DMXF vs. VEU

In the year-to-date period, DMXF achieves a 11.76% return, which is significantly lower than VEU's 12.80% return.

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DMXF has a 0.12% expense ratio, which is higher than VEU's 0.07% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) and Vanguard FTSE All-World ex-US ETF (VEU). 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.

The current DMXF Sharpe Ratio is 0.37, which is lower than the VEU Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DMXF and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DMXF's dividend yield for the trailing twelve months is around 2.61%, less than VEU's 2.85% yield.

The maximum DMXF drawdown since its inception was -34.52%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DMXF and VEU. For additional features, visit the drawdowns tool.

iShares ESG Advanced MSCI EAFE ETF (DMXF) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.38% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.