FTSM vs VWOB

Comparison between FIRST TRUST ENHANCED SHORT MATURITY ETF (FTSM, ETF) and VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND ETF SHARES (VWOB, ETF).

5-Year PerformanceFTSM has outperformed VWOB, delivering a return of +3.4% compared to +2.2%

FTSM vs VWOB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FTSM(ETF)	VWOB(ETF)
Net Assets	$6.40B	$6.50B
Expense Ratio	0.29%	0.15%
Max Drawdown	5.39%	32.89%
Sharpe Ratio	1.21	1.32
5Y Beta	-0.00	0.22
5Y Dividends CAGR	38.45%	5.46%

Net Assets

FTSM

$6.40B

Winner

VWOB

$6.50B

Expense Ratio

FTSM

0.29%

Winner

VWOB

0.15%

Max Drawdown

Winner

FTSM

5.39%

VWOB

32.89%

Sharpe Ratio

FTSM

1.21

Winner

VWOB

1.32

5Y Beta

Winner

FTSM

-0.00

VWOB

0.22

5Y Dividends CAGR

Winner

FTSM

38.45%

VWOB

5.46%

FTSM vs VWOB - Historical Returns

Returns include dividend reinvestment.

Period	FTSM	VWOB
1 month	+0.32%	-0.18%
3 months	+0.72%	-0.85%
6 months	+1.86%	+1.51%
1 year	+4.29%	+10.65%
5 years(CAGR)	+3.42%	+2.22%
10 years(CAGR)	+2.51%	+3.49%
Max(CAGR)	+2.21%	+3.54%

Winner

FTSM

+0.32%

VWOB

-0.18%

Winner

FTSM

+0.72%

VWOB

-0.85%

Winner

FTSM

+1.86%

VWOB

+1.51%

FTSM

+4.29%

Winner

VWOB

+10.65%

5Y(CAGR)

Winner

FTSM

+3.42%

VWOB

+2.22%

10Y(CAGR)

FTSM

+2.51%

Winner

VWOB

+3.49%

Max(CAGR)

FTSM

+2.21%

Winner

VWOB

+3.54%

FTSM vs VWOB - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	FTSM	VWOB
2026	+1.20%	+0.68%
2025	+4.60%	+13.19%
2024	+5.20%	+6.15%
2023	+5.12%	+10.12%
2022	+1.04%	-16.58%
2021	-0.03%	-1.32%
2020	+1.12%	+5.53%
2019	+2.81%	+14.14%
2018	+1.92%	-3.09%
2017	+1.62%	+8.05%
2016	+1.18%	+9.56%
2015	+0.22%	+1.59%
2014	-0.11%	+4.34%
2013	N/A	-1.82%

FTSM vs VWOB Drawdown Comparison

The maximum drawdown for FTSM was -4.12%, occurring on Mar 20, 2020. Recovery took 67 trading sessions.

The maximum drawdown for VWOB was -26.98%, occurring on Oct 20, 2022. Recovery took 959 trading sessions.

The current VWOB drawdown is -1.17%.

Rank	FTSM	VWOB
#1	-4.12% Mar 3, 2020 - Jun 8, 2020	-26.98% Sep 2, 2021 - Jul 1, 2025
#2	-1.80% Aug 31, 2015 - May 10, 2017	-25.31% Mar 4, 2020 - Sep 2, 2020
#3	-0.65% Oct 4, 2021 - Nov 2, 2022	-7.74% Aug 27, 2014 - Apr 8, 2015
#4	-0.35% May 21, 2015 - Aug 31, 2015	-6.90% Dec 30, 2020 - Aug 30, 2021
#5	-0.30% Oct 21, 2014 - Jan 30, 2015	-6.77% Jun 4, 2013 - Feb 28, 2014
#6	-0.20% Sep 5, 2014 - Oct 16, 2014	-6.03% Sep 7, 2016 - Apr 12, 2017
#7	-0.15% Apr 3, 2025 - Apr 17, 2025	-5.58% Jan 5, 2018 - Jan 31, 2019
#8	-0.15% Mar 16, 2015 - Apr 20, 2015	-5.39% Apr 24, 2015 - Mar 16, 2016
#9	-0.13% Jan 30, 2015 - Mar 2, 2015	-4.48% Feb 23, 2026 - Mar 27, 2026
#10	-0.12% Feb 27, 2026 - Mar 30, 2026	-3.65% Sep 2, 2020 - Nov 11, 2020
#11	-0.12% Nov 23, 2018 - Dec 24, 2018	-2.64% Feb 21, 2020 - Mar 4, 2020
#12	-0.12% Jun 10, 2020 - Jun 22, 2020	-2.02% Sep 4, 2019 - Dec 11, 2019
#13	-0.12% Jul 6, 2020 - Jul 20, 2020	-2.01% Jun 14, 2017 - Aug 3, 2017
#14	-0.10% Mar 20, 2023 - Mar 23, 2023	-1.88% Aug 9, 2019 - Sep 4, 2019
#15	-0.10% Aug 7, 2014 - Aug 15, 2014	-1.51% Jul 24, 2014 - Aug 27, 2014

Correlation

Correlation between FTSM and VWOB is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (2013 - 2026)

FTSM vs VWOB dividend yield comparison.

Year	FTSM	VWOB
2026	1.34%	1.96%
2025	4.28%	5.92%
2024	4.91%	6.08%
2023	4.62%	5.50%
2022	1.62%	5.30%
2021	0.39%	4.04%
2020	1.20%	4.18%
2019	2.38%	4.58%
2018	2.14%	4.52%
2017	1.49%	4.61%
2016	1.03%	4.71%
2015	0.48%	4.93%
2014	0.16%	4.49%
2013	0.00%	2.39%