VWID vs. PCLO

Last updated Apr 2, 2026

Compare and contrast key facts about Virtus WMC International Dividend ETF (VWID) and Virtus SEIX AAA Private Credit CLO ETF (PCLO).

VWID and PCLO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWID is a passively managed fund by Virtus that tracks the performance of the MSCI World ex USA Value Index (net). It was launched on Oct 10, 2017. PCLO is an actively managed fund by Virtus. It was launched on Dec 2, 2024.

Performance

VWID vs. PCLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus WMC International Dividend ETF (VWID) and Virtus SEIX AAA Private Credit CLO ETF (PCLO). The values are adjusted to include any dividend payments, if applicable.

VWID vs. PCLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
VWID Virtus WMC International Dividend ETF	5.32%	41.70%	-2.53%
PCLO Virtus SEIX AAA Private Credit CLO ETF	0.79%	5.39%	0.50%

Returns By Period

In the year-to-date period, VWID achieves a 5.32% return, which is significantly higher than PCLO's 0.79% return.

VWID

• 1D: 0.92%
• 1M: -2.53%
• YTD: 5.32%
• 6M: 13.60%
• 1Y: 34.15%
• 3Y*: 19.09%
• 5Y*: 12.13%
• 10Y*: —

PCLO

• 1D: -0.16%
• 1M: 0.02%
• YTD: 0.79%
• 6M: 2.24%
• 1Y: 5.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWID vs. PCLO - Expense Ratio Comparison

VWID has a 0.49% expense ratio, which is higher than PCLO's 0.29% expense ratio.

VWID

Virtus WMC International Dividend ETF

PCLO

Virtus SEIX AAA Private Credit CLO ETF

Return for Risk

VWID vs. PCLO — Risk / Return Rank

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

VWID

VWID Risk / Return Rank: 92
VWID Sharpe Ratio Rank: 91
VWID Sortino Ratio Rank: 93
VWID Omega Ratio Rank: 93
VWID Calmar Ratio Rank: 90
VWID Martin Ratio Rank: 92

PCLO

PCLO Risk / Return Rank: 99
PCLO Sharpe Ratio Rank: 98
PCLO Sortino Ratio Rank: 99
PCLO Omega Ratio Rank: 99
PCLO Calmar Ratio Rank: 98
PCLO Martin Ratio Rank: 99

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. PCLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and Virtus SEIX AAA Private Credit CLO ETF (PCLO). 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.

	VWID	PCLO	Difference
Sharpe ratio Return per unit of total volatility	2.14	4.09	-1.94
Sortino ratio Return per unit of downside risk	2.91	6.31	-3.40
Omega ratio Gain probability vs. loss probability	1.43	2.17	-0.74
Calmar ratio Return relative to maximum drawdown	3.31	6.94	-3.63
Martin ratio Return relative to average drawdown	14.02	58.92	-44.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWID vs. PCLO - Sharpe Ratio Comparison

The current VWID Sharpe Ratio is 2.14, which is lower than the PCLO Sharpe Ratio of 4.09. The chart below compares the historical Sharpe Ratios of VWID and PCLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VWID	PCLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	4.09	-1.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	4.31	-3.68

Correlation

The correlation between VWID and PCLO is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VWID vs. PCLO - Dividend Comparison

VWID's dividend yield for the trailing twelve months is around 4.66%, less than PCLO's 5.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWID Virtus WMC International Dividend ETF	4.66%	4.86%	4.48%	4.97%	5.73%	10.70%	4.71%	1.99%	4.55%	0.74%
PCLO Virtus SEIX AAA Private Credit CLO ETF	5.41%	5.53%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VWID vs. PCLO - Drawdown Comparison

The maximum VWID drawdown since its inception was -34.64%, which is greater than PCLO's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for VWID and PCLO.

Drawdown Indicators

	VWID	PCLO	Difference
Max Drawdown Largest peak-to-trough decline	-34.64%	-0.76%	-33.88%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-0.76%	-9.62%
Max Drawdown (5Y) Largest decline over 5 years	-24.30%	—	—
Current Drawdown Current decline from peak	-4.37%	-0.26%	-4.11%
Average Drawdown Average peak-to-trough decline	-4.74%	-0.03%	-4.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	0.09%	+2.36%

Volatility

VWID vs. PCLO - Volatility Comparison

Virtus WMC International Dividend ETF (VWID) has a higher volatility of 6.24% compared to Virtus SEIX AAA Private Credit CLO ETF (PCLO) at 0.44%. This indicates that VWID's price experiences larger fluctuations and is considered to be riskier than PCLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWID	PCLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.24%	0.44%	+5.80%
Volatility (6M) Calculated over the trailing 6-month period	10.10%	0.67%	+9.43%
Volatility (1Y) Calculated over the trailing 1-year period	16.01%	1.28%	+14.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	1.19%	+13.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	1.19%	+15.35%