VWID vs. VEMY
VWID (Virtus WMC International Dividend ETF) and VEMY (Virtus Stone Harbor Emerging Markets High Yield Bond ETF) are both exchange-traded funds - VWID is a Dividend fund tracking the MSCI World ex USA Value Index (net), while VEMY is a Emerging Markets Bonds fund actively managed by Virtus. VWID is passively managed, while VEMY is actively managed. Over the past 3 years, VWID returned 20.15%/yr vs 15.75%/yr for VEMY. A 0.52 correlation means they provide meaningful diversification when combined. VWID charges 0.49%/yr vs 0.58%/yr for VEMY.
Performance
VWID vs. VEMY - Performance Comparison
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Returns By Period
In the year-to-date period, VWID achieves a 7.96% return, which is significantly higher than VEMY's 5.89% return.
VWID
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 7.96%
- 6M
- 12.61%
- 1Y
- 27.11%
- 3Y*
- 20.15%
- 5Y*
- 11.20%
- 10Y*
- —
VEMY
- 1D
- -0.17%
- 1M
- 1.68%
- YTD
- 5.89%
- 6M
- 6.65%
- 1Y
- 18.61%
- 3Y*
- 15.75%
- 5Y*
- —
- 10Y*
- —
VWID vs. VEMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VWID Virtus WMC International Dividend ETF | 7.96% | 41.70% | 3.10% | 17.10% | -1.94% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 5.89% | 15.27% | 13.48% | 14.45% | -1.08% |
Correlation
The correlation between VWID and VEMY is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.52 |
The correlation between VWID and VEMY shifts across timeframes, from 0.42 (1 year) to 0.53 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VWID vs. VEMY — Risk / Return Rank
VWID
VEMY
VWID vs. VEMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). 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 | VEMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.63 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 4.67 | -1.68 |
| Martin ratioReturn relative to average drawdown | 11.61 | 22.18 | -10.57 |
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 | VEMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 3.09 | -0.83 |
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 | 1.83 | -1.19 |
Drawdowns
VWID vs. VEMY - Drawdown Comparison
The maximum VWID drawdown since its inception was -34.64%, which is greater than VEMY's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for VWID and VEMY.
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Drawdown Indicators
| VWID | VEMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.64% | -8.77% | -25.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.13% | -4.00% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.14% | -6.57% | -5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -0.17% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -1.30% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 0.84% | +1.50% |
Volatility
VWID vs. VEMY - Volatility Comparison
The current volatility for Virtus WMC International Dividend ETF (VWID) is 0.00%, while Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) has a volatility of 1.60%. This indicates that VWID experiences smaller price fluctuations and is considered to be less risky than VEMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWID | VEMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 1.60% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 4.65% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 6.05% | +6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 7.63% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 7.63% | +8.77% |
VWID vs. VEMY - Expense Ratio Comparison
VWID has a 0.49% expense ratio, which is lower than VEMY's 0.58% expense ratio.
Dividends
VWID vs. VEMY - Dividend Comparison
VWID's dividend yield for the trailing twelve months is around 4.54%, less than VEMY's 8.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.38% | 8.89% | 10.28% | 9.55% | 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 VEMY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEMY has higher volatility (1.60%) compared to VWID (0.00%). In terms of maximum drawdown, VWID dropped -34.64% vs VEMY's -8.77%.
On 3-year performance, VWID leads with 20.15% vs 15.75% for VEMY. 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 3-year period, VWID has performed better with a 20.15% return vs 15.75%. 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 0.58% for VEMY.
VEMY has the higher dividend yield at 8.38%, compared with 4.54% for VWID.
VWID is categorized as Dividend, while VEMY is Emerging Markets Bonds. Their fees differ too: 0.49% for VWID and 0.58% for VEMY.
VEMY currently has the higher Sharpe Ratio (3.09 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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