VYMI vs. DTH
Compare and contrast key facts about Vanguard International High Dividend Yield ETF (VYMI) and WisdomTree International High Dividend Fund (DTH).
VYMI and DTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. DTH is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International High Dividend Index. It was launched on Jun 16, 2006. Both VYMI and DTH 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
VYMI vs. DTH - Performance Comparison
Loading graphics...
VYMI vs. DTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 6.37% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
DTH WisdomTree International High Dividend Fund | 6.21% | 42.37% | 2.31% | 15.03% | -1.74% | 8.30% | -7.05% | 18.43% | -12.85% | 21.10% |
Returns By Period
The year-to-date returns for both stocks are quite close, with VYMI having a 6.37% return and DTH slightly lower at 6.21%. Over the past 10 years, VYMI has outperformed DTH with an annualized return of 10.30%, while DTH has yielded a comparatively lower 8.91% annualized return.
VYMI
- 1D
- 0.82%
- 1M
- -3.79%
- YTD
- 6.37%
- 6M
- 13.78%
- 1Y
- 33.76%
- 3Y*
- 20.74%
- 5Y*
- 12.62%
- 10Y*
- 10.30%
DTH
- 1D
- 1.01%
- 1M
- -3.20%
- YTD
- 6.21%
- 6M
- 12.00%
- 1Y
- 33.49%
- 3Y*
- 18.77%
- 5Y*
- 12.20%
- 10Y*
- 8.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VYMI vs. DTH - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is lower than DTH's 0.58% expense ratio.
Return for Risk
VYMI vs. DTH — Risk / Return Rank
VYMI
DTH
VYMI vs. DTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and WisdomTree International High Dividend Fund (DTH). 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.
| VYMI | DTH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 2.17 | -0.04 |
Sortino ratioReturn per unit of downside risk | 2.82 | 2.79 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.00 | +0.09 |
Martin ratioReturn relative to average drawdown | 12.68 | 12.98 | -0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VYMI | DTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.17 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.81 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.52 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.24 | +0.39 |
Correlation
The correlation between VYMI and DTH is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VYMI vs. DTH - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.60%, more than DTH's 3.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
DTH WisdomTree International High Dividend Fund | 3.50% | 3.80% | 5.41% | 5.63% | 5.70% | 4.72% | 3.75% | 4.27% | 4.62% | 3.72% | 4.14% | 4.38% |
Drawdowns
VYMI vs. DTH - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum DTH drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for VYMI and DTH.
Loading graphics...
Drawdown Indicators
| VYMI | DTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -64.20% | +24.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -11.30% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -23.40% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | -40.75% | +0.75% |
Current DrawdownCurrent decline from peak | -5.77% | -4.81% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -15.27% | +8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.61% | +0.09% |
Volatility
VYMI vs. DTH - Volatility Comparison
Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 6.40% compared to WisdomTree International High Dividend Fund (DTH) at 5.68%. This indicates that VYMI's price experiences larger fluctuations and is considered to be riskier than DTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VYMI | DTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.68% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 9.35% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 15.48% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 15.06% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 17.06% | -0.17% |