VIDI vs. VUSE

Last updated Jun 5, 2026

VIDI (Vident International Equity Fund) and VUSE (Vident U.S. Equity Strategy ETF) are both exchange-traded funds - VIDI is a Foreign Large Cap Equities fund tracking the Vident International Equity Index, while VUSE is a Mid Cap Value Equities fund tracking the Vident U.S. Quality Index. Both are passively managed. Over the past 10 years, VIDI returned 10.88%/yr vs 12.32%/yr for VUSE. A 0.69 correlation means they provide meaningful diversification when combined. VIDI charges 0.59%/yr vs 0.50%/yr for VUSE.

Performance

VIDI vs. VUSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident International Equity Fund (VIDI) and Vident U.S. Equity Strategy ETF (VUSE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIDI achieves a 22.11% return, which is significantly higher than VUSE's 9.68% return. Over the past 10 years, VIDI has underperformed VUSE with an annualized return of 10.88%, while VUSE has yielded a comparatively higher 12.32% annualized return.

VIDI

• 1D: -0.36%
• 1M: 5.51%
• YTD: 22.11%
• 6M: 25.01%
• 1Y: 48.31%
• 3Y*: 27.28%
• 5Y*: 12.06%
• 10Y*: 10.88%

VUSE

• 1D: 0.21%
• 1M: 4.35%
• YTD: 9.68%
• 6M: 9.32%
• 1Y: 18.57%
• 3Y*: 17.72%
• 5Y*: 10.98%
• 10Y*: 12.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIDI vs. VUSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIDI Vident International Equity Fund	22.11%	41.83%	6.03%	18.92%	-13.83%	11.93%	1.18%	15.84%	-17.65%	33.56%
VUSE Vident U.S. Equity Strategy ETF	9.68%	13.18%	15.77%	24.36%	-9.42%	35.46%	6.76%	20.74%	-15.25%	16.62%

Correlation

The correlation between VIDI and VUSE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jan 23, 2014	0.69

The correlation between VIDI and VUSE has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

VIDI vs. VUSE - Sectors Allocation Comparison

Sectors	VIDI	VUSE
Industrials	18.8%	8.6%
Financial Services	18.5%	14.1%
Technology	13.7%	33.1%
Consumer Cyclical	10.4%	10.5%
Basic Materials	8.4%	2.7%
Energy	8.0%	2.6%
Consumer Defensive	6.2%	7.3%
Healthcare	6.1%	9.5%
Communication Services	6.0%	9.4%
Utilities	3.1%	1.3%
Real Estate	0.8%	1.0%

Return for Risk

VIDI vs. VUSE — Risk / Return Rank

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

VIDI

VIDI Risk / Return Rank: 90
VIDI Sharpe Ratio Rank: 93
VIDI Sortino Ratio Rank: 92
VIDI Omega Ratio Rank: 92
VIDI Calmar Ratio Rank: 86
VIDI Martin Ratio Rank: 87

VUSE

VUSE Risk / Return Rank: 43
VUSE Sharpe Ratio Rank: 43
VUSE Sortino Ratio Rank: 43
VUSE Omega Ratio Rank: 40
VUSE Calmar Ratio Rank: 41
VUSE Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIDI vs. VUSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and Vident U.S. Equity Strategy ETF (VUSE). 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.

	VIDI	VUSE	Difference
Sharpe ratio: Return per unit of total volatility	3.37	1.48	+1.89
Sortino ratio: Return per unit of downside risk	4.38	2.11	+2.27
Omega ratio: Gain probability vs. loss probability	1.61	1.26	+0.36
Calmar ratio: Return relative to maximum drawdown	4.82	2.01	+2.81
Martin ratio: Return relative to average drawdown	18.57	7.49	+11.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIDI vs. VUSE - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 3.37, which is higher than the VUSE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of VIDI and VUSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VIDI	VUSE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.37	1.48	+1.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.63	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.61	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.54	-0.11

Drawdowns

VIDI vs. VUSE - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, which is greater than VUSE's maximum drawdown of -43.92%. Use the drawdown chart below to compare losses from any high point for VIDI and VUSE.

Drawdown Indicators

	VIDI	VUSE	Difference
Max Drawdown Largest peak-to-trough decline	-48.39%	-43.92%	-4.47%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-9.28%	-0.79%
Max Drawdown (3Y) Largest decline over 3 years	-14.54%	-18.93%	+4.39%
Max Drawdown (5Y) Largest decline over 5 years	-30.00%	-21.34%	-8.66%
Max Drawdown (10Y) Largest decline over 10 years	-48.39%	-43.92%	-4.47%
Current Drawdown Current decline from peak	-1.39%	-0.65%	-0.74%
Average Drawdown Average peak-to-trough decline	-10.38%	-5.62%	-4.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.49%	+0.12%

Volatility

VIDI vs. VUSE - Volatility Comparison

Vident International Equity Fund (VIDI) has a higher volatility of 4.13% compared to Vident U.S. Equity Strategy ETF (VUSE) at 2.85%. This indicates that VIDI's price experiences larger fluctuations and is considered to be riskier than VUSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIDI	VUSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	2.85%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	11.95%	9.49%	+2.46%
Volatility (1Y) Calculated over the trailing 1-year period	14.43%	12.62%	+1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.94%	17.46%	-1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	20.21%	-2.20%

VIDI vs. VUSE - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is higher than VUSE's 0.50% expense ratio.

Dividends

VIDI vs. VUSE - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 3.64%, more than VUSE's 0.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIDI Vident International Equity Fund	3.64%	4.26%	4.93%	4.14%	5.85%	4.62%	2.51%	3.35%	2.80%	2.21%	1.92%	2.25%
VUSE Vident U.S. Equity Strategy ETF	0.44%	0.47%	0.84%	1.15%	1.57%	1.16%	1.33%	1.61%	1.55%	1.16%	1.25%	1.73%

Frequently Asked Questions

Can I hold both VIDI and VUSE in my portfolio?

VIDI and VUSE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIDI or VUSE?

VIDI has higher volatility (4.13%) compared to VUSE (2.85%). In terms of maximum drawdown, VIDI dropped -48.39% vs VUSE's -43.92%.

Which ETF is better, VIDI or VUSE?

On 10-year performance, VUSE leads with 12.32% vs 10.88% for VIDI. On fees, VUSE is cheaper at 0.50% per year. On volatility, VUSE has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIDI or VUSE?

Over the 10-year period, VUSE has performed better with a 12.32% return vs 10.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIDI or VUSE?

VUSE is cheaper with a 0.50% expense ratio, compared with 0.59% for VIDI.

Which ETF pays a higher dividend yield, VIDI or VUSE?

VIDI has the higher dividend yield at 3.64%, compared with 0.44% for VUSE.

What is the main difference between VIDI and VUSE?

VIDI is categorized as Foreign Large Cap Equities, while VUSE is Mid Cap Value Equities. VIDI tracks Vident International Equity Index, while VUSE tracks Vident U.S. Quality Index. Their fees differ too: 0.59% for VIDI and 0.50% for VUSE.

Which has better risk-adjusted returns?

VIDI currently has the higher Sharpe Ratio (3.37 vs 1.48), 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.