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VWID vs. VDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VWID vs. VDI

Last updated Jun 4, 2026

VWID (Virtus WMC International Dividend ETF) and VDI (Virtus International Dividend ETF) are both exchange-traded funds - VWID is a Dividend fund tracking the MSCI World ex USA Value Index (net), while VDI is a Foreign Large Cap Equities fund actively managed by Virtus. VWID is passively managed, while VDI is actively managed. A 0.68 correlation means they provide meaningful diversification when combined. VWID charges 0.49%/yr vs 0.39%/yr for VDI.

Performance

VWID vs. VDI - Performance Comparison

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

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Returns By Period

In the year-to-date period, VWID achieves a 7.96% return, which is significantly lower than VDI's 13.41% return.

VWID

1D
0.00%
1M
0.00%
YTD
7.96%
6M
12.61%
1Y
27.11%
3Y*
20.15%
5Y*
11.20%
10Y*
—

VDI

1D
-0.70%
1M
2.79%
YTD
13.41%
6M
17.01%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWID vs. VDI - Yearly Performance Comparison

2026 (YTD)2025
VWID
Virtus WMC International Dividend ETF		7.96%4.31%
VDI
Virtus International Dividend ETF		13.41%3.17%

Correlation

The correlation between VWID and VDI is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 4, 2025

0.68

VWID vs. VDI - Sectors Allocation Comparison

Sectors
VWID
VDI

Financial Services

29.9%
33.7%

Industrials

13.4%
15.4%

Energy

12.1%
9.0%

Consumer Defensive

8.0%
4.6%

Consumer Cyclical

7.2%
4.2%

Healthcare

5.9%
5.9%

Basic Materials

5.7%
6.9%

Communication Services

5.6%
2.0%

Real Estate

5.4%
3.1%

Utilities

3.6%
6.0%

Technology

3.3%
9.1%

Financial Services

VWID
29.9%
VDI
33.7%

Industrials

VWID
13.4%
VDI
15.4%

Energy

VWID
12.1%
VDI
9.0%

Consumer Defensive

VWID
8.0%
VDI
4.6%

Consumer Cyclical

VWID
7.2%
VDI
4.2%

Healthcare

VWID
5.9%
VDI
5.9%

Basic Materials

VWID
5.7%
VDI
6.9%

Communication Services

VWID
5.6%
VDI
2.0%

Real Estate

VWID
5.4%
VDI
3.1%

Utilities

VWID
3.6%
VDI
6.0%

Technology

VWID
3.3%
VDI
9.1%

Compare stocks, funds, or ETFs

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Virtus WMC International Dividend ETF

Virtus International Dividend ETF

Often compared with VWID:
VWID vs. DVYAVWID vs. WBIYVWID vs. EFASVWID vs. VXUSVWID vs. SPHYVWID vs. HFQAXVWID vs. BITS
Often compared with VDI:
VDI vs. VUSVDI vs. ASGMVDI vs. SPDWVDI vs. VEUVDI vs. VSHYVDI vs. KMIDVDI vs. ASMF

Return for Risk

VWID vs. VDI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VWID
VWID Risk / Return Rank: 6767
Overall Rank
VWID Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VWID Sortino Ratio Rank: 6868
Sortino Ratio Rank
VWID Omega Ratio Rank: 7676
Omega Ratio Rank
VWID Calmar Ratio Rank: 6060
Calmar Ratio Rank
VWID Martin Ratio Rank: 6464
Martin Ratio Rank
VDI
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. VDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and Virtus International Dividend ETF (VDI). 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.

VWIDVDIDifference
Sharpe ratioReturn per unit of total volatility
2.26

—

—

Sortino ratioReturn per unit of downside risk
3.15

—

—

Omega ratioGain probability vs. loss probability

1.45

—

—

Calmar ratioReturn relative to maximum drawdown

2.98

—

—

Martin ratioReturn relative to average drawdown

11.61

—

—

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. VDI - Sharpe Ratio Comparison

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Sharpe Ratios by Period

VWIDVDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

2.33

-1.69

Drawdowns

VWID vs. VDI - Drawdown Comparison

The maximum VWID drawdown since its inception was -34.64%, which is greater than VDI's maximum drawdown of -10.40%. Use the drawdown chart below to compare losses from any high point for VWID and VDI.

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Drawdown Indicators

VWIDVDIDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-10.40%

-24.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.13%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-12.14%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

—

—

Current Drawdown

Current decline from peak

-1.97%

-0.71%

-1.26%

Average Drawdown

Average peak-to-trough decline

-4.69%

-1.85%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

—

—

Volatility

VWID vs. VDI - Volatility Comparison

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Volatility by Period

VWIDVDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

16.21%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

16.21%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

16.21%

+0.19%

VWID vs. VDI - Expense Ratio Comparison

VWID has a 0.49% expense ratio, which is higher than VDI's 0.39% expense ratio.

Dividends

VWID vs. VDI - Dividend Comparison

VWID's dividend yield for the trailing twelve months is around 4.54%, more than VDI's 0.62% yield.

PositionTTM202520242023202220212020201920182017
VDI
Virtus International Dividend ETF		0.62%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 VDI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDI is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDI is cheaper with a 0.39% expense ratio, compared with 0.49% for VWID.

VWID has the higher dividend yield at 4.54%, compared with 0.62% for VDI.

VWID is categorized as Dividend, while VDI is Foreign Large Cap Equities. Their fees differ too: 0.49% for VWID and 0.39% for VDI.

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