VWO vs. EPD
VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index, while EPD (Enterprise Products Partners L.P.) is a stock. Over the past 10 years, VWO returned 9.00%/yr vs 10.61%/yr for EPD. At a 0.37 correlation, their price movements are largely independent.
Performance
VWO vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, VWO achieves a 10.77% return, which is significantly lower than EPD's 19.79% return. Over the past 10 years, VWO has underperformed EPD with an annualized return of 9.00%, while EPD has yielded a comparatively higher 10.61% annualized return.
VWO
- 1D
- 0.76%
- 1M
- -0.65%
- YTD
- 10.77%
- 6M
- 12.57%
- 1Y
- 24.61%
- 3Y*
- 16.61%
- 5Y*
- 5.03%
- 10Y*
- 9.00%
EPD
- 1D
- -0.08%
- 1M
- -2.72%
- YTD
- 19.79%
- 6M
- 19.53%
- 1Y
- 24.43%
- 3Y*
- 20.73%
- 5Y*
- 15.96%
- 10Y*
- 10.61%
VWO vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 10.77% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
EPD Enterprise Products Partners L.P. | 19.79% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Correlation
The correlation between VWO and EPD is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2005 | 0.37 |
The correlation between VWO and EPD shifts across timeframes, from -0.04 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWO vs. EPD — Risk / Return Rank
VWO
EPD
VWO vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and Enterprise Products Partners L.P. (EPD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VWO | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.24 | -1.03 |
| Martin ratioReturn relative to average drawdown | 7.80 | 9.50 | -1.69 |
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Drawdowns
VWO vs. EPD - Drawdown Comparison
The maximum VWO drawdown since its inception was -67.68%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for VWO and EPD.
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Drawdown Indicators
| VWO | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -58.78% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -7.56% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -15.40% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | -18.06% | -14.54% |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | -58.04% | +21.65% |
Current DrawdownCurrent decline from peak | -2.68% | -6.41% | +3.73% |
Average DrawdownAverage peak-to-trough decline | -15.80% | -10.22% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.58% | +0.59% |
Volatility
VWO vs. EPD - Volatility Comparison
Vanguard FTSE Emerging Markets ETF (VWO) has a higher volatility of 6.64% compared to Enterprise Products Partners L.P. (EPD) at 6.00%. This indicates that VWO's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWO | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 6.00% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 13.27% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 15.90% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 17.23% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 24.14% | -4.92% |
Dividends
VWO vs. EPD - Dividend Comparison
VWO's dividend yield for the trailing twelve months is around 2.44%, less than EPD's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.88% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
VWO and EPD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWO has higher volatility (6.64%) compared to EPD (6.00%). In terms of maximum drawdown, VWO dropped -67.68% vs EPD's -58.78%.
EPD currently has the higher Sharpe Ratio (1.54 vs 1.49), 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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