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VSHY vs. VWID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSHY vs. VWID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Short Duration High Yield Bond ETF (VSHY) and Virtus WMC International Dividend ETF (VWID). The values are adjusted to include any dividend payments, if applicable.

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VSHY vs. VWID - Yearly Performance Comparison


2026 (YTD)202520242023
VSHY
Virtus Newfleet Short Duration High Yield Bond ETF
0.07%6.87%8.03%3.76%
VWID
Virtus WMC International Dividend ETF
5.32%41.70%3.10%4.08%

Returns By Period

In the year-to-date period, VSHY achieves a 0.07% return, which is significantly lower than VWID's 5.32% return.


VSHY

1D
0.17%
1M
-0.94%
YTD
0.07%
6M
0.97%
1Y
6.02%
3Y*
5Y*
10Y*

VWID

1D
0.92%
1M
-2.53%
YTD
5.32%
6M
13.60%
1Y
34.15%
3Y*
19.09%
5Y*
12.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSHY vs. VWID - Expense Ratio Comparison

VSHY has a 0.40% expense ratio, which is lower than VWID's 0.49% expense ratio.


Return for Risk

VSHY vs. VWID — Risk / Return Rank

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

VSHY
VSHY Risk / Return Rank: 6767
Overall Rank
VSHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VSHY Sortino Ratio Rank: 6969
Sortino Ratio Rank
VSHY Omega Ratio Rank: 7373
Omega Ratio Rank
VSHY Calmar Ratio Rank: 5555
Calmar Ratio Rank
VSHY Martin Ratio Rank: 7373
Martin Ratio Rank

VWID
VWID Risk / Return Rank: 9292
Overall Rank
VWID Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VWID Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWID Omega Ratio Rank: 9393
Omega Ratio Rank
VWID Calmar Ratio Rank: 9090
Calmar Ratio Rank
VWID Martin Ratio Rank: 9292
Martin Ratio Rank
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.

VSHY vs. VWID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Short Duration High Yield Bond ETF (VSHY) 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.


VSHYVWIDDifference

Sharpe ratio

Return per unit of total volatility

1.24

2.14

-0.91

Sortino ratio

Return per unit of downside risk

1.83

2.91

-1.08

Omega ratio

Gain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratio

Return relative to maximum drawdown

1.57

3.31

-1.74

Martin ratio

Return relative to average drawdown

8.53

14.02

-5.49

VSHY vs. VWID - Sharpe Ratio Comparison

The current VSHY Sharpe Ratio is 1.24, which is lower than the VWID Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VSHY and VWID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSHYVWIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.14

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

0.63

+1.21

Correlation

The correlation between VSHY and VWID is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSHY vs. VWID - Dividend Comparison

VSHY's dividend yield for the trailing twelve months is around 6.55%, more than VWID's 4.66% yield.


TTM202520242023202220212020201920182017
VSHY
Virtus Newfleet Short Duration High Yield Bond ETF
6.55%6.14%6.81%1.36%0.00%0.00%0.00%0.00%0.00%0.00%
VWID
Virtus WMC International Dividend ETF
4.66%4.86%4.48%4.97%5.73%10.70%4.71%1.99%4.55%0.74%

Drawdowns

VSHY vs. VWID - Drawdown Comparison

The maximum VSHY drawdown since its inception was -4.55%, smaller than the maximum VWID drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for VSHY and VWID.


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Drawdown Indicators


VSHYVWIDDifference

Max Drawdown

Largest peak-to-trough decline

-4.55%

-34.64%

+30.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-10.38%

+6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

Current Drawdown

Current decline from peak

-1.05%

-4.37%

+3.32%

Average Drawdown

Average peak-to-trough decline

-0.42%

-4.74%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

2.45%

-1.73%

Volatility

VSHY vs. VWID - Volatility Comparison

The current volatility for Virtus Newfleet Short Duration High Yield Bond ETF (VSHY) is 1.76%, while Virtus WMC International Dividend ETF (VWID) has a volatility of 6.24%. This indicates that VSHY experiences smaller price fluctuations and is considered to be less risky 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


VSHYVWIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

6.24%

-4.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

10.10%

-7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

16.01%

-11.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

14.26%

-9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.41%

16.54%

-12.13%