International ETFs
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in International ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Jan 31, 2018, corresponding to the inception date of JPMB
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| International ETFs | 5.00% | -3.30% | -0.84% | 9.95% | 8.77% | N/A |
| Portfolio components: | ||||||
VEU Vanguard FTSE All-World ex-US ETF | 4.48% | -4.47% | -1.12% | 9.67% | 10.07% | 4.78% |
VXUS Vanguard Total International Stock ETF | 4.37% | -4.33% | -1.26% | 9.37% | 10.00% | 4.68% |
IXUS iShares Core MSCI Total International Stock ETF | 4.20% | -4.37% | -1.40% | 9.24% | 9.88% | 4.67% |
IEFA iShares Core MSCI EAFE ETF | 7.23% | -3.95% | 0.87% | 9.79% | 10.93% | 5.30% |
IEMG iShares Core MSCI Emerging Markets ETF | -0.48% | -6.68% | -6.59% | 7.17% | 6.68% | 2.82% |
IGOV iShares International Treasury Bond ETF | 8.72% | 4.98% | 3.20% | 8.81% | -2.99% | -0.70% |
VEA Vanguard FTSE Developed Markets ETF | 6.62% | -3.35% | 0.40% | 9.39% | 11.05% | 5.27% |
EFA iShares MSCI EAFE ETF | 7.26% | -4.18% | 1.00% | 9.62% | 10.96% | 5.09% |
VIGI Vanguard International Dividend Appreciation ETF | 3.70% | -2.92% | -3.91% | 8.12% | 9.11% | N/A |
VWO Vanguard FTSE Emerging Markets ETF | -1.58% | -6.97% | -6.05% | 9.27% | 7.24% | 2.97% |
VYMI Vanguard International High Dividend Yield ETF | 8.39% | -3.13% | 3.26% | 15.08% | 14.27% | N/A |
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | 0.77% | -2.30% | -2.19% | 5.33% | 2.04% | N/A |
IGRO iShares International Dividend Growth ETF | 7.07% | -1.28% | -0.47% | 15.57% | 11.69% | N/A |
IMTM iShares MSCI Intl Momentum Factor ETF | 7.81% | -1.27% | 2.09% | 10.81% | 10.78% | 6.74% |
Monthly Returns
The table below presents the monthly returns of International ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.21% | 1.90% | 0.64% | -0.80% | 5.00% | ||||||||
| 2024 | -1.15% | 2.58% | 2.91% | -2.55% | 3.89% | -0.48% | 2.80% | 2.57% | 2.22% | -4.33% | -0.15% | -2.98% | 5.03% |
| 2023 | 7.47% | -4.05% | 2.68% | 2.12% | -3.54% | 4.12% | 3.22% | -3.89% | -3.28% | -2.75% | 7.71% | 4.96% | 14.59% |
| 2022 | -2.71% | -3.02% | -0.37% | -6.39% | 1.15% | -7.33% | 3.22% | -4.44% | -8.97% | 3.24% | 12.09% | -1.81% | -15.83% |
| 2021 | -0.06% | 1.15% | 1.30% | 2.54% | 2.80% | -0.56% | -0.71% | 1.42% | -3.31% | 2.56% | -3.83% | 3.49% | 6.67% |
| 2020 | -2.44% | -5.74% | -14.07% | 6.08% | 4.48% | 3.94% | 4.13% | 3.72% | -1.61% | -1.88% | 10.97% | 5.11% | 10.71% |
| 2019 | 6.84% | 1.35% | 1.16% | 2.21% | -4.19% | 5.54% | -1.66% | -1.51% | 1.94% | 3.01% | 0.68% | 3.92% | 20.46% |
| 2018 | -4.81% | -0.10% | -0.11% | -1.49% | -2.14% | 2.61% | -2.07% | 0.28% | -7.39% | 1.30% | -3.71% | -16.63% |
Expense Ratio
International ETFs has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of International ETFs is 71, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 0.58 | 0.92 | 1.12 | 0.71 | 2.23 |
VXUS Vanguard Total International Stock ETF | 0.56 | 0.90 | 1.12 | 0.70 | 2.21 |
IXUS iShares Core MSCI Total International Stock ETF | 0.55 | 0.89 | 1.12 | 0.67 | 2.16 |
IEFA iShares Core MSCI EAFE ETF | 0.56 | 0.91 | 1.12 | 0.72 | 2.10 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.38 | 0.68 | 1.09 | 0.31 | 1.25 |
IGOV iShares International Treasury Bond ETF | 1.02 | 1.61 | 1.19 | 0.29 | 2.06 |
VEA Vanguard FTSE Developed Markets ETF | 0.55 | 0.89 | 1.12 | 0.70 | 2.13 |
EFA iShares MSCI EAFE ETF | 0.55 | 0.90 | 1.12 | 0.69 | 2.08 |
VIGI Vanguard International Dividend Appreciation ETF | 0.54 | 0.86 | 1.11 | 0.56 | 1.64 |
VWO Vanguard FTSE Emerging Markets ETF | 0.51 | 0.85 | 1.11 | 0.48 | 1.67 |
VYMI Vanguard International High Dividend Yield ETF | 0.96 | 1.40 | 1.19 | 1.21 | 4.23 |
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | 0.82 | 1.21 | 1.16 | 0.46 | 2.74 |
IGRO iShares International Dividend Growth ETF | 1.05 | 1.48 | 1.20 | 1.41 | 3.47 |
IMTM iShares MSCI Intl Momentum Factor ETF | 0.55 | 0.87 | 1.12 | 0.87 | 2.54 |
Dividends
Dividend yield
International ETFs provided a 3.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.17% | 3.25% | 3.07% | 2.93% | 3.46% | 2.00% | 2.89% | 2.99% | 2.13% | 2.17% | 1.75% | 1.92% |
| Portfolio components: | ||||||||||||
VEU Vanguard FTSE All-World ex-US ETF | 3.07% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
VXUS Vanguard Total International Stock ETF | 3.18% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
IXUS iShares Core MSCI Total International Stock ETF | 3.19% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% |
IEFA iShares Core MSCI EAFE ETF | 3.24% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% |
IEMG iShares Core MSCI Emerging Markets ETF | 3.22% | 3.20% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% |
IGOV iShares International Treasury Bond ETF | 0.54% | 0.59% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.22% | 1.28% |
VEA Vanguard FTSE Developed Markets ETF | 3.07% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
EFA iShares MSCI EAFE ETF | 3.02% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
VIGI Vanguard International Dividend Appreciation ETF | 1.98% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 3.27% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VYMI Vanguard International High Dividend Yield ETF | 4.48% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | 7.13% | 6.32% | 5.99% | 4.94% | 4.29% | 4.29% | 4.51% | 4.58% | 0.00% | 0.00% | 0.00% | 0.00% |
IGRO iShares International Dividend Growth ETF | 2.25% | 2.44% | 2.79% | 2.69% | 2.27% | 2.41% | 2.65% | 2.97% | 2.43% | 1.18% | 0.00% | 0.00% |
IMTM iShares MSCI Intl Momentum Factor ETF | 2.72% | 2.93% | 2.29% | 2.68% | 5.41% | 0.97% | 2.13% | 2.36% | 1.91% | 2.75% | 1.56% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the International ETFs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the International ETFs was 31.13%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current International ETFs drawdown is 3.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.13% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -28.57% | Sep 8, 2021 | 279 | Oct 14, 2022 | 397 | May 15, 2024 | 676 |
| -18.77% | Feb 1, 2018 | 226 | Dec 24, 2018 | 251 | Dec 23, 2019 | 477 |
| -12.01% | Mar 20, 2025 | 14 | Apr 8, 2025 | — | — | — |
| -9.56% | Sep 27, 2024 | 73 | Jan 13, 2025 | 45 | Mar 19, 2025 | 118 |
Volatility
Volatility Chart
The current International ETFs volatility is 9.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| IGOV | JPMB | VWO | IEMG | IGRO | IMTM | VYMI | VIGI | EFA | IEFA | VEA | VXUS | IXUS | VEU | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IGOV | 1.00 | 0.51 | 0.28 | 0.29 | 0.36 | 0.34 | 0.33 | 0.37 | 0.36 | 0.36 | 0.36 | 0.35 | 0.36 | 0.35 |
| JPMB | 0.51 | 1.00 | 0.43 | 0.44 | 0.48 | 0.47 | 0.46 | 0.51 | 0.50 | 0.50 | 0.50 | 0.50 | 0.50 | 0.50 |
| VWO | 0.28 | 0.43 | 1.00 | 0.99 | 0.72 | 0.74 | 0.81 | 0.80 | 0.77 | 0.77 | 0.79 | 0.88 | 0.88 | 0.88 |
| IEMG | 0.29 | 0.44 | 0.99 | 1.00 | 0.74 | 0.75 | 0.82 | 0.81 | 0.79 | 0.79 | 0.81 | 0.90 | 0.90 | 0.90 |
| IGRO | 0.36 | 0.48 | 0.72 | 0.74 | 1.00 | 0.82 | 0.87 | 0.87 | 0.89 | 0.89 | 0.89 | 0.88 | 0.88 | 0.88 |
| IMTM | 0.34 | 0.47 | 0.74 | 0.75 | 0.82 | 1.00 | 0.86 | 0.91 | 0.92 | 0.92 | 0.92 | 0.90 | 0.91 | 0.91 |
| VYMI | 0.33 | 0.46 | 0.81 | 0.82 | 0.87 | 0.86 | 1.00 | 0.88 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 |
| VIGI | 0.37 | 0.51 | 0.80 | 0.81 | 0.87 | 0.91 | 0.88 | 1.00 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 |
| EFA | 0.36 | 0.50 | 0.77 | 0.79 | 0.89 | 0.92 | 0.95 | 0.94 | 1.00 | 1.00 | 0.99 | 0.97 | 0.97 | 0.97 |
| IEFA | 0.36 | 0.50 | 0.77 | 0.79 | 0.89 | 0.92 | 0.95 | 0.94 | 1.00 | 1.00 | 0.99 | 0.97 | 0.97 | 0.97 |
| VEA | 0.36 | 0.50 | 0.79 | 0.81 | 0.89 | 0.92 | 0.95 | 0.94 | 0.99 | 0.99 | 1.00 | 0.98 | 0.98 | 0.98 |
| VXUS | 0.35 | 0.50 | 0.88 | 0.90 | 0.88 | 0.90 | 0.95 | 0.94 | 0.97 | 0.97 | 0.98 | 1.00 | 1.00 | 1.00 |
| IXUS | 0.36 | 0.50 | 0.88 | 0.90 | 0.88 | 0.91 | 0.95 | 0.94 | 0.97 | 0.97 | 0.98 | 1.00 | 1.00 | 1.00 |
| VEU | 0.35 | 0.50 | 0.88 | 0.90 | 0.88 | 0.91 | 0.95 | 0.94 | 0.97 | 0.97 | 0.98 | 1.00 | 1.00 | 1.00 |