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VWID vs. DVYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWID and DVYA is 0.68, 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.


Performance

VWID vs. DVYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus WMC International Dividend ETF (VWID) and iShares Asia/Pacific Dividend ETF (DVYA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VWID:

1.15

DVYA:

0.31

Sortino Ratio

VWID:

1.75

DVYA:

0.50

Omega Ratio

VWID:

1.25

DVYA:

1.07

Calmar Ratio

VWID:

1.54

DVYA:

0.25

Martin Ratio

VWID:

4.66

DVYA:

0.78

Ulcer Index

VWID:

4.00%

DVYA:

6.08%

Daily Std Dev

VWID:

15.42%

DVYA:

16.95%

Max Drawdown

VWID:

-34.64%

DVYA:

-45.62%

Current Drawdown

VWID:

-0.39%

DVYA:

-4.10%

Returns By Period

In the year-to-date period, VWID achieves a 16.95% return, which is significantly higher than DVYA's 4.08% return.


VWID

YTD

16.95%

1M

9.57%

6M

13.84%

1Y

17.60%

5Y*

12.36%

10Y*

N/A

DVYA

YTD

4.08%

1M

11.30%

6M

-0.22%

1Y

5.24%

5Y*

9.41%

10Y*

2.62%

*Annualized

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VWID vs. DVYA - Expense Ratio Comparison

Both VWID and DVYA have an expense ratio of 0.49%.


Risk-Adjusted Performance

VWID vs. DVYA — Risk-Adjusted Performance Rank

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

VWID
The Risk-Adjusted Performance Rank of VWID is 8787
Overall Rank
The Sharpe Ratio Rank of VWID is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VWID is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VWID is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VWID is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VWID is 8484
Martin Ratio Rank

DVYA
The Risk-Adjusted Performance Rank of DVYA is 3838
Overall Rank
The Sharpe Ratio Rank of DVYA is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWID vs. DVYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and iShares Asia/Pacific Dividend ETF (DVYA). 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.


The current VWID Sharpe Ratio is 1.15, which is higher than the DVYA Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VWID and DVYA, 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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Dividends

VWID vs. DVYA - Dividend Comparison

VWID's dividend yield for the trailing twelve months is around 3.74%, less than DVYA's 5.76% yield.


TTM20242023202220212020201920182017201620152014
VWID
Virtus WMC International Dividend ETF
3.74%4.49%4.98%5.73%10.70%4.71%1.99%3.49%0.37%0.00%0.00%0.00%
DVYA
iShares Asia/Pacific Dividend ETF
5.76%5.97%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%

Drawdowns

VWID vs. DVYA - Drawdown Comparison

The maximum VWID drawdown since its inception was -34.64%, smaller than the maximum DVYA drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for VWID and DVYA. For additional features, visit the drawdowns tool.


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Volatility

VWID vs. DVYA - Volatility Comparison


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