VWID vs. EFAS
Compare and contrast key facts about Virtus WMC International Dividend ETF (VWID) and Global X MSCI SuperDividend® EAFE ETF (EFAS).
VWID and EFAS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWID is an actively managed fund by Virtus Investment Partners. It was launched on Oct 10, 2017. EFAS is a passively managed fund by Global X that tracks the performance of the MSCI EAFE Top 50 Dividend Index. It was launched on Nov 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWID or EFAS.
Key characteristics
| VWID | EFAS | |
|---|---|---|
| YTD Return | 4.09% | 3.35% |
| 1Y Return | 12.52% | 15.29% |
| 3Y Return (Ann) | 5.25% | 3.88% |
| 5Y Return (Ann) | 6.73% | 3.68% |
| Sharpe Ratio | 1.16 | 1.24 |
| Sortino Ratio | 1.64 | 1.74 |
| Omega Ratio | 1.20 | 1.22 |
| Calmar Ratio | 1.83 | 1.83 |
| Martin Ratio | 6.09 | 6.35 |
| Ulcer Index | 2.16% | 2.57% |
| Daily Std Dev | 11.33% | 13.11% |
| Max Drawdown | -34.64% | -44.38% |
| Current Drawdown | -7.19% | -8.41% |
Correlation
The correlation between VWID and EFAS 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.
Performance
VWID vs. EFAS - Performance Comparison
In the year-to-date period, VWID achieves a 4.09% return, which is significantly higher than EFAS's 3.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWID vs. EFAS - Expense Ratio Comparison
VWID has a 0.49% expense ratio, which is lower than EFAS's 0.56% expense ratio.
Risk-Adjusted Performance
VWID vs. EFAS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.
Dividends
VWID vs. EFAS - Dividend Comparison
VWID's dividend yield for the trailing twelve months is around 4.75%, less than EFAS's 6.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VWID Virtus WMC International Dividend ETF | 4.75% | 4.98% | 5.73% | 10.70% | 4.71% | 1.99% | 3.49% | 0.37% | 0.00% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 6.56% | 6.37% | 7.30% | 5.20% | 4.38% | 5.75% | 6.62% | 6.17% | 0.21% |
Drawdowns
VWID vs. EFAS - Drawdown Comparison
The maximum VWID drawdown since its inception was -34.64%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for VWID and EFAS. For additional features, visit the drawdowns tool.
Volatility
VWID vs. EFAS - Volatility Comparison
The current volatility for Virtus WMC International Dividend ETF (VWID) is 3.85%, while Global X MSCI SuperDividend® EAFE ETF (EFAS) has a volatility of 5.24%. This indicates that VWID experiences smaller price fluctuations and is considered to be less risky than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.