VWID vs. WBIY
Compare and contrast key facts about Virtus WMC International Dividend ETF (VWID) and WBI Power Factor High Dividend ETF (WBIY).
VWID and WBIY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWID is an actively managed fund by Virtus Investment Partners. It was launched on Oct 10, 2017. WBIY is a passively managed fund by WBI that tracks the performance of the Solactive Power Factor High Dividend Index. It was launched on Dec 19, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWID or WBIY.
Key characteristics
| VWID | WBIY | |
|---|---|---|
| YTD Return | 5.72% | 14.05% |
| 1Y Return | 14.97% | 34.34% |
| 3Y Return (Ann) | 5.81% | 9.12% |
| 5Y Return (Ann) | 7.09% | 9.53% |
| Sharpe Ratio | 1.40 | 2.34 |
| Sortino Ratio | 1.96 | 3.50 |
| Omega Ratio | 1.25 | 1.42 |
| Calmar Ratio | 2.75 | 2.49 |
| Martin Ratio | 7.45 | 13.03 |
| Ulcer Index | 2.12% | 2.71% |
| Daily Std Dev | 11.24% | 15.11% |
| Max Drawdown | -34.64% | -48.71% |
| Current Drawdown | -5.73% | -0.17% |
Correlation
The correlation between VWID and WBIY is 0.65, 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.
Performance
VWID vs. WBIY - Performance Comparison
In the year-to-date period, VWID achieves a 5.72% return, which is significantly lower than WBIY's 14.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWID vs. WBIY - Expense Ratio Comparison
VWID has a 0.49% expense ratio, which is lower than WBIY's 0.70% expense ratio.
Risk-Adjusted Performance
VWID vs. WBIY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and WBI Power Factor High Dividend ETF (WBIY). 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.
Dividends
VWID vs. WBIY - Dividend Comparison
VWID's dividend yield for the trailing twelve months is around 4.67%, more than WBIY's 4.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VWID Virtus WMC International Dividend ETF | 4.67% | 4.98% | 5.73% | 10.70% | 4.71% | 1.99% | 3.49% | 0.37% | 0.00% |
WBIY WBI Power Factor High Dividend ETF | 4.22% | 4.87% | 4.40% | 3.94% | 5.10% | 4.54% | 6.11% | 5.84% | 0.01% |
Drawdowns
VWID vs. WBIY - Drawdown Comparison
The maximum VWID drawdown since its inception was -34.64%, smaller than the maximum WBIY drawdown of -48.71%. Use the drawdown chart below to compare losses from any high point for VWID and WBIY. For additional features, visit the drawdowns tool.
Volatility
VWID vs. WBIY - Volatility Comparison
The current volatility for Virtus WMC International Dividend ETF (VWID) is 3.62%, while WBI Power Factor High Dividend ETF (WBIY) has a volatility of 5.05%. This indicates that VWID experiences smaller price fluctuations and is considered to be less risky than WBIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.