REPYY vs. VWOB
REPYY (Repsol SA) is a stock, while VWOB (Vanguard Emerging Markets Government Bond ETF) is Emerging Markets Bonds fund tracking the Bloomberg USD Emerging Markets Government RIC Capped Index. Over the past 10 years, REPYY returned 16.06%/yr vs 3.04%/yr for VWOB. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
REPYY vs. VWOB - Performance Comparison
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Returns By Period
In the year-to-date period, REPYY achieves a 73.12% return, which is significantly higher than VWOB's 0.51% return. Over the past 10 years, REPYY has outperformed VWOB with an annualized return of 16.06%, while VWOB has yielded a comparatively lower 3.04% annualized return.
REPYY
- 1D
- -0.94%
- 1M
- 21.33%
- 6M
- 60.18%
- YTD
- 73.12%
- 1Y
- 114.88%
- 3Y*
- 35.35%
- 5Y*
- 30.29%
- 10Y*
- 16.06%
- ALL TIME*
- 16.68%
VWOB
- 1D
- -0.05%
- 1M
- -1.73%
- 6M
- 0.17%
- YTD
- 0.51%
- 1Y
- 6.22%
- 3Y*
- 8.10%
- 5Y*
- 1.67%
- 10Y*
- 3.04%
- ALL TIME*
- 3.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
REPYY Repsol SA | $2.72M | $2.66M | $2.90M |
| $31.27M | $31.92M | $36.19M |
REPYY vs. VWOB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REPYY Repsol SA | 73.12% | 66.69% | -13.03% | -2.01% | 41.58% | 20.97% | -30.67% | 6.40% | -7.33% | 31.40% |
VWOB Vanguard Emerging Markets Government Bond ETF | 0.51% | 13.49% | 5.20% | 10.68% | -17.39% | -1.80% | 5.65% | 14.46% | -2.92% | 8.41% |
Correlation
The correlation between REPYY and VWOB is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.19 |
The correlation between REPYY and VWOB shifts across timeframes, from -0.20 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
REPYY vs. VWOB — Risk / Return Rank
REPYY
VWOB
REPYY vs. VWOB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Repsol SA (REPYY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| REPYY | VWOB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.23 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 6.51 | 1.47 | +5.05 |
| Martin ratioReturn relative to average drawdown | 18.58 | 5.83 | +12.75 |
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Drawdowns
REPYY vs. VWOB - Drawdown Comparison
The maximum REPYY drawdown since its inception was -65.56%, which is greater than VWOB's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for REPYY and VWOB.
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Drawdown Indicators
| REPYY | VWOB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.56% | -26.98% | -38.58% |
Max Drawdown (1Y)Largest decline over 1 year | -17.30% | -4.48% | -12.82% |
Max Drawdown (3Y)Largest decline over 3 years | -34.63% | -6.65% | -27.98% |
Max Drawdown (5Y)Largest decline over 5 years | -35.71% | -26.98% | -8.73% |
Max Drawdown (10Y)Largest decline over 10 years | -65.56% | -26.98% | -38.58% |
Current DrawdownCurrent decline from peak | -0.94% | -1.97% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -15.84% | -4.75% | -11.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 1.12% | +4.93% |
Volatility
REPYY vs. VWOB - Volatility Comparison
Repsol SA (REPYY) has a higher volatility of 9.48% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.35%. This indicates that REPYY'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.
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Volatility by Period
| REPYY | VWOB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 1.35% | +8.13% |
Volatility (6M)Calculated over the trailing 6-month period | 25.44% | 4.48% | +20.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.15% | 5.31% | +25.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.54% | 9.20% | +19.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.95% | 9.34% | +22.61% |
Dividends
REPYY vs. VWOB - Dividend Comparison
REPYY's dividend yield for the trailing twelve months is around 3.98%, less than VWOB's 5.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REPYY Repsol SA | 3.98% | 5.69% | 8.07% | 5.03% | 4.22% | 2.41% | 8.21% | 8.35% | 2.97% | 4.31% | 3.89% | 0.00% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.34% | 5.92% | 6.08% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% |
Frequently Asked Questions
REPYY and VWOB have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REPYY has higher volatility (9.48%) compared to VWOB (1.35%). In terms of maximum drawdown, REPYY dropped -65.56% vs VWOB's -26.98%.
REPYY currently has the higher Sharpe Ratio (3.62 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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