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 Quarterly
The earliest data available for this chart is Nov 12, 2015, corresponding to the inception date of IAGG
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| International ETFs | 4.71% | -4.00% | -0.36% | 11.29% | 3.63% | N/A |
| Portfolio components: | ||||||
VEU Vanguard FTSE All-World ex-US ETF | 7.13% | -5.20% | -0.78% | 14.11% | 5.52% | 4.97% |
VXUS Vanguard Total International Stock ETF | 6.85% | -4.99% | -0.72% | 14.09% | 5.45% | 4.93% |
IXUS iShares Core MSCI Total International Stock ETF | 6.81% | -5.04% | -0.82% | 14.03% | 5.33% | 4.91% |
IEFA iShares Core MSCI EAFE ETF | 4.85% | -5.69% | -2.93% | 12.81% | 5.50% | 5.32% |
IEMG iShares Core MSCI Emerging Markets ETF | 8.67% | -5.54% | 0.76% | 13.73% | 3.82% | 3.56% |
BNDX Vanguard Total International Bond ETF | 2.86% | -0.04% | 3.05% | 7.34% | -0.06% | 2.01% |
IGOV iShares International Treasury Bond ETF | -4.40% | -2.61% | -0.03% | 2.49% | -4.49% | -1.87% |
IAGG iShares Core International Aggregate Bond ETF | 3.70% | 0.05% | 3.33% | 7.84% | 0.57% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 5.01% | -5.16% | -2.35% | 13.04% | 5.83% | 5.38% |
EFA iShares MSCI EAFE ETF | 4.93% | -5.85% | -3.34% | 12.68% | 5.58% | 5.03% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.56% | 1.94% | 2.52% | -2.29% | 3.08% | -0.41% | 2.45% | 2.18% | 2.01% | -3.77% | 4.71% | ||
| 2023 | 6.99% | -3.77% | 2.94% | 1.48% | -2.72% | 3.23% | 2.66% | -3.30% | -3.19% | -2.43% | 7.06% | 4.76% | 13.59% |
| 2022 | -2.55% | -2.63% | -1.04% | -5.86% | 0.88% | -6.38% | 3.56% | -4.62% | -8.17% | 2.92% | 10.57% | -2.15% | -15.67% |
| 2021 | -0.14% | 0.94% | 1.04% | 2.05% | 2.25% | -0.43% | -0.25% | 0.87% | -2.87% | 1.79% | -2.91% | 2.32% | 4.58% |
| 2020 | -1.96% | -4.53% | -11.23% | 5.32% | 3.64% | 3.29% | 3.39% | 3.04% | -1.18% | -1.47% | 9.20% | 4.48% | 10.85% |
| 2019 | 5.65% | 1.10% | 1.06% | 1.89% | -3.55% | 4.63% | -1.22% | -0.99% | 1.64% | 2.43% | 0.42% | 3.09% | 17.00% |
| 2018 | 4.17% | -3.67% | 0.20% | -0.01% | -1.46% | -1.50% | 1.80% | -1.68% | 0.10% | -6.00% | 1.16% | -2.86% | -9.71% |
| 2017 | 2.84% | 1.17% | 2.25% | 1.87% | 2.53% | 0.40% | 2.77% | 0.73% | 1.06% | 1.52% | 0.62% | 1.53% | 21.05% |
| 2016 | -3.42% | -1.19% | 6.19% | 1.50% | -0.71% | 0.18% | 3.34% | 0.31% | 1.34% | -2.04% | -2.32% | 1.33% | 4.21% |
| 2015 | 0.82% | -1.62% | -0.81% |
Expense Ratio
International ETFs has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of International ETFs is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | 1.34 | 1.92 | 1.24 | 1.28 | 7.68 |
VXUS Vanguard Total International Stock ETF | 1.33 | 1.90 | 1.24 | 1.23 | 7.70 |
IXUS iShares Core MSCI Total International Stock ETF | 1.32 | 1.90 | 1.24 | 1.17 | 7.56 |
IEFA iShares Core MSCI EAFE ETF | 1.23 | 1.77 | 1.22 | 1.34 | 6.47 |
IEMG iShares Core MSCI Emerging Markets ETF | 1.10 | 1.61 | 1.20 | 0.64 | 5.82 |
BNDX Vanguard Total International Bond ETF | 1.94 | 2.98 | 1.34 | 0.68 | 7.20 |
IGOV iShares International Treasury Bond ETF | 0.55 | 0.84 | 1.10 | 0.16 | 1.07 |
IAGG iShares Core International Aggregate Bond ETF | 2.18 | 3.39 | 1.40 | 0.90 | 12.25 |
VEA Vanguard FTSE Developed Markets ETF | 1.24 | 1.78 | 1.22 | 1.35 | 6.72 |
EFA iShares MSCI EAFE ETF | 1.22 | 1.75 | 1.21 | 1.57 | 6.36 |
Dividends
Dividend yield
International ETFs provided a 2.91% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.91% | 2.99% | 2.36% | 2.74% | 1.70% | 2.82% | 2.87% | 2.22% | 2.40% | 2.14% | 2.55% | 1.87% |
| Portfolio components: | ||||||||||||
VEU Vanguard FTSE All-World ex-US ETF | 2.98% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
IXUS iShares Core MSCI Total International Stock ETF | 3.03% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% | 2.08% |
IEFA iShares Core MSCI EAFE ETF | 3.14% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.73% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
IGOV iShares International Treasury Bond ETF | 0.00% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.22% | 1.28% | 1.32% |
IAGG iShares Core International Aggregate Bond ETF | 3.43% | 3.55% | 2.28% | 1.16% | 1.95% | 2.82% | 3.02% | 1.74% | 1.56% | 0.13% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
EFA iShares MSCI EAFE ETF | 2.99% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
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 27.16%, occurring on Oct 14, 2022. Recovery took 464 trading sessions.
The current International ETFs drawdown is 5.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.16% | Sep 7, 2021 | 280 | Oct 14, 2022 | 464 | Aug 21, 2024 | 744 |
| -25.29% | Jan 21, 2020 | 44 | Mar 23, 2020 | 141 | Oct 12, 2020 | 185 |
| -16.44% | Jan 29, 2018 | 229 | Dec 24, 2018 | 254 | Dec 27, 2019 | 483 |
| -9.67% | Dec 2, 2015 | 33 | Jan 20, 2016 | 58 | Apr 13, 2016 | 91 |
| -6.45% | Jun 24, 2016 | 2 | Jun 27, 2016 | 23 | Jul 29, 2016 | 25 |
Volatility
Volatility Chart
The current International ETFs volatility is 3.25%, 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
| IAGG | BNDX | IGOV | IEMG | EFA | IEFA | VEA | IXUS | VXUS | VEU | |
|---|---|---|---|---|---|---|---|---|---|---|
| IAGG | 1.00 | 0.79 | 0.52 | 0.02 | 0.03 | 0.03 | 0.03 | 0.03 | 0.03 | 0.03 |
| BNDX | 0.79 | 1.00 | 0.55 | 0.02 | 0.03 | 0.03 | 0.03 | 0.03 | 0.03 | 0.03 |
| IGOV | 0.52 | 0.55 | 1.00 | 0.24 | 0.30 | 0.31 | 0.31 | 0.30 | 0.30 | 0.30 |
| IEMG | 0.02 | 0.02 | 0.24 | 1.00 | 0.79 | 0.79 | 0.82 | 0.90 | 0.90 | 0.90 |
| EFA | 0.03 | 0.03 | 0.30 | 0.79 | 1.00 | 1.00 | 0.99 | 0.97 | 0.97 | 0.97 |
| IEFA | 0.03 | 0.03 | 0.31 | 0.79 | 1.00 | 1.00 | 0.99 | 0.97 | 0.97 | 0.97 |
| VEA | 0.03 | 0.03 | 0.31 | 0.82 | 0.99 | 0.99 | 1.00 | 0.98 | 0.98 | 0.98 |
| IXUS | 0.03 | 0.03 | 0.30 | 0.90 | 0.97 | 0.97 | 0.98 | 1.00 | 0.99 | 0.99 |
| VXUS | 0.03 | 0.03 | 0.30 | 0.90 | 0.97 | 0.97 | 0.98 | 0.99 | 1.00 | 1.00 |
| VEU | 0.03 | 0.03 | 0.30 | 0.90 | 0.97 | 0.97 | 0.98 | 0.99 | 1.00 | 1.00 |