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

Correlation

The correlation between EMDV and VWO is 0.83, 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.


-0.50.00.51.00.8

Performance

EMDV vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) 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%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
2.69%
1.21%
EMDV
VWO

Key characteristics

Sharpe Ratio

EMDV:

0.19

VWO:

0.85

Sortino Ratio

EMDV:

0.39

VWO:

1.28

Omega Ratio

EMDV:

1.05

VWO:

1.16

Calmar Ratio

EMDV:

0.11

VWO:

0.54

Martin Ratio

EMDV:

0.50

VWO:

3.49

Ulcer Index

EMDV:

6.45%

VWO:

3.66%

Daily Std Dev

EMDV:

16.91%

VWO:

15.06%

Max Drawdown

EMDV:

-39.20%

VWO:

-67.68%

Current Drawdown

EMDV:

-23.84%

VWO:

-12.46%

Returns By Period

In the year-to-date period, EMDV achieves a 1.26% return, which is significantly lower than VWO's 8.75% return.


EMDV

YTD

1.26%

1M

-1.73%

6M

2.69%

1Y

3.53%

5Y*

-3.63%

10Y*

N/A

VWO

YTD

8.75%

1M

-2.68%

6M

0.87%

1Y

12.78%

5Y*

2.75%

10Y*

3.81%

Compare stocks, funds, or ETFs

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


EMDV vs. VWO - Expense Ratio Comparison

EMDV has a 0.60% expense ratio, which is higher than VWO's 0.08% expense ratio.


EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
Expense ratio chart for EMDV: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
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

EMDV vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) 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 EMDV, currently valued at 0.30, compared to the broader market0.002.004.000.300.85
The chart of Sortino ratio for EMDV, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.000.541.28
The chart of Omega ratio for EMDV, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.16
The chart of Calmar ratio for EMDV, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.180.54
The chart of Martin ratio for EMDV, currently valued at 0.79, compared to the broader market0.0020.0040.0060.0080.00100.000.793.49
EMDV
VWO

The current EMDV Sharpe Ratio is 0.19, which is lower than the VWO Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of EMDV 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.30
0.85
EMDV
VWO

Dividends

EMDV vs. VWO - Dividend Comparison

EMDV's dividend yield for the trailing twelve months is around 2.17%, more than VWO's 0.77% yield.


TTM20232022202120202019201820172016201520142013
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
2.17%1.88%3.68%2.12%3.12%2.38%1.27%2.09%2.79%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
0.77%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

EMDV vs. VWO - Drawdown Comparison

The maximum EMDV drawdown since its inception was -39.20%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for EMDV and VWO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-23.84%
-12.46%
EMDV
VWO

Volatility

EMDV vs. VWO - Volatility Comparison

The current volatility for ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) is 4.32%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.67%. This indicates that EMDV 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%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
4.67%
EMDV
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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