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AADR vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AADR vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AADR achieves a -3.26% return, which is significantly lower than VXUS's 12.75% return. Over the past 10 years, AADR has underperformed VXUS with an annualized return of 8.54%, while VXUS has yielded a comparatively higher 9.44% annualized return.


AADR

1D
-0.38%
1M
0.56%
6M
-9.51%
YTD
-3.26%
1Y
8.12%
3Y*
17.63%
5Y*
6.00%
10Y*
8.54%
ALL TIME*
8.67%

VXUS

1D
-0.21%
1M
-0.29%
6M
6.78%
YTD
12.75%
1Y
27.56%
3Y*
17.23%
5Y*
8.78%
10Y*
9.44%
ALL TIME*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$362.44K$225.16K$192.53K
$362.62M$406.11M$507.75M

AADR vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AADR
AdvisorShares Dorsey Wright ADR ETF
-3.26%25.63%24.58%18.67%-22.93%6.48%13.13%35.35%-31.55%47.76%
VXUS
Vanguard Total International Stock ETF
12.75%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between AADR and VXUS is 0.80, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.80

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.69

The correlation between AADR and VXUS shifts across timeframes, from 0.69 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.

AADR vs. VXUS - Sectors Allocation Comparison


Sectors
AADR
VXUS

Healthcare

20.3%
6.8%

Financial Services

16.6%
23.2%

Technology

14.8%
23.7%

Basic Materials

11.4%
6.6%

Communication Services

9.2%
3.8%

Energy

8.3%
4.2%

Industrials

7.7%
14.5%

Consumer Defensive

4.5%
4.8%

Consumer Cyclical

4.5%
6.8%

Utilities

2.7%
2.9%

Real Estate

-

1.7%

Healthcare

AADR
20.3%
VXUS
6.8%

Financial Services

AADR
16.6%
VXUS
23.2%

Technology

AADR
14.8%
VXUS
23.7%

Basic Materials

AADR
11.4%
VXUS
6.6%

Communication Services

AADR
9.2%
VXUS
3.8%

Energy

AADR
8.3%
VXUS
4.2%

Industrials

AADR
7.7%
VXUS
14.5%

Consumer Defensive

AADR
4.5%
VXUS
4.8%

Consumer Cyclical

AADR
4.5%
VXUS
6.8%

Utilities

AADR
2.7%
VXUS
2.9%

Real Estate

AADR

-

VXUS
1.7%

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Return for Risk

AADR vs. VXUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AADR
AADR Risk / Return Rank: 1717
Overall Rank
AADR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 1818
Sortino Ratio Rank
AADR Omega Ratio Rank: 1818
Omega Ratio Rank
AADR Calmar Ratio Rank: 1717
Calmar Ratio Rank
AADR Martin Ratio Rank: 1616
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 7171
Overall Rank
VXUS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6969
Sortino Ratio Rank
VXUS Omega Ratio Rank: 7272
Omega Ratio Rank
VXUS Calmar Ratio Rank: 7171
Calmar Ratio Rank
VXUS Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AADR vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and Vanguard Total International Stock ETF (VXUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AADRVXUSDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.07

1.30

-0.23

Calmar ratioReturn relative to maximum drawdown

0.35

2.42

-2.07

Martin ratioReturn relative to average drawdown

0.75

8.87

-8.12

AADR vs. VXUS - Sharpe Ratio Comparison

The current AADR Sharpe Ratio is 0.30, which is lower than the VXUS Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of AADR and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AADR vs. VXUS - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AADR and VXUS.


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Drawdown Indicators


AADRVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-45.01%

-35.97%

-9.04%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-11.27%

-8.03%

Max Drawdown (3Y)

Largest decline over 3 years

-20.61%

-13.58%

-7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-29.44%

-5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

-35.97%

-9.04%

Current Drawdown

Current decline from peak

-14.06%

-2.84%

-11.22%

Average Drawdown

Average peak-to-trough decline

-9.45%

-8.16%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.93%

3.07%

+5.86%

Volatility

AADR vs. VXUS - Volatility Comparison

AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 5.80% compared to Vanguard Total International Stock ETF (VXUS) at 5.29%. This indicates that AADR's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AADRVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.29%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

18.48%

15.06%

+3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

16.86%

+5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.67%

16.35%

+5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.15%

17.03%

+5.12%

AADR vs. VXUS - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Dividends

AADR vs. VXUS - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 0.84%, less than VXUS's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
AADR
AdvisorShares Dorsey Wright ADR ETF
0.84%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%
VXUS
Vanguard Total International Stock ETF
2.59%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


AADR and VXUS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AADR has higher volatility (5.80%) compared to VXUS (5.29%). In terms of maximum drawdown, AADR dropped -45.01% vs VXUS's -35.97%.

On 10-year performance, VXUS leads with 9.44% vs 8.54% for AADR. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 5.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VXUS has performed better with a 9.44% return vs 8.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXUS is cheaper with a 0.05% expense ratio, compared with 1.10% for AADR.

VXUS has the higher dividend yield at 2.59%, compared with 0.84% for AADR.

They also come from different issuers: AdvisorShares and Vanguard. Their fees differ too: 1.10% for AADR and 0.05% for VXUS.

VXUS currently has the higher Sharpe Ratio (1.62 vs 0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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