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ISIN
US9219097683
CUSIP
921909768
Issuer
Vanguard
Inception Date
Jan 26, 2011
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
FTSE Global All Cap ex US Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$629B

Share Price Chart


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Performance

VXUS Performance Chart

Vanguard Total International Stock ETF (VXUS) is up 14.5% since the beginning of the year. VXUS is currently trading at $86 per share. Investors who bought $1,000 worth of VXUS shares 5 years ago would now be looking at an investment worth $1,503.


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S&P 500 Index

Returns By Period

Vanguard Total International Stock ETF (VXUS) has returned 14.45% so far this year and 31.38% over the past 12 months. Over the last ten years, VXUS has returned 9.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.65% annually.


Vanguard Total International Stock ETF

1D
0.17%
1M
3.40%
YTD
14.45%
6M
16.87%
1Y
31.38%
3Y*
19.55%
5Y*
8.49%
10Y*
9.69%

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS Monthly Returns History

Based on dividend-adjusted daily data since Jan 28, 2011, VXUS's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +13.0%, while the worst month was Mar 2020 at -16.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VXUS closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.59%5.21%-7.90%7.72%3.61%0.22%14.45%
20253.38%1.85%0.38%2.83%4.82%3.96%-0.90%4.24%3.43%1.59%0.42%2.52%32.35%
2024-1.71%2.91%3.23%-2.32%4.02%-0.80%2.62%2.41%2.60%-4.46%-0.23%-2.87%5.08%
20238.68%-4.27%2.84%1.88%-3.50%4.44%3.89%-4.39%-3.40%-3.36%8.24%5.09%15.86%
2022-2.83%-2.85%-0.28%-6.49%1.52%-7.94%3.64%-4.49%-9.91%3.41%13.04%-2.14%-16.08%
20210.25%2.30%1.87%2.78%3.07%-0.33%-1.13%1.46%-3.46%2.88%-4.26%3.57%8.98%

Benchmark Metrics

Vanguard Total International Stock ETF has an annualized alpha of -3.35%, beta of 0.88, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.

  • This ETF participated in 100.06% of S&P 500 Index downside but only 77.40% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.35% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.88 and R2 of 0.74, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.35%
Beta
0.88
0.74
Upside Capture
77.40%
Downside Capture
100.06%

Expense Ratio

VXUS has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

VXUS ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VXUS Risk / Return Rank: 6161
Overall Rank
VXUS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6262
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6464
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5757
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and compare them to S&P 500 Index.


VXUSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

2.80

2.98

-0.19

Martin ratioReturn relative to average drawdown

10.92

13.78

-2.86

Dividends

Dividend History

Vanguard Total International Stock ETF provided a 2.65% dividend yield over the last twelve months, with an annual payout of $2.29 per share. The fund has been increasing its distributions for 3 consecutive years.


2.20%2.40%2.60%2.80%3.00%3.20%3.40%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.29$2.40$1.98$1.88$1.60$1.97$1.29$1.70$1.50$1.55$1.34$1.28

Dividend yield

2.65%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total International Stock ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.08$0.00$0.00$0.00$0.08
2025$0.00$0.00$0.19$0.00$0.00$0.49$0.00$0.00$0.36$0.00$0.00$1.36$2.40
2024$0.00$0.00$0.22$0.00$0.00$0.48$0.00$0.00$0.27$0.00$0.00$1.00$1.98
2023$0.00$0.00$0.12$0.00$0.00$0.62$0.00$0.00$0.30$0.00$0.00$0.85$1.88
2022$0.00$0.00$0.10$0.00$0.00$0.59$0.00$0.00$0.28$0.00$0.00$0.63$1.60
2021$0.00$0.00$0.16$0.00$0.00$0.51$0.00$0.00$0.36$0.00$0.00$0.94$1.97

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 Vanguard Total International Stock ETF. 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 Vanguard Total International Stock ETF was 35.97%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Vanguard Total International Stock ETF drawdown is 0.82%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-35.97%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
Bear market2022
-29.44%Oct 2022
1y 1mo1y 7mo
2y 8moSep 2021 - May 2024
2011 bear market2011
-26.98%Oct 2011
5mo 4d1y 7mo
2y 7dMay 2011 - May 2013
2016 bear market2016
-24.89%Feb 2016
1y 7mo1y 2mo
2y 10moJul 2014 - May 2017
2025 selloff2025
-13.58%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025

Drawdown Indicators


VXUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-56.78%

+20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-9.10%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-18.90%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-25.43%

-4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-33.92%

-2.05%

Current Drawdown

Current decline from peak

-0.82%

-0.33%

-0.49%

Average Drawdown

Average peak-to-trough decline

-8.22%

-10.72%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.97%

+0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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