VYMI vs. DGRE

Last updated Aug 5, 2026

VYMI (Vanguard International High Dividend Yield ETF) and DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) are both exchange-traded funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while DGRE is a Quality Factor fund actively managed by WisdomTree. VYMI is passively managed, while DGRE is actively managed. Over the past 10 years, VYMI returned 11.00%/yr vs 8.33%/yr for DGRE. Their 0.75 correlation means they have sometimes moved together and sometimes differently. VYMI charges 0.07%/yr vs 0.32%/yr for DGRE.

Performance

VYMI vs. DGRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield ETF (VYMI) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VYMI achieves a 18.16% return, which is significantly lower than DGRE's 27.72% return. Over the past 10 years, VYMI has outperformed DGRE with an annualized return of 11.00%, while DGRE has yielded a comparatively lower 8.33% annualized return.

VYMI

• 1D: 0.45%
• 1M: 4.99%
• 6M: 10.02%
• YTD: 18.16%
• 1Y: 33.89%
• 3Y*: 22.89%
• 5Y*: 13.93%
• 10Y*: 11.00%
• ALL TIME*: 11.40%

DGRE

• 1D: 2.73%
• 1M: 0.66%
• 6M: 16.75%
• YTD: 27.72%
• 1Y: 46.96%
• 3Y*: 22.00%
• 5Y*: 8.78%
• 10Y*: 8.33%
• ALL TIME*: 6.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	$223.97K	$439.36K	$483.26K
VYMI Vanguard International High Dividend Yield ETF	$81.12M	$82.35M	$91.64M

VYMI vs. DGRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VYMI Vanguard International High Dividend Yield ETF	18.16%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	27.72%	27.47%	3.63%	18.46%	-21.86%	2.55%	10.85%	21.12%	-16.36%	33.61%

Correlation

The correlation between VYMI and DGRE is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.69
Correlation (3Y) Balances recent behavior with more history.	0.67
Correlation (5Y) Shows whether the relationship held over a longer period.	0.71
Correlation (10Y) Provides a long-term view across more market conditions.	0.74
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.75

The correlation between VYMI and DGRE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

VYMI vs. DGRE - Sectors Allocation Comparison

Sectors	VYMI	DGRE
Financial Services	42.4%	11.8%
Energy	7.9%	1.1%
Consumer Defensive	6.7%	2.3%
Healthcare	6.5%	2.6%
Basic Materials	6.5%	4.4%
Industrials	6.1%	8.0%
Consumer Cyclical	6.0%	2.6%
Technology	5.3%	38.6%
Utilities	5.2%	0.9%
Communication Services	3.5%	0.8%
Real Estate	1.1%	0.3%

Return for Risk

VYMI vs. DGRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VYMI

VYMI Risk / Return Rank: 88
VYMI Sharpe Ratio Rank: 92
VYMI Sortino Ratio Rank: 91
VYMI Omega Ratio Rank: 91
VYMI Calmar Ratio Rank: 82
VYMI Martin Ratio Rank: 85

DGRE

DGRE Risk / Return Rank: 76
DGRE Sharpe Ratio Rank: 75
DGRE Sortino Ratio Rank: 69
DGRE Omega Ratio Rank: 75
DGRE Calmar Ratio Rank: 83
DGRE Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VYMI vs. DGRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). 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.

	VYMI	DGRE	Difference
Sharpe ratio: Return per unit of total volatility	2.59	1.93	+0.65
Sortino ratio: Return per unit of downside risk	3.52	2.54	+0.98
Omega ratio: Gain probability vs. loss probability	1.47	1.35	+0.11
Calmar ratio: Return relative to maximum drawdown	3.36	3.45	-0.09
Martin ratio: Return relative to average drawdown	13.26	10.77	+2.49

VYMI vs. DGRE - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.59, which is higher than the DGRE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of VYMI and DGRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VYMI vs. DGRE - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, which is greater than DGRE's maximum drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for VYMI and DGRE.

Drawdown Indicators

	VYMI	DGRE	Difference
Max Drawdown Largest peak-to-trough decline	-40.00%	-36.95%	-3.05%
Max Drawdown (1Y) Largest decline over 1 year	-10.14%	-13.68%	+3.54%
Max Drawdown (3Y) Largest decline over 3 years	-12.84%	-20.65%	+7.81%
Max Drawdown (5Y) Largest decline over 5 years	-24.05%	-33.43%	+9.38%
Max Drawdown (10Y) Largest decline over 10 years	-40.00%	-36.95%	-3.05%
Current Drawdown Current decline from peak	0.00%	-5.58%	+5.58%
Average Drawdown Average peak-to-trough decline	-6.22%	-11.93%	+5.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	4.37%	-1.81%

Volatility

VYMI vs. DGRE - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.30%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 9.09%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than DGRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VYMI	DGRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	9.09%	-5.79%
Volatility (6M) Calculated over the trailing 6-month period	11.30%	22.72%	-11.42%
Volatility (1Y) Calculated over the trailing 1-year period	13.22%	24.39%	-11.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.85%	19.12%	-4.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.55%	20.00%	-3.45%

VYMI vs. DGRE - Expense Ratio Comparison

VYMI has a 0.07% expense ratio, which is lower than DGRE's 0.32% expense ratio.

Dividends

VYMI vs. DGRE - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.46%, more than DGRE's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.30%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%
VYMI Vanguard International High Dividend Yield ETF	3.46%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%

Frequently Asked Questions

Can I hold both VYMI and DGRE in my portfolio?

VYMI and DGRE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VYMI or DGRE?

DGRE has higher volatility (9.09%) compared to VYMI (3.30%). In terms of maximum drawdown, VYMI dropped -40.00% vs DGRE's -36.95%.

Which ETF is better, VYMI or DGRE?

On 10-year performance, VYMI leads with 11.00% vs 8.33% for DGRE. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VYMI or DGRE?

Over the 10-year period, VYMI has performed better with a 11.00% return vs 8.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VYMI or DGRE?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.32% for DGRE.

Which ETF pays a higher dividend yield, VYMI or DGRE?

VYMI has the higher dividend yield at 3.46%, compared with 1.30% for DGRE.

What is the main difference between VYMI and DGRE?

VYMI is categorized as Dividend, while DGRE is Quality Factor. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.07% for VYMI and 0.32% for DGRE.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.59 vs 1.93), 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.