VIGI vs. DEW
VIGI (Vanguard International Dividend Appreciation ETF) and DEW (WisdomTree Global High Dividend Fund) are both exchange-traded funds - VIGI is a Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index, while DEW is a Large Cap Value Equities fund tracking the WisdomTree Global High Dividend Index. Both are passively managed. Over the past 10 years, VIGI returned 8.32%/yr vs 9.67%/yr for DEW. A 0.76 correlation means they provide meaningful diversification when combined. VIGI charges 0.15%/yr vs 0.58%/yr for DEW.
Performance
VIGI vs. DEW - Performance Comparison
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Returns By Period
In the year-to-date period, VIGI achieves a 3.29% return, which is significantly lower than DEW's 12.49% return. Over the past 10 years, VIGI has underperformed DEW with an annualized return of 8.32%, while DEW has yielded a comparatively higher 9.67% annualized return.
VIGI
- 1D
- 0.12%
- 1M
- -0.03%
- YTD
- 3.29%
- 6M
- 3.27%
- 1Y
- 9.11%
- 3Y*
- 10.37%
- 5Y*
- 4.55%
- 10Y*
- 8.32%
DEW
- 1D
- 0.54%
- 1M
- -0.50%
- YTD
- 12.49%
- 6M
- 12.55%
- 1Y
- 25.77%
- 3Y*
- 19.10%
- 5Y*
- 11.63%
- 10Y*
- 9.67%
VIGI vs. DEW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIGI Vanguard International Dividend Appreciation ETF | 3.29% | 16.88% | 2.73% | 16.30% | -16.79% | 12.51% | 14.66% | 27.53% | -11.50% | 27.97% |
DEW WisdomTree Global High Dividend Fund | 12.49% | 22.39% | 11.58% | 9.39% | -2.73% | 21.29% | -7.32% | 20.45% | -10.58% | 15.38% |
Correlation
The correlation between VIGI and DEW is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.76 |
The correlation between VIGI and DEW has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.
VIGI vs. DEW - Sectors Allocation Comparison
Sectors
VIGI
DEW
Financial Services
Industrials
Healthcare
Technology
Consumer Defensive
Utilities
Basic Materials
Consumer Cyclical
Energy
Communication Services
Real Estate
Financial Services
VIGI
DEW
Industrials
VIGI
DEW
Healthcare
VIGI
DEW
Technology
VIGI
DEW
Consumer Defensive
VIGI
DEW
Utilities
VIGI
DEW
Basic Materials
VIGI
DEW
Consumer Cyclical
VIGI
DEW
Energy
VIGI
DEW
Communication Services
VIGI
DEW
Real Estate
VIGI
DEW
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Return for Risk
VIGI vs. DEW — Risk / Return Rank
VIGI
DEW
VIGI vs. DEW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and WisdomTree Global High Dividend Fund (DEW). 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.
| VIGI | DEW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.47 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 4.08 | -3.22 |
| Martin ratioReturn relative to average drawdown | 3.03 | 15.99 | -12.96 |
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Drawdowns
VIGI vs. DEW - Drawdown Comparison
The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for VIGI and DEW.
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Drawdown Indicators
| VIGI | DEW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.01% | -65.55% | +34.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -6.34% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | -11.80% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.80% | -18.86% | -9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -31.01% | -38.77% | +7.76% |
Current DrawdownCurrent decline from peak | -1.85% | -1.54% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -12.41% | +6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.62% | +1.39% |
Volatility
VIGI vs. DEW - Volatility Comparison
Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.09% compared to WisdomTree Global High Dividend Fund (DEW) at 2.76%. This indicates that VIGI's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIGI | DEW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.76% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 7.35% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 9.77% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 12.98% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 15.52% | +0.33% |
VIGI vs. DEW - Expense Ratio Comparison
VIGI has a 0.15% expense ratio, which is lower than DEW's 0.58% expense ratio.
Dividends
VIGI vs. DEW - Dividend Comparison
VIGI's dividend yield for the trailing twelve months is around 2.14%, less than DEW's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEW WisdomTree Global High Dividend Fund | 3.20% | 3.71% | 4.02% | 4.55% | 3.82% | 3.55% | 4.10% | 3.74% | 4.17% | 3.18% | 3.42% | 4.32% |
VIGI Vanguard International Dividend Appreciation ETF | 2.14% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% | 0.00% |
Frequently Asked Questions
VIGI and DEW have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIGI has higher volatility (3.09%) compared to DEW (2.76%). In terms of maximum drawdown, VIGI dropped -31.01% vs DEW's -65.55%.
On 10-year performance, DEW leads with 9.67% vs 8.32% for VIGI. On fees, VIGI is cheaper at 0.15% per year. On volatility, DEW has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DEW has performed better with a 9.67% return vs 8.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VIGI is cheaper with a 0.15% expense ratio, compared with 0.58% for DEW.
DEW has the higher dividend yield at 3.20%, compared with 2.14% for VIGI.
VIGI is categorized as Dividend, while DEW is Large Cap Value Equities. VIGI tracks S&P Global Ex-U.S. Dividend Growers Index, while DEW tracks WisdomTree Global High Dividend Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.15% for VIGI and 0.58% for DEW.
DEW currently has the higher Sharpe Ratio (2.65 vs 0.70), 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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