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VWID vs. FCIT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWID vs. FCIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus WMC International Dividend ETF (VWID) and F&C Investment Trust plc (FCIT.L). The values are adjusted to include any dividend payments, if applicable.

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VWID vs. FCIT.L - 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%
FCIT.L
F&C Investment Trust plc
-5.22%23.33%14.99%13.81%-11.48%18.31%7.82%27.81%-6.20%5.09%
Different Trading Currencies

VWID is traded in USD, while FCIT.L is traded in GBp. To make them comparable, the FCIT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWID achieves a 4.35% return, which is significantly higher than FCIT.L's -5.22% return.


VWID

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

FCIT.L

1D
0.52%
1M
-8.39%
YTD
-5.22%
6M
-0.97%
1Y
15.79%
3Y*
14.08%
5Y*
9.22%
10Y*
11.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VWID vs. FCIT.L — 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

FCIT.L
FCIT.L Risk / Return Rank: 6969
Overall Rank
FCIT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FCIT.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
FCIT.L Omega Ratio Rank: 6363
Omega Ratio Rank
FCIT.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
FCIT.L Martin Ratio Rank: 7777
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. FCIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and F&C Investment Trust plc (FCIT.L). 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.


VWIDFCIT.LDifference

Sharpe ratio

Return per unit of total volatility

2.08

0.93

+1.15

Sortino ratio

Return per unit of downside risk

2.83

1.36

+1.47

Omega ratio

Gain probability vs. loss probability

1.42

1.19

+0.23

Calmar ratio

Return relative to maximum drawdown

3.11

1.23

+1.88

Martin ratio

Return relative to average drawdown

13.26

5.67

+7.59

VWID vs. FCIT.L - Sharpe Ratio Comparison

The current VWID Sharpe Ratio is 2.08, which is higher than the FCIT.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VWID and FCIT.L, 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


VWIDFCIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.93

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.51

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.34

+0.28

Correlation

The correlation between VWID and FCIT.L 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

VWID vs. FCIT.L - Dividend Comparison

VWID's dividend yield for the trailing twelve months is around 4.70%, more than FCIT.L's 1.35% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
FCIT.L
F&C Investment Trust plc
1.35%1.28%1.36%1.44%1.46%1.33%1.47%1.49%1.71%1.57%1.78%2.11%

Drawdowns

VWID vs. FCIT.L - Drawdown Comparison

The maximum VWID drawdown since its inception was -34.64%, smaller than the maximum FCIT.L drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for VWID and FCIT.L.


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Drawdown Indicators


VWIDFCIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-68.22%

+33.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-11.34%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-19.70%

-4.60%

Max Drawdown (10Y)

Largest decline over 10 years

-39.19%

Current Drawdown

Current decline from peak

-5.25%

-6.67%

+1.42%

Average Drawdown

Average peak-to-trough decline

-4.74%

-10.39%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.56%

-0.13%

Volatility

VWID vs. FCIT.L - Volatility Comparison

Virtus WMC International Dividend ETF (VWID) and F&C Investment Trust plc (FCIT.L) have volatilities of 6.66% and 6.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWIDFCIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

6.39%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

10.12%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

16.88%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

18.19%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

19.47%

-2.93%