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

Correlation

The correlation between VWID and DVYA is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

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.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.98%
2.79%
VWID
DVYA

Key characteristics

Sharpe Ratio

VWID:

0.33

DVYA:

0.52

Sortino Ratio

VWID:

0.52

DVYA:

0.82

Omega Ratio

VWID:

1.06

DVYA:

1.09

Calmar Ratio

VWID:

0.40

DVYA:

0.78

Martin Ratio

VWID:

1.27

DVYA:

1.95

Ulcer Index

VWID:

2.98%

DVYA:

3.72%

Daily Std Dev

VWID:

11.33%

DVYA:

13.95%

Max Drawdown

VWID:

-34.64%

DVYA:

-45.62%

Current Drawdown

VWID:

-9.42%

DVYA:

-9.09%

Returns By Period

In the year-to-date period, VWID achieves a 1.58% return, which is significantly lower than DVYA's 4.63% return.


VWID

YTD

1.58%

1M

-3.18%

6M

1.28%

1Y

3.07%

5Y*

5.46%

10Y*

N/A

DVYA

YTD

4.63%

1M

-5.00%

6M

2.79%

1Y

8.31%

5Y*

1.63%

10Y*

2.13%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWID vs. DVYA - Expense Ratio Comparison

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


VWID
Virtus WMC International Dividend ETF
Expense ratio chart for VWID: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for DVYA: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VWID, currently valued at 0.27, compared to the broader market0.002.004.000.270.52
The chart of Sortino ratio for VWID, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.0010.000.440.82
The chart of Omega ratio for VWID, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.09
The chart of Calmar ratio for VWID, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.330.78
The chart of Martin ratio for VWID, currently valued at 1.01, compared to the broader market0.0020.0040.0060.0080.00100.001.011.95
VWID
DVYA

The current VWID Sharpe Ratio is 0.33, which is lower than the DVYA Sharpe Ratio of 0.52. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.27
0.52
VWID
DVYA

Dividends

VWID vs. DVYA - Dividend Comparison

VWID's dividend yield for the trailing twelve months is around 4.86%, less than DVYA's 6.05% yield.


TTM20232022202120202019201820172016201520142013
VWID
Virtus WMC International Dividend ETF
3.48%4.98%5.73%10.70%4.71%1.99%3.49%0.37%0.00%0.00%0.00%0.00%
DVYA
iShares Asia/Pacific Dividend ETF
6.05%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%5.63%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.42%
-9.09%
VWID
DVYA

Volatility

VWID vs. DVYA - Volatility Comparison

The current volatility for Virtus WMC International Dividend ETF (VWID) is 3.38%, while iShares Asia/Pacific Dividend ETF (DVYA) has a volatility of 3.94%. This indicates that VWID experiences smaller price fluctuations and is considered to be less risky than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.38%
3.94%
VWID
DVYA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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