VWID vs. VYM
Compare and contrast key facts about Virtus WMC International Dividend ETF (VWID) and Vanguard High Dividend Yield ETF (VYM).
VWID and VYM 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. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019. Both VWID and VYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VWID vs. VYM - Performance Comparison
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VWID vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWID Virtus WMC International Dividend ETF | 5.32% | 41.70% | 3.10% | 17.10% | -6.43% | 11.63% | 4.47% | 23.97% | -10.48% | 5.32% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 4.78% |
Returns By Period
In the year-to-date period, VWID achieves a 5.32% return, which is significantly higher than VYM's 3.69% return.
VWID
- 1D
- 0.92%
- 1M
- -2.53%
- YTD
- 5.32%
- 6M
- 13.60%
- 1Y
- 34.15%
- 3Y*
- 19.09%
- 5Y*
- 12.13%
- 10Y*
- —
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
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VWID vs. VYM - Expense Ratio Comparison
VWID has a 0.49% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
VWID vs. VYM — Risk / Return Rank
VWID
VYM
VWID vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 1.19 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.91 | 1.70 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.26 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.31 | 1.56 | +1.75 |
Martin ratioReturn relative to average drawdown | 14.02 | 6.86 | +7.17 |
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 | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.19 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.79 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.49 | +0.14 |
Correlation
The correlation between VWID and VYM is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VWID vs. VYM - Dividend Comparison
VWID's dividend yield for the trailing twelve months is around 4.66%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
VWID vs. VYM - Drawdown Comparison
The maximum VWID drawdown since its inception was -34.64%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VWID and VYM.
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Drawdown Indicators
| VWID | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.64% | -56.98% | +22.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -11.32% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -15.84% | -8.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -4.37% | -4.91% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -7.25% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.57% | -0.12% |
Volatility
VWID vs. VYM - Volatility Comparison
Virtus WMC International Dividend ETF (VWID) has a higher volatility of 6.24% compared to Vanguard High Dividend Yield ETF (VYM) at 3.60%. This indicates that VWID's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWID | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 3.60% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 7.96% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 15.14% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 13.97% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 16.33% | +0.21% |