International ETFs

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

International ETFs

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
EFA iShares MSCI EAFE ETF	Foreign Large Cap Equities	7.14%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	7.14%
IEMG iShares Core MSCI Emerging Markets ETF	Asia Pacific Equities	7.14%
IGOV iShares International Treasury Bond ETF	International Government Bonds	7.14%
IGRO iShares International Dividend Growth ETF	Foreign Large Cap Equities, Dividend	7.14%
IMTM iShares MSCI Intl Momentum Factor ETF	Foreign Large Cap Equities	7.14%
IXUS iShares Core MSCI Total International Stock ETF	Foreign Large Cap Equities	7.14%
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF	Emerging Markets Bonds	7.14%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	7.14%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	7.14%
VIGI Vanguard International Dividend Appreciation ETF	Foreign Large Cap Equities, Dividend	7.14%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	7.14%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	7.14%
VYMI Vanguard International High Dividend Yield ETF	Foreign Large Cap Equities, Dividend	7.14%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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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	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
International ETFs	13.31%	4.06%	9.99%	13.44%	9.11%	N/A
Portfolio components:
VEU Vanguard FTSE All-World ex-US ETF	13.97%	4.64%	11.01%	13.63%	10.58%	5.68%
VXUS Vanguard Total International Stock ETF	13.93%	4.82%	10.66%	13.38%	10.46%	5.58%
IXUS iShares Core MSCI Total International Stock ETF	14.02%	4.82%	10.97%	13.45%	10.41%	5.60%
IEFA iShares Core MSCI EAFE ETF	17.47%	4.89%	13.86%	14.15%	11.27%	6.10%
IEMG iShares Core MSCI Emerging Markets ETF	8.56%	4.65%	6.64%	10.25%	7.60%	3.99%
IGOV iShares International Treasury Bond ETF	8.69%	-0.38%	4.61%	8.34%	-3.44%	-0.49%
VEA Vanguard FTSE Developed Markets ETF	16.76%	5.13%	12.67%	14.08%	11.40%	6.14%
EFA iShares MSCI EAFE ETF	17.46%	4.79%	13.99%	13.91%	11.45%	5.92%
VIGI Vanguard International Dividend Appreciation ETF	12.78%	3.94%	7.76%	14.21%	9.91%	N/A
VWO Vanguard FTSE Emerging Markets ETF	6.83%	3.87%	5.73%	11.65%	7.97%	4.03%
VYMI Vanguard International High Dividend Yield ETF	17.48%	4.49%	14.67%	17.70%	14.71%	N/A
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF	3.37%	1.24%	0.68%	6.05%	1.33%	N/A
IGRO iShares International Dividend Growth ETF	16.05%	4.41%	11.24%	19.00%	12.22%	N/A
IMTM iShares MSCI Intl Momentum Factor ETF	19.49%	5.55%	15.60%	17.81%	11.26%	7.50%

*Annualized

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	3.06%	1.85%	0.66%	3.06%	4.06%								13.31%
2024	-1.30%	2.51%	2.83%	-2.46%	3.75%	-0.40%	2.75%	2.53%	2.34%	-4.27%	-0.20%	-2.94%	4.86%
2023	7.43%	-4.12%	2.71%	2.00%	-3.49%	4.07%	3.23%	-3.89%	-3.28%	-2.73%	7.67%	4.94%	14.29%
2022	-2.60%	-3.02%	-0.47%	-6.40%	1.15%	-7.25%	3.18%	-4.41%	-8.96%	3.14%	12.09%	-1.81%	-15.86%
2021	-0.03%	1.20%	1.34%	2.53%	2.79%	-0.57%	-0.71%	1.37%	-3.28%	2.49%	-3.79%	3.42%	6.66%
2020	-2.51%	-5.76%	-14.09%	6.24%	4.49%	4.04%	4.17%	3.78%	-1.64%	-1.88%	11.14%	5.17%	11.15%
2019	6.95%	1.37%	1.15%	2.24%	-4.28%	5.56%	-1.69%	-1.59%	1.99%	3.06%	0.70%	4.00%	20.65%
2018		-4.81%	-0.09%	-0.09%	-1.49%	-2.14%	2.64%	-2.10%	0.27%	-7.40%	1.36%	-3.71%	-16.60%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.

JPMB

JPMorgan USD Emerging Markets Sovereign Bond ETF

IGOV

iShares International Treasury Bond ETF

EFA

iShares MSCI EAFE ETF

IMTM

iShares MSCI Intl Momentum Factor ETF

VYMI

Vanguard International High Dividend Yield ETF

IGRO

iShares International Dividend Growth ETF

VIGI

Vanguard International Dividend Appreciation ETF

IEMG

iShares Core MSCI Emerging Markets ETF

IXUS

iShares Core MSCI Total International Stock ETF

VWO

Vanguard FTSE Emerging Markets ETF

VEU

Vanguard FTSE All-World ex-US ETF

VXUS

Vanguard Total International Stock ETF

IEFA

iShares Core MSCI EAFE ETF

VEA

Vanguard FTSE Developed Markets ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of International ETFs is 61, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VEU Vanguard FTSE All-World ex-US ETF	0.82	1.15	1.15	0.91	2.88
VXUS Vanguard Total International Stock ETF	0.80	1.12	1.15	0.90	2.86
IXUS iShares Core MSCI Total International Stock ETF	0.80	1.13	1.15	0.89	2.86
IEFA iShares Core MSCI EAFE ETF	0.81	1.18	1.16	0.97	2.84
IEMG iShares Core MSCI Emerging Markets ETF	0.55	0.77	1.10	0.37	1.44
IGOV iShares International Treasury Bond ETF	0.87	1.21	1.14	0.24	1.65
VEA Vanguard FTSE Developed Markets ETF	0.83	1.18	1.16	0.98	2.96
EFA iShares MSCI EAFE ETF	0.80	1.15	1.16	0.93	2.79
VIGI Vanguard International Dividend Appreciation ETF	0.93	1.30	1.18	0.92	2.63
VWO Vanguard FTSE Emerging Markets ETF	0.63	0.89	1.12	0.52	1.72
VYMI Vanguard International High Dividend Yield ETF	1.10	1.51	1.21	1.32	4.66
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF	0.84	1.20	1.16	0.52	2.58
IGRO iShares International Dividend Growth ETF	1.30	1.73	1.24	1.65	4.07
IMTM iShares MSCI Intl Momentum Factor ETF	0.91	1.25	1.17	1.34	3.92

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

International ETFs Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 0.92
5-Year: 0.64
All Time: 0.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of International ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

International ETFs provided a 2.97% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.97%	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	2.82%	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	2.92%	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	2.92%	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	2.96%	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	2.95%	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	2.81%	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	2.76%	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	1.82%	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	3.01%	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	4.13%	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	7.35%	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	2.07%	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	2.45%	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.

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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 31.22%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current International ETFs drawdown is 0.41%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.22%	Jan 21, 2020	44	Mar 23, 2020	161	Nov 9, 2020	205
-28.56%	Sep 7, 2021	280	Oct 14, 2022	431	Jul 5, 2024	711
-18.74%	Feb 1, 2018	226	Dec 24, 2018	250	Dec 20, 2019	476
-11.72%	Sep 27, 2024	132	Apr 8, 2025	14	Apr 29, 2025	146
-6.33%	Jul 15, 2024	16	Aug 5, 2024	10	Aug 19, 2024	26

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	IGOV	JPMB	VWO	IEMG	IGRO	IMTM	VYMI	VIGI	IEFA	EFA	VEA	VXUS	VEU	IXUS	Portfolio
^GSPC	1.00	0.16	0.44	0.67	0.69	0.71	0.76	0.74	0.78	0.79	0.80	0.81	0.80	0.80	0.80	0.79
IGOV	0.16	1.00	0.50	0.27	0.28	0.36	0.34	0.33	0.37	0.36	0.36	0.36	0.35	0.35	0.35	0.40
JPMB	0.44	0.50	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	0.54
VWO	0.67	0.27	0.43	1.00	0.99	0.72	0.73	0.81	0.80	0.77	0.77	0.79	0.88	0.88	0.88	0.88
IEMG	0.69	0.28	0.44	0.99	1.00	0.73	0.75	0.82	0.81	0.79	0.79	0.81	0.90	0.90	0.89	0.89
IGRO	0.71	0.36	0.48	0.72	0.73	1.00	0.82	0.87	0.87	0.89	0.89	0.89	0.88	0.88	0.88	0.90
IMTM	0.76	0.34	0.47	0.73	0.75	0.82	1.00	0.86	0.91	0.92	0.92	0.92	0.90	0.90	0.91	0.92
VYMI	0.74	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	0.95
VIGI	0.78	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	0.95
IEFA	0.79	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	0.97
EFA	0.80	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	0.97
VEA	0.81	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	0.98
VXUS	0.80	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	0.99
VEU	0.80	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	0.99
IXUS	0.80	0.35	0.50	0.88	0.89	0.88	0.91	0.95	0.94	0.97	0.97	0.98	1.00	1.00	1.00	0.99
Portfolio	0.79	0.40	0.54	0.88	0.89	0.90	0.92	0.95	0.95	0.97	0.97	0.98	0.99	0.99	0.99	1.00

The correlation results are calculated based on daily price changes starting from Feb 1, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

International ETFs

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community