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VWID vs. EMDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWID vs. EMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus WMC International Dividend ETF (VWID) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). The values are adjusted to include any dividend payments, if applicable.

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VWID vs. EMDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWID
Virtus WMC International Dividend ETF
4.35%41.70%3.10%17.10%-6.43%11.63%4.47%23.97%-10.48%5.32%
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
-1.92%11.90%0.06%-1.03%-18.19%1.11%-0.09%14.93%-7.52%7.56%

Returns By Period

In the year-to-date period, VWID achieves a 4.35% return, which is significantly higher than EMDV's -1.92% return.


VWID

1D
2.45%
1M
-5.25%
YTD
4.35%
6M
13.17%
1Y
33.07%
3Y*
18.73%
5Y*
11.93%
10Y*

EMDV

1D
2.16%
1M
-2.40%
YTD
-1.92%
6M
2.05%
1Y
8.22%
3Y*
1.42%
5Y*
-2.89%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWID vs. EMDV - Expense Ratio Comparison

VWID has a 0.49% expense ratio, which is lower than EMDV's 0.60% expense ratio.


Return for Risk

VWID vs. EMDV — Risk / Return Rank

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

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: 9393
Martin Ratio Rank

EMDV
EMDV Risk / Return Rank: 4040
Overall Rank
EMDV Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EMDV Sortino Ratio Rank: 3737
Sortino Ratio Rank
EMDV Omega Ratio Rank: 3737
Omega Ratio Rank
EMDV Calmar Ratio Rank: 4444
Calmar Ratio Rank
EMDV Martin Ratio Rank: 4040
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.

VWID vs. EMDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). 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.


VWIDEMDVDifference

Sharpe ratio

Return per unit of total volatility

2.08

0.71

+1.37

Sortino ratio

Return per unit of downside risk

2.83

1.05

+1.78

Omega ratio

Gain probability vs. loss probability

1.42

1.15

+0.27

Calmar ratio

Return relative to maximum drawdown

3.11

1.12

+1.99

Martin ratio

Return relative to average drawdown

13.26

3.72

+9.55

VWID vs. EMDV - Sharpe Ratio Comparison

The current VWID Sharpe Ratio is 2.08, which is higher than the EMDV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VWID and EMDV, 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


VWIDEMDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.71

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

-0.19

+1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.20

+0.42

Correlation

The correlation between VWID and EMDV is 0.58, 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

VWID vs. EMDV - Dividend Comparison

VWID's dividend yield for the trailing twelve months is around 4.70%, more than EMDV's 2.48% yield.


TTM2025202420232022202120202019201820172016
VWID
Virtus WMC International Dividend ETF
4.70%4.86%4.48%4.97%5.73%10.70%4.71%1.99%4.55%0.74%0.00%
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
2.48%2.46%2.79%1.88%3.68%2.12%3.12%2.38%1.27%2.09%2.87%

Drawdowns

VWID vs. EMDV - Drawdown Comparison

The maximum VWID drawdown since its inception was -34.64%, smaller than the maximum EMDV drawdown of -39.20%. Use the drawdown chart below to compare losses from any high point for VWID and EMDV.


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Drawdown Indicators


VWIDEMDVDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-39.20%

+4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-7.48%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-34.97%

+10.67%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

Current Drawdown

Current decline from peak

-5.25%

-17.40%

+12.15%

Average Drawdown

Average peak-to-trough decline

-4.74%

-13.52%

+8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.24%

+0.19%

Volatility

VWID vs. EMDV - Volatility Comparison

Virtus WMC International Dividend ETF (VWID) has a higher volatility of 6.66% compared to ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) at 5.42%. This indicates that VWID's price experiences larger fluctuations and is considered to be riskier than EMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWIDEMDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

5.42%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

8.29%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

11.95%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

15.39%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

18.28%

-1.74%