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EDIV vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDIV and VWO is 0.89, 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.


-0.50.00.51.00.9

Performance

EDIV vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Emerging Markets Dividend ETF (EDIV) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.93%
3.66%
EDIV
VWO

Key characteristics

Sharpe Ratio

EDIV:

1.44

VWO:

1.10

Sortino Ratio

EDIV:

2.10

VWO:

1.62

Omega Ratio

EDIV:

1.26

VWO:

1.20

Calmar Ratio

EDIV:

1.70

VWO:

0.70

Martin Ratio

EDIV:

4.34

VWO:

3.76

Ulcer Index

EDIV:

4.02%

VWO:

4.31%

Daily Std Dev

EDIV:

12.01%

VWO:

14.78%

Max Drawdown

EDIV:

-53.35%

VWO:

-67.68%

Current Drawdown

EDIV:

-7.96%

VWO:

-10.63%

Returns By Period

In the year-to-date period, EDIV achieves a -0.47% return, which is significantly lower than VWO's 0.39% return. Over the past 10 years, EDIV has outperformed VWO with an annualized return of 4.16%, while VWO has yielded a comparatively lower 3.61% annualized return.


EDIV

YTD

-0.47%

1M

0.25%

6M

1.93%

1Y

15.97%

5Y*

6.58%

10Y*

4.16%

VWO

YTD

0.39%

1M

-0.43%

6M

3.66%

1Y

16.04%

5Y*

2.96%

10Y*

3.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EDIV vs. VWO - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is higher than VWO's 0.08% expense ratio.


EDIV
SPDR S&P Emerging Markets Dividend ETF
Expense ratio chart for EDIV: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

EDIV vs. VWO — Risk-Adjusted Performance Rank

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

EDIV
The Risk-Adjusted Performance Rank of EDIV is 5454
Overall Rank
The Sharpe Ratio Rank of EDIV is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of EDIV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of EDIV is 5656
Omega Ratio Rank
The Calmar Ratio Rank of EDIV is 5656
Calmar Ratio Rank
The Martin Ratio Rank of EDIV is 4242
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 3939
Overall Rank
The Sharpe Ratio Rank of VWO is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 3737
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.

EDIV vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


Sharpe ratio
The chart of Sharpe ratio for EDIV, currently valued at 1.44, compared to the broader market0.002.004.001.441.10
The chart of Sortino ratio for EDIV, currently valued at 2.10, compared to the broader market0.005.0010.002.101.62
The chart of Omega ratio for EDIV, currently valued at 1.26, compared to the broader market1.002.003.001.261.20
The chart of Calmar ratio for EDIV, currently valued at 1.70, compared to the broader market0.005.0010.0015.0020.001.700.70
The chart of Martin ratio for EDIV, currently valued at 4.34, compared to the broader market0.0020.0040.0060.0080.00100.004.343.76
EDIV
VWO

The current EDIV Sharpe Ratio is 1.44, which is higher than the VWO Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of EDIV and VWO, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.44
1.10
EDIV
VWO

Dividends

EDIV vs. VWO - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 3.96%, more than VWO's 3.19% yield.


TTM20242023202220212020201920182017201620152014
EDIV
SPDR S&P Emerging Markets Dividend ETF
3.96%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%
VWO
Vanguard FTSE Emerging Markets ETF
3.19%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

EDIV vs. VWO - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.35%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for EDIV and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.96%
-10.63%
EDIV
VWO

Volatility

EDIV vs. VWO - Volatility Comparison

The current volatility for SPDR S&P Emerging Markets Dividend ETF (EDIV) is 3.50%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.10%. This indicates that EDIV experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.50%
4.10%
EDIV
VWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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