VWID vs. SCDL
VWID (Virtus WMC International Dividend ETF) and SCDL (ETRACS 2x Leveraged U.S. Dividend Factor TR ETN) are both exchange-traded funds - VWID is a Dividend fund tracking the MSCI World ex USA Value Index (net), while SCDL is a Leveraged Equities fund tracking the Dow Jones U.S. Dividend 100 (200%). Both are passively managed. Over the past 5 years, VWID returned 11.20%/yr vs 9.40%/yr for SCDL. A 0.66 correlation means they provide meaningful diversification when combined. VWID charges 0.49%/yr vs 0.95%/yr for SCDL.
Performance
VWID vs. SCDL - Performance Comparison
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Returns By Period
In the year-to-date period, VWID achieves a 7.96% return, which is significantly lower than SCDL's 37.06% return.
VWID
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 7.96%
- 6M
- 12.61%
- 1Y
- 27.11%
- 3Y*
- 20.15%
- 5Y*
- 11.20%
- 10Y*
- —
SCDL
- 1D
- 0.51%
- 1M
- 5.01%
- YTD
- 37.06%
- 6M
- 35.80%
- 1Y
- 50.97%
- 3Y*
- 22.79%
- 5Y*
- 9.40%
- 10Y*
- —
VWID vs. SCDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VWID Virtus WMC International Dividend ETF | 7.96% | 41.70% | 3.10% | 17.10% | -6.43% | 10.35% |
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 37.06% | 2.05% | 14.99% | 0.18% | -13.06% | 52.47% |
Correlation
The correlation between VWID and SCDL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2021 | 0.66 |
Over the past year, the correlation between VWID and SCDL has dropped to 0.44 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
VWID vs. SCDL — Risk / Return Rank
VWID
SCDL
VWID vs. SCDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). 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 | SCDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 5.03 | -2.05 |
| Martin ratioReturn relative to average drawdown | 11.61 | 12.65 | -1.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWID | SCDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 2.37 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.33 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.53 | +0.11 |
Drawdowns
VWID vs. SCDL - Drawdown Comparison
The maximum VWID drawdown since its inception was -34.64%, roughly equal to the maximum SCDL drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for VWID and SCDL.
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Drawdown Indicators
| VWID | SCDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.64% | -34.87% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.13% | -10.19% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -12.14% | -32.79% | +20.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -34.87% | +10.57% |
Current DrawdownCurrent decline from peak | -1.97% | -2.79% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -11.96% | +7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 4.04% | -1.70% |
Volatility
VWID vs. SCDL - Volatility Comparison
The current volatility for Virtus WMC International Dividend ETF (VWID) is 0.00%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 5.20%. This indicates that VWID experiences smaller price fluctuations and is considered to be less risky than SCDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWID | SCDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.20% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 14.82% | -5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 21.66% | -9.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 29.02% | -14.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 28.89% | -12.49% |
VWID vs. SCDL - Expense Ratio Comparison
VWID has a 0.49% expense ratio, which is lower than SCDL's 0.95% expense ratio.
Dividends
VWID vs. SCDL - Dividend Comparison
VWID's dividend yield for the trailing twelve months is around 4.54%, while SCDL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWID Virtus WMC International Dividend ETF | 4.54% | 4.86% | 4.48% | 4.97% | 5.73% | 10.70% | 4.71% | 1.99% | 4.55% | 0.74% |
Frequently Asked Questions
VWID and SCDL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCDL has higher volatility (5.20%) compared to VWID (0.00%). In terms of maximum drawdown, VWID dropped -34.64% vs SCDL's -34.87%.
On 5-year performance, VWID leads with 11.20% vs 9.40% for SCDL. On fees, VWID is cheaper at 0.49% per year. On volatility, VWID has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VWID has performed better with a 11.20% return vs 9.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VWID is cheaper with a 0.49% expense ratio, compared with 0.95% for SCDL.
VWID has the higher dividend yield at 4.54%, compared with 0.00% for SCDL.
VWID is categorized as Dividend, while SCDL is Leveraged Equities. VWID tracks MSCI World ex USA Value Index (net), while SCDL tracks Dow Jones U.S. Dividend 100 (200%). They also come from different issuers: Virtus and UBS. Their fees differ too: 0.49% for VWID and 0.95% for SCDL.
SCDL currently has the higher Sharpe Ratio (2.37 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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