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DWX vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DWX and VYMI is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DWX vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P International Dividend ETF (DWX) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
86.19%
112.51%
DWX
VYMI

Key characteristics

Sharpe Ratio

DWX:

2.08

VYMI:

1.07

Sortino Ratio

DWX:

2.79

VYMI:

1.54

Omega Ratio

DWX:

1.41

VYMI:

1.21

Calmar Ratio

DWX:

2.33

VYMI:

1.36

Martin Ratio

DWX:

5.68

VYMI:

4.72

Ulcer Index

DWX:

4.36%

VYMI:

3.69%

Daily Std Dev

DWX:

11.91%

VYMI:

16.29%

Max Drawdown

DWX:

-66.86%

VYMI:

-40.00%

Current Drawdown

DWX:

0.00%

VYMI:

0.00%

Returns By Period

In the year-to-date period, DWX achieves a 17.65% return, which is significantly higher than VYMI's 12.78% return.


DWX

YTD

17.65%

1M

6.21%

6M

12.81%

1Y

23.74%

5Y*

9.57%

10Y*

3.32%

VYMI

YTD

12.78%

1M

2.64%

6M

8.81%

1Y

15.86%

5Y*

14.69%

10Y*

N/A

*Annualized

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DWX vs. VYMI - Expense Ratio Comparison

DWX has a 0.45% expense ratio, which is higher than VYMI's 0.22% expense ratio.


Expense ratio chart for DWX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DWX: 0.45%
Expense ratio chart for VYMI: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYMI: 0.22%

Risk-Adjusted Performance

DWX vs. VYMI — Risk-Adjusted Performance Rank

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

DWX
The Risk-Adjusted Performance Rank of DWX is 9393
Overall Rank
The Sharpe Ratio Rank of DWX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of DWX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of DWX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of DWX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of DWX is 8686
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8383
Overall Rank
The Sharpe Ratio Rank of VYMI is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DWX vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P International Dividend ETF (DWX) and Vanguard International High Dividend Yield ETF (VYMI). 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.


The chart of Sharpe ratio for DWX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.00
DWX: 2.08
VYMI: 1.07
The chart of Sortino ratio for DWX, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.00
DWX: 2.79
VYMI: 1.54
The chart of Omega ratio for DWX, currently valued at 1.41, compared to the broader market0.501.001.502.002.50
DWX: 1.41
VYMI: 1.21
The chart of Calmar ratio for DWX, currently valued at 2.33, compared to the broader market0.002.004.006.008.0010.0012.00
DWX: 2.33
VYMI: 1.36
The chart of Martin ratio for DWX, currently valued at 5.68, compared to the broader market0.0020.0040.0060.00
DWX: 5.68
VYMI: 4.72

The current DWX Sharpe Ratio is 2.08, which is higher than the VYMI Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of DWX and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
2.08
1.07
DWX
VYMI

Dividends

DWX vs. VYMI - Dividend Comparison

DWX's dividend yield for the trailing twelve months is around 3.80%, less than VYMI's 4.31% yield.


TTM20242023202220212020201920182017201620152014
DWX
SPDR S&P International Dividend ETF
3.80%4.31%4.12%4.68%3.89%3.84%4.40%5.06%3.85%5.26%5.81%6.02%
VYMI
Vanguard International High Dividend Yield ETF
4.31%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%

Drawdowns

DWX vs. VYMI - Drawdown Comparison

The maximum DWX drawdown since its inception was -66.86%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DWX and VYMI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril00
DWX
VYMI

Volatility

DWX vs. VYMI - Volatility Comparison

The current volatility for SPDR S&P International Dividend ETF (DWX) is 7.29%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 10.96%. This indicates that DWX experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.29%
10.96%
DWX
VYMI