COPY vs. VXUS

Last updated Jul 8, 2026

COPY (Tweedy, Browne Insider + Value ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds. COPY is actively managed, while VXUS is passively managed. Over the past year, COPY returned 28.91% vs 26.92% for VXUS. Their correlation of 0.83 suggests significant overlap in exposure. COPY charges 0.80%/yr vs 0.05%/yr for VXUS.

Performance

COPY vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne Insider + Value ETF (COPY) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COPY achieves a 16.80% return, which is significantly higher than VXUS's 12.83% return.

COPY

• 1D: 0.05%
• 1M: 2.71%
• 6M: 13.98%
• YTD: 16.80%
• 1Y: 28.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VXUS

• 1D: -1.76%
• 1M: 2.41%
• 6M: 9.66%
• YTD: 12.83%
• 1Y: 26.92%
• 3Y*: 18.84%
• 5Y*: 8.95%
• 10Y*: 9.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COPY vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
COPY Tweedy, Browne Insider + Value ETF	16.80%	29.52%	0.05%
VXUS Vanguard Total International Stock ETF	12.83%	32.35%	-1.01%

Correlation

The correlation between COPY and VXUS is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.83

The correlation between COPY and VXUS has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

Return for Risk

COPY vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COPY

COPY Risk / Return Rank: 81
COPY Sharpe Ratio Rank: 84
COPY Sortino Ratio Rank: 86
COPY Omega Ratio Rank: 80
COPY Calmar Ratio Rank: 76
COPY Martin Ratio Rank: 79

VXUS

VXUS Risk / Return Rank: 58
VXUS Sharpe Ratio Rank: 58
VXUS Sortino Ratio Rank: 55
VXUS Omega Ratio Rank: 59
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 61

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.

COPY vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Insider + Value ETF (COPY) 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.

	COPY	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.64	+0.55
Sortino ratio: Return per unit of downside risk	3.20	2.26	+0.95
Omega ratio: Gain probability vs. loss probability	1.39	1.30	+0.08
Calmar ratio: Return relative to maximum drawdown	3.20	2.40	+0.80
Martin ratio: Return relative to average drawdown	12.21	9.10	+3.11

COPY vs. VXUS - Sharpe Ratio Comparison

The current COPY Sharpe Ratio is 2.19, which is higher than the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of COPY 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.

Drawdowns

COPY vs. VXUS - Drawdown Comparison

The maximum COPY drawdown since its inception was -14.05%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for COPY and VXUS.

Drawdown Indicators

	COPY	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-14.05%	-35.97%	+21.92%
Max Drawdown (1Y) Largest decline over 1 year	-9.07%	-11.27%	+2.20%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-0.38%	-2.77%	+2.39%
Average Drawdown Average peak-to-trough decline	-1.54%	-8.18%	+6.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	2.96%	-0.59%

Volatility

COPY vs. VXUS - Volatility Comparison

The current volatility for Tweedy, Browne Insider + Value ETF (COPY) is 3.79%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.31%. This indicates that COPY experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COPY	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	7.31%	-3.52%
Volatility (6M) Calculated over the trailing 6-month period	10.24%	14.65%	-4.41%
Volatility (1Y) Calculated over the trailing 1-year period	13.30%	16.52%	-3.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.11%	16.31%	+0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.11%	16.99%	+0.12%

COPY vs. VXUS - Expense Ratio Comparison

COPY has a 0.80% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

COPY vs. VXUS - Dividend Comparison

COPY's dividend yield for the trailing twelve months is around 0.82%, less than VXUS's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COPY Tweedy, Browne Insider + Value ETF	0.82%	0.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both COPY and VXUS in my portfolio?

COPY 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.

Which is riskier, COPY or VXUS?

VXUS has higher volatility (7.31%) compared to COPY (3.79%). In terms of maximum drawdown, COPY dropped -14.05% vs VXUS's -35.97%.

Which ETF is better, COPY or VXUS?

On 1-year performance, COPY leads with 28.91% vs 26.92% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, COPY has been the lower-risk option at 3.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COPY or VXUS?

Over the 1-year period, COPY has performed better with a 28.91% return vs 26.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COPY or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.80% for COPY.

Which ETF pays a higher dividend yield, COPY or VXUS?

VXUS has the higher dividend yield at 2.59%, compared with 0.82% for COPY.

What is the main difference between COPY and VXUS?

They also come from different issuers: Tweedy, Browne and Vanguard. Their fees differ too: 0.80% for COPY and 0.05% for VXUS.

Which has better risk-adjusted returns?

COPY currently has the higher Sharpe Ratio (2.19 vs 1.64), 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.