ETF (DWX) and Vanguard High Dividend Yield ETF (VYM). 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.
| DWX | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.19 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.70 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | 1.56 | +1.34 |
Martin ratioReturn relative to average drawdown | 10.97 | 6.86 | +4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DWX | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.19 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.79 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.69 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.49 | -0.37 |
Correlation
The correlation between DWX and VYM is 0.72, 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.
Dividends
DWX vs. VYM - Dividend Comparison
DWX's dividend yield for the trailing twelve months is around 4.26%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWX SPDR S&P International Dividend ETF | 4.26% | 4.44% | 4.31% | 4.12% | 4.68% | 3.89% | 3.84% | 4.40% | 5.06% | 3.85% | 5.25% | 5.81% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
DWX vs. VYM - Drawdown Comparison
The maximum DWX drawdown since its inception was -66.86%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DWX and VYM.
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Drawdown Indicators
| DWX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.86% | -56.98% | -9.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -11.32% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.96% | -15.84% | -11.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -35.21% | -0.84% |
Current DrawdownCurrent decline from peak | -5.51% | -4.91% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -7.25% | -6.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.57% | -0.30% |
Volatility
DWX vs. VYM - Volatility Comparison
SPDR S&P International Dividend ETF (DWX) has a higher volatility of 5.07% compared to Vanguard High Dividend Yield ETF (VYM) at 3.60%. This indicates that DWX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 3.60% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 7.96% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 15.14% | -2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.13% | 13.97% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 16.33% | -1.12% |