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WDIV vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WDIV vs. VYMI

Last updated Jun 24, 2026

WDIV (SPDR S&P Global Dividend ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - WDIV is a Global Equities fund tracking the S&P Global Dividend Aristocrats Index sp_43, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, WDIV returned 7.81%/yr vs 11.21%/yr for VYMI. Their correlation of 0.90 suggests significant overlap in exposure. WDIV charges 0.40%/yr vs 0.07%/yr for VYMI.

Performance

WDIV vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Dividend ETF (WDIV) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDIV achieves a 7.89% return, which is significantly lower than VYMI's 11.38% return. Over the past 10 years, WDIV has underperformed VYMI with an annualized return of 7.81%, while VYMI has yielded a comparatively higher 11.21% annualized return.

WDIV

1D
0.04%
1M
-0.69%
YTD
7.89%
6M
7.85%
1Y
19.92%
3Y*
17.68%
5Y*
7.89%
10Y*
7.81%

VYMI

1D
-1.23%
1M
-0.28%
YTD
11.38%
6M
11.17%
1Y
30.40%
3Y*
21.85%
5Y*
12.40%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDIV vs. VYMI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WDIV
SPDR S&P Global Dividend ETF		7.89%27.16%7.61%8.21%-6.92%14.44%-10.18%20.12%-8.81%19.03%
VYMI
Vanguard International High Dividend Yield ETF		11.38%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Correlation

The correlation between WDIV and VYMI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.90

The correlation between WDIV and VYMI has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

WDIV vs. VYMI - Sectors Allocation Comparison

Sectors
WDIV
VYMI

Financial Services

19.1%
40.7%

Real Estate

8.2%
1.3%

Utilities

7.5%
5.0%

Energy

7.4%
8.6%

Industrials

6.0%
6.2%

Communication Services

5.1%
3.7%

Consumer Defensive

4.6%
6.7%

Basic Materials

4.5%
6.9%

Consumer Cyclical

3.9%
6.4%

Technology

2.4%
5.2%

Healthcare

2.2%
6.5%

Financial Services

WDIV
19.1%
VYMI
40.7%

Real Estate

WDIV
8.2%
VYMI
1.3%

Utilities

WDIV
7.5%
VYMI
5.0%

Energy

WDIV
7.4%
VYMI
8.6%

Industrials

WDIV
6.0%
VYMI
6.2%

Communication Services

WDIV
5.1%
VYMI
3.7%

Consumer Defensive

WDIV
4.6%
VYMI
6.7%

Basic Materials

WDIV
4.5%
VYMI
6.9%

Consumer Cyclical

WDIV
3.9%
VYMI
6.4%

Technology

WDIV
2.4%
VYMI
5.2%

Healthcare

WDIV
2.2%
VYMI
6.5%

Compare stocks, funds, or ETFs

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SPDR S&P Global Dividend ETF

Vanguard International High Dividend Yield ETF

Often compared with WDIV:
WDIV vs. SCHDWDIV vs. SCHYWDIV vs. VYMWDIV vs. WLDRWDIV vs. VIGIWDIV vs. SPYWDIV vs. IVV
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

WDIV vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WDIV
WDIV Risk / Return Rank: 5757
Overall Rank
WDIV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 6464
Sortino Ratio Rank
WDIV Omega Ratio Rank: 6060
Omega Ratio Rank
WDIV Calmar Ratio Rank: 4949
Calmar Ratio Rank
WDIV Martin Ratio Rank: 5252
Martin Ratio Rank
VYMI
VYMI Risk / Return Rank: 7070
Overall Rank
VYMI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7474
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6363
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WDIV vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and Vanguard International High Dividend Yield ETF (VYMI). 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.

WDIVVYMIDifference
Sharpe ratioReturn per unit of total volatility
1.95
2.30

-0.35

Sortino ratioReturn per unit of downside risk
2.81
3.14

-0.33

Omega ratioGain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

2.32

3.01

-0.69

Martin ratioReturn relative to average drawdown

8.53

11.81

-3.28

WDIV vs. VYMI - Sharpe Ratio Comparison

The current WDIV Sharpe Ratio is 1.95, which is comparable to the VYMI Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of WDIV and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WDIV vs. VYMI - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.34%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for WDIV and VYMI.

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Drawdown Indicators

WDIVVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-40.00%

-2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-10.14%

+1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-11.26%

-12.84%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-24.05%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-40.00%

-2.34%

Current Drawdown

Current decline from peak

-1.94%

-1.97%

+0.03%

Average Drawdown

Average peak-to-trough decline

-5.83%

-6.28%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.58%

-0.24%

Volatility

WDIV vs. VYMI - Volatility Comparison

The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 3.05%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.14%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WDIVVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

4.14%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

11.20%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

10.29%

13.27%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

14.87%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.24%

16.61%

-1.37%

WDIV vs. VYMI - Expense Ratio Comparison

WDIV has a 0.40% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

WDIV vs. VYMI - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.29%, more than VYMI's 3.67% yield.

PositionTTM20252024202320222021202020192018201720162015
VYMI
Vanguard International High Dividend Yield ETF		3.67%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%
WDIV
SPDR S&P Global Dividend ETF		4.29%4.27%4.63%4.73%5.12%4.15%5.55%3.99%4.42%3.62%4.32%5.03%

Frequently Asked Questions

WDIV and VYMI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYMI has higher volatility (4.14%) compared to WDIV (3.05%). In terms of maximum drawdown, WDIV dropped -42.34% vs VYMI's -40.00%.

On 10-year performance, VYMI leads with 11.21% vs 7.81% for WDIV. On fees, VYMI is cheaper at 0.07% per year. On volatility, WDIV has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYMI has performed better with a 11.21% return vs 7.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.40% for WDIV.

WDIV has the higher dividend yield at 4.29%, compared with 3.67% for VYMI.

WDIV is categorized as Global Equities, while VYMI is Dividend. WDIV tracks S&P Global Dividend Aristocrats Index sp_43, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.40% for WDIV and 0.07% for VYMI.

VYMI currently has the higher Sharpe Ratio (2.30 vs 1.95), 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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