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VWID vs. FID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWID vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus WMC International Dividend ETF (VWID) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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VWID vs. FID - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VWID
Virtus WMC International Dividend ETF
4.35%41.70%3.10%17.10%-6.43%11.63%4.47%23.97%-12.02%
FID
First Trust S&P International Dividend Aristocrats ETF
2.15%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%

Returns By Period

In the year-to-date period, VWID achieves a 4.35% return, which is significantly higher than FID's 2.15% return.


VWID

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

FID

1D
2.22%
1M
-6.49%
YTD
2.15%
6M
8.16%
1Y
27.06%
3Y*
15.05%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWID vs. FID - Expense Ratio Comparison

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


Return for Risk

VWID vs. FID — 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

FID
FID Risk / Return Rank: 9292
Overall Rank
FID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FID Sortino Ratio Rank: 9393
Sortino Ratio Rank
FID Omega Ratio Rank: 9393
Omega Ratio Rank
FID Calmar Ratio Rank: 9090
Calmar Ratio Rank
FID Martin Ratio Rank: 8989
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. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


VWIDFIDDifference

Sharpe ratio

Return per unit of total volatility

2.08

2.16

-0.08

Sortino ratio

Return per unit of downside risk

2.83

2.84

-0.01

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratio

Return relative to maximum drawdown

3.11

2.98

+0.13

Martin ratio

Return relative to average drawdown

13.26

11.27

+1.99

VWID vs. FID - Sharpe Ratio Comparison

The current VWID Sharpe Ratio is 2.08, which is comparable to the FID Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VWID and FID, 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


VWIDFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.16

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.47

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.35

+0.27

Correlation

The correlation between VWID and FID 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.


Dividends

VWID vs. FID - Dividend Comparison

VWID's dividend yield for the trailing twelve months is around 4.70%, more than FID's 4.28% yield.


TTM202520242023202220212020201920182017
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%
FID
First Trust S&P International Dividend Aristocrats ETF
4.28%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%

Drawdowns

VWID vs. FID - Drawdown Comparison

The maximum VWID drawdown since its inception was -34.64%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for VWID and FID.


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Drawdown Indicators


VWIDFIDDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-39.79%

+5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-8.93%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-29.13%

+4.83%

Current Drawdown

Current decline from peak

-5.25%

-6.84%

+1.59%

Average Drawdown

Average peak-to-trough decline

-4.74%

-8.60%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.36%

+0.07%

Volatility

VWID vs. FID - Volatility Comparison

Virtus WMC International Dividend ETF (VWID) has a higher volatility of 6.66% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 4.96%. This indicates that VWID's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWIDFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

4.96%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

7.37%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

12.62%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

17.03%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

19.10%

-2.56%