PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DMXF vs. IXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DMXF and IXUS is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

DMXF vs. IXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI EAFE ETF (DMXF) and iShares Core MSCI Total International Stock ETF (IXUS). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
0.25%
3.57%
DMXF
IXUS

Key characteristics

Sharpe Ratio

DMXF:

0.65

IXUS:

1.00

Sortino Ratio

DMXF:

1.00

IXUS:

1.44

Omega Ratio

DMXF:

1.12

IXUS:

1.18

Calmar Ratio

DMXF:

0.81

IXUS:

1.29

Martin Ratio

DMXF:

1.84

IXUS:

3.20

Ulcer Index

DMXF:

4.88%

IXUS:

3.92%

Daily Std Dev

DMXF:

13.90%

IXUS:

12.64%

Max Drawdown

DMXF:

-34.52%

IXUS:

-36.22%

Current Drawdown

DMXF:

-3.35%

IXUS:

-1.53%

Returns By Period

The year-to-date returns for both stocks are quite close, with DMXF having a 7.49% return and IXUS slightly lower at 7.33%.


DMXF

YTD

7.49%

1M

3.75%

6M

0.25%

1Y

8.45%

5Y*

N/A

10Y*

N/A

IXUS

YTD

7.33%

1M

4.54%

6M

3.57%

1Y

12.15%

5Y*

6.07%

10Y*

5.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DMXF vs. IXUS - Expense Ratio Comparison

DMXF has a 0.12% expense ratio, which is higher than IXUS's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


DMXF
iShares ESG Advanced MSCI EAFE ETF
Expense ratio chart for DMXF: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for IXUS: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

DMXF vs. IXUS — Risk-Adjusted Performance Rank

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

DMXF
The Risk-Adjusted Performance Rank of DMXF is 2525
Overall Rank
The Sharpe Ratio Rank of DMXF is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DMXF is 2323
Sortino Ratio Rank
The Omega Ratio Rank of DMXF is 2121
Omega Ratio Rank
The Calmar Ratio Rank of DMXF is 3535
Calmar Ratio Rank
The Martin Ratio Rank of DMXF is 2121
Martin Ratio Rank

IXUS
The Risk-Adjusted Performance Rank of IXUS is 4040
Overall Rank
The Sharpe Ratio Rank of IXUS is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 3838
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 3838
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 4949
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 3535
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.

DMXF vs. IXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) and iShares Core MSCI Total International Stock ETF (IXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for DMXF, currently valued at 0.65, compared to the broader market0.002.004.000.651.00
The chart of Sortino ratio for DMXF, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.0012.001.001.44
The chart of Omega ratio for DMXF, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.18
The chart of Calmar ratio for DMXF, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.811.29
The chart of Martin ratio for DMXF, currently valued at 1.84, compared to the broader market0.0020.0040.0060.0080.00100.001.843.20
DMXF
IXUS

The current DMXF Sharpe Ratio is 0.65, which is lower than the IXUS Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DMXF and IXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.65
1.00
DMXF
IXUS

Dividends

DMXF vs. IXUS - Dividend Comparison

DMXF's dividend yield for the trailing twelve months is around 2.71%, less than IXUS's 3.10% yield.


TTM20242023202220212020201920182017201620152014
DMXF
iShares ESG Advanced MSCI EAFE ETF
2.71%2.92%2.29%2.37%1.91%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
IXUS
iShares Core MSCI Total International Stock ETF
3.10%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%

Drawdowns

DMXF vs. IXUS - Drawdown Comparison

The maximum DMXF drawdown since its inception was -34.52%, roughly equal to the maximum IXUS drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for DMXF and IXUS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.35%
-1.53%
DMXF
IXUS

Volatility

DMXF vs. IXUS - Volatility Comparison

The current volatility for iShares ESG Advanced MSCI EAFE ETF (DMXF) is 2.84%, while iShares Core MSCI Total International Stock ETF (IXUS) has a volatility of 3.15%. This indicates that DMXF experiences smaller price fluctuations and is considered to be less risky than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.84%
3.15%
DMXF
IXUS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab