WPS vs. VYM
WPS (iShares International Developed Property ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - WPS is a REIT fund tracking the S&P Developed ex US Property Index, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. A 0.64 correlation means they provide meaningful diversification when combined. WPS charges 0.48%/yr vs 0.04%/yr for VYM.
Performance
WPS vs. VYM - Performance Comparison
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Returns By Period
WPS
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYM
- 1D
- -0.16%
- 1M
- 0.26%
- YTD
- 11.51%
- 6M
- 10.83%
- 1Y
- 24.08%
- 3Y*
- 18.41%
- 5Y*
- 11.88%
- 10Y*
- 11.98%
WPS vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPS iShares International Developed Property ETF | 0.00% | 0.00% | -3.59% | 7.43% | -24.74% | 9.05% | -5.36% | 20.34% | -9.03% | 22.86% |
VYM Vanguard High Dividend Yield ETF | 11.51% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between WPS and VYM is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2007 | 0.64 |
The correlation between WPS and VYM shifts across timeframes, from 0.34 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WPS vs. VYM — Risk / Return Rank
WPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VYM
WPS vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) and Vanguard High Dividend Yield ETF (VYM). 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.
| WPS | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.61 | — |
| Martin ratioReturn relative to average drawdown | — | 13.43 | — |
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Drawdowns
WPS vs. VYM - Drawdown Comparison
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Drawdown Indicators
| WPS | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.98% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.69% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | — | -1.28% | — |
Average DrawdownAverage peak-to-trough decline | — | -7.18% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.80% | — |
Volatility
WPS vs. VYM - Volatility Comparison
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Volatility by Period
| WPS | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.64% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 10.39% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 13.93% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 16.32% | — |
WPS vs. VYM - Expense Ratio Comparison
WPS has a 0.48% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
WPS vs. VYM - Dividend Comparison
WPS has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 2.30% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
WPS iShares International Developed Property ETF | 0.00% | 0.00% | 2.48% | 2.38% | 2.63% | 4.36% | 2.31% | 6.81% | 4.45% | 4.31% | 5.73% | 3.20% |
Frequently Asked Questions
WPS and VYM have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYM is cheaper with a 0.04% expense ratio, compared with 0.48% for WPS.
VYM has the higher dividend yield at 2.30%, compared with 0.00% for WPS.
WPS is categorized as REIT, while VYM is Dividend. WPS tracks S&P Developed ex US Property Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.48% for WPS and 0.04% for VYM.
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