VEMY vs. VWID
VEMY (Virtus Stone Harbor Emerging Markets High Yield Bond ETF) and VWID (Virtus WMC International Dividend ETF) are both exchange-traded funds - VEMY is a Emerging Markets Bonds fund actively managed by Virtus, while VWID is a Dividend fund tracking the MSCI World ex USA Value Index (net). VEMY is actively managed, while VWID is passively managed. Over the past 3 years, VEMY returned 15.52%/yr vs 20.33%/yr for VWID. A 0.52 correlation means they provide meaningful diversification when combined. VEMY charges 0.58%/yr vs 0.49%/yr for VWID.
Performance
VEMY vs. VWID - Performance Comparison
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Returns By Period
In the year-to-date period, VEMY achieves a 5.93% return, which is significantly lower than VWID's 7.96% return.
VEMY
- 1D
- 0.03%
- 1M
- 1.22%
- YTD
- 5.93%
- 6M
- 6.67%
- 1Y
- 18.43%
- 3Y*
- 15.52%
- 5Y*
- —
- 10Y*
- —
VWID
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 7.96%
- 6M
- 12.34%
- 1Y
- 26.99%
- 3Y*
- 20.33%
- 5Y*
- 11.20%
- 10Y*
- —
VEMY vs. VWID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 5.93% | 15.27% | 13.48% | 14.45% | -1.08% |
VWID Virtus WMC International Dividend ETF | 7.96% | 41.70% | 3.10% | 17.10% | -1.94% |
Correlation
The correlation between VEMY and VWID is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.52 |
The correlation between VEMY and VWID shifts across timeframes, from 0.42 (1 year) to 0.53 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VEMY vs. VWID — Risk / Return Rank
VEMY
VWID
VEMY vs. VWID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and Virtus WMC International Dividend ETF (VWID). 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.
| VEMY | VWID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.45 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 2.97 | +1.65 |
| Martin ratioReturn relative to average drawdown | 21.97 | 11.54 | +10.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEMY | VWID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.06 | 2.25 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.83 | 0.64 | +1.19 |
Drawdowns
VEMY vs. VWID - Drawdown Comparison
The maximum VEMY drawdown since its inception was -8.77%, smaller than the maximum VWID drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for VEMY and VWID.
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Drawdown Indicators
| VEMY | VWID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -34.64% | +25.87% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -9.13% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -12.14% | +5.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.30% | — |
Current DrawdownCurrent decline from peak | -0.14% | -1.97% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -1.30% | -4.69% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 2.34% | -1.50% |
Volatility
VEMY vs. VWID - Volatility Comparison
Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) has a higher volatility of 1.54% compared to Virtus WMC International Dividend ETF (VWID) at 0.00%. This indicates that VEMY's price experiences larger fluctuations and is considered to be riskier than VWID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEMY | VWID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 0.00% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 4.63% | 9.24% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 12.02% | -5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.63% | 14.15% | -6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 16.40% | -8.77% |
VEMY vs. VWID - Expense Ratio Comparison
VEMY has a 0.58% expense ratio, which is higher than VWID's 0.49% expense ratio.
Dividends
VEMY vs. VWID - Dividend Comparison
VEMY's dividend yield for the trailing twelve months is around 8.37%, more than VWID's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.37% | 8.89% | 10.28% | 9.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWID Virtus WMC International Dividend ETF | 4.54% | 4.86% | 4.48% | 4.97% | 5.73% | 10.70% | 4.71% | 1.99% | 4.55% | 0.74% |
Frequently Asked Questions
VEMY and VWID have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEMY has higher volatility (1.54%) compared to VWID (0.00%). In terms of maximum drawdown, VEMY dropped -8.77% vs VWID's -34.64%.
On 3-year performance, VWID leads with 20.33% vs 15.52% for VEMY. On fees, VWID is cheaper at 0.49% per year. On volatility, VWID has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VWID has performed better with a 20.33% return vs 15.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VWID is cheaper with a 0.49% expense ratio, compared with 0.58% for VEMY.
VEMY has the higher dividend yield at 8.37%, compared with 4.54% for VWID.
VEMY is categorized as Emerging Markets Bonds, while VWID is Dividend. Their fees differ too: 0.58% for VEMY and 0.49% for VWID.
VEMY currently has the higher Sharpe Ratio (3.06 vs 2.25), 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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