DMXF vs. IXUS
Compare and contrast key facts about iShares ESG Advanced MSCI EAFE ETF (DMXF) and iShares Core MSCI Total International Stock ETF (IXUS).
DMXF and IXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. IXUS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Oct 18, 2012. Both DMXF and IXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DMXF or IXUS.
Key characteristics
| DMXF | IXUS | |
|---|---|---|
| YTD Return | 8.81% | 7.70% |
| 1Y Return | 17.06% | 15.18% |
| 3Y Return (Ann) | 3.09% | 1.58% |
| Sharpe Ratio | 1.19 | 1.12 |
| Daily Std Dev | 13.48% | 12.60% |
| Max Drawdown | -34.52% | -36.23% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
DMXF vs. IXUS - Performance Comparison
In the year-to-date period, DMXF achieves a 8.81% return, which is significantly higher than IXUS's 7.70% 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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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%.
Risk-Adjusted Performance
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.
Dividends
DMXF vs. IXUS - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 2.10%, less than IXUS's 2.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 2.10% | 2.29% | 2.37% | 1.91% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXUS iShares Core MSCI Total International Stock ETF | 2.90% | 3.13% | 2.48% | 3.11% | 1.85% | 3.09% | 3.00% | 2.40% | 2.57% | 2.80% | 2.95% | 2.07% |
Drawdowns
DMXF vs. IXUS - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, roughly equal to the maximum IXUS drawdown of -36.23%. Use the drawdown chart below to compare losses from any high point for DMXF and IXUS. For additional features, visit the drawdowns tool.
Volatility
DMXF vs. IXUS - Volatility Comparison
iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 3.68% compared to iShares Core MSCI Total International Stock ETF (IXUS) at 3.06%. This indicates that DMXF's price experiences larger fluctuations and is considered to be riskier than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.