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

Correlation

The correlation between EDIV and VWOB is 0.44, 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.


-0.50.00.51.00.4

Performance

EDIV vs. VWOB - 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 Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.61%
3.20%
EDIV
VWOB

Key characteristics

Sharpe Ratio

EDIV:

1.33

VWOB:

1.25

Sortino Ratio

EDIV:

1.95

VWOB:

1.77

Omega Ratio

EDIV:

1.24

VWOB:

1.22

Calmar Ratio

EDIV:

1.57

VWOB:

0.65

Martin Ratio

EDIV:

4.04

VWOB:

5.89

Ulcer Index

EDIV:

3.99%

VWOB:

1.41%

Daily Std Dev

EDIV:

12.07%

VWOB:

6.66%

Max Drawdown

EDIV:

-53.35%

VWOB:

-26.97%

Current Drawdown

EDIV:

-8.67%

VWOB:

-5.15%

Returns By Period

In the year-to-date period, EDIV achieves a -1.23% return, which is significantly lower than VWOB's 0.79% return. Over the past 10 years, EDIV has outperformed VWOB with an annualized return of 4.08%, while VWOB has yielded a comparatively lower 3.05% annualized return.


EDIV

YTD

-1.23%

1M

-0.52%

6M

0.61%

1Y

14.67%

5Y*

6.21%

10Y*

4.08%

VWOB

YTD

0.79%

1M

0.44%

6M

3.20%

1Y

8.10%

5Y*

-0.01%

10Y*

3.05%

*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. VWOB - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is higher than VWOB's 0.20% 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 VWOB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

EDIV vs. VWOB — 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 4949
Overall Rank
The Sharpe Ratio Rank of EDIV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of EDIV is 5252
Sortino Ratio Rank
The Omega Ratio Rank of EDIV is 5151
Omega Ratio Rank
The Calmar Ratio Rank of EDIV is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EDIV is 3939
Martin Ratio Rank

VWOB
The Risk-Adjusted Performance Rank of VWOB is 4545
Overall Rank
The Sharpe Ratio Rank of VWOB is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VWOB is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VWOB is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VWOB is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VWOB is 5252
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. VWOB - 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 Emerging Markets Government Bond ETF (VWOB). 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 1.33, compared to the broader market0.002.004.001.331.25
The chart of Sortino ratio for EDIV, currently valued at 1.95, compared to the broader market0.005.0010.001.951.77
The chart of Omega ratio for EDIV, currently valued at 1.24, compared to the broader market1.002.003.001.241.22
The chart of Calmar ratio for EDIV, currently valued at 1.57, compared to the broader market0.005.0010.0015.0020.001.570.65
The chart of Martin ratio for EDIV, currently valued at 4.04, compared to the broader market0.0020.0040.0060.0080.00100.004.045.89
EDIV
VWOB

The current EDIV Sharpe Ratio is 1.33, which is comparable to the VWOB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EDIV and VWOB, 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 Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.33
1.25
EDIV
VWOB

Dividends

EDIV vs. VWOB - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 3.99%, less than VWOB's 6.03% yield.


TTM20242023202220212020201920182017201620152014
EDIV
SPDR S&P Emerging Markets Dividend ETF
3.99%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%
VWOB
Vanguard Emerging Markets Government Bond ETF
6.03%6.08%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%

Drawdowns

EDIV vs. VWOB - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.35%, which is greater than VWOB's maximum drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for EDIV and VWOB. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.67%
-5.15%
EDIV
VWOB

Volatility

EDIV vs. VWOB - Volatility Comparison

SPDR S&P Emerging Markets Dividend ETF (EDIV) has a higher volatility of 3.46% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 2.21%. This indicates that EDIV's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.46%
2.21%
EDIV
VWOB
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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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