BLOK vs. VXUS
Compare and contrast key facts about Amplify Transformational Data Sharing ETF (BLOK) and Vanguard Total International Stock ETF (VXUS).
BLOK and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BLOK is an actively managed fund by Amplify Investments. It was launched on Jan 16, 2018. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLOK or VXUS.
Key characteristics
| BLOK | VXUS | |
|---|---|---|
| YTD Return | 7.81% | 1.29% |
| 1Y Return | 68.59% | 7.86% |
| 3Y Return (Ann) | -9.55% | -0.36% |
| 5Y Return (Ann) | 16.41% | 5.14% |
| Sharpe Ratio | 1.83 | 0.63 |
| Daily Std Dev | 36.07% | 12.50% |
| Max Drawdown | -73.33% | -35.97% |
| Current Drawdown | -40.97% | -4.59% |
Correlation
The correlation between BLOK and VXUS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BLOK vs. VXUS - Performance Comparison
In the year-to-date period, BLOK achieves a 7.81% return, which is significantly higher than VXUS's 1.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BLOK vs. VXUS - Expense Ratio Comparison
BLOK has a 0.71% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
BLOK vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) 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.
Dividends
BLOK vs. VXUS - Dividend Comparison
BLOK's dividend yield for the trailing twelve months is around 1.07%, less than VXUS's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLOK Amplify Transformational Data Sharing ETF | 1.07% | 1.15% | 0.00% | 14.31% | 1.88% | 2.06% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.39% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
BLOK vs. VXUS - Drawdown Comparison
The maximum BLOK drawdown since its inception was -73.33%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BLOK and VXUS. For additional features, visit the drawdowns tool.
Volatility
BLOK vs. VXUS - Volatility Comparison
Amplify Transformational Data Sharing ETF (BLOK) has a higher volatility of 9.73% compared to Vanguard Total International Stock ETF (VXUS) at 3.09%. This indicates that BLOK'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.