E vs. VXUS

Last updated Jun 13, 2026

E (Eni S.p.A.) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, E returned 12.46%/yr vs 10.22%/yr for VXUS. A 0.64 correlation means they provide meaningful diversification when combined.

Performance

E vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eni S.p.A. (E) 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, E achieves a 44.27% return, which is significantly higher than VXUS's 13.69% return. Over the past 10 years, E has outperformed VXUS with an annualized return of 12.46%, while VXUS has yielded a comparatively lower 10.22% annualized return.

E

• 1D: -1.04%
• 1M: -2.55%
• YTD: 44.27%
• 6M: 45.57%
• 1Y: 75.29%
• 3Y*: 32.48%
• 5Y*: 23.85%
• 10Y*: 12.46%

VXUS

• 1D: 0.40%
• 1M: 0.71%
• YTD: 13.69%
• 6M: 15.52%
• 1Y: 28.39%
• 3Y*: 18.37%
• 5Y*: 8.32%
• 10Y*: 10.22%

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

E vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
E Eni S.p.A.	44.27%	48.40%	-13.95%	26.73%	10.92%	43.12%	-28.73%	4.29%	-0.98%	7.27%
VXUS Vanguard Total International Stock ETF	13.69%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between E and VXUS is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.64

Over the past year, the correlation between E and VXUS has dropped to 0.16 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Return for Risk

E vs. VXUS — Risk / Return Rank

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

E

E Risk / Return Rank: 96
E Sharpe Ratio Rank: 97
E Sortino Ratio Rank: 95
E Omega Ratio Rank: 95
E Calmar Ratio Rank: 97
E Martin Ratio Rank: 98

VXUS

VXUS Risk / Return Rank: 61
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 63
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 62

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.

E vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (E) 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.

	E	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	3.34	1.77	+1.57
Sortino ratio: Return per unit of downside risk	3.93	2.44	+1.48
Omega ratio: Gain probability vs. loss probability	1.53	1.33	+0.21
Calmar ratio: Return relative to maximum drawdown	8.14	2.53	+5.61
Martin ratio: Return relative to average drawdown	26.54	9.72	+16.81

E vs. VXUS - Sharpe Ratio Comparison

The current E Sharpe Ratio is 3.34, which is higher than the VXUS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of E 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

E vs. VXUS - Drawdown Comparison

The maximum E drawdown since its inception was -70.53%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for E and VXUS.

Drawdown Indicators

	E	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-70.53%	-35.97%	-34.56%
Max Drawdown (1Y) Largest decline over 1 year	-9.30%	-11.27%	+1.97%
Max Drawdown (3Y) Largest decline over 3 years	-20.13%	-13.58%	-6.55%
Max Drawdown (5Y) Largest decline over 5 years	-33.71%	-29.44%	-4.27%
Max Drawdown (10Y) Largest decline over 10 years	-61.59%	-35.97%	-25.62%
Current Drawdown Current decline from peak	-6.08%	-1.47%	-4.61%
Average Drawdown Average peak-to-trough decline	-23.07%	-8.21%	-14.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.93%	-0.08%

Volatility

E vs. VXUS - Volatility Comparison

The current volatility for Eni S.p.A. (E) is 6.01%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.71%. This indicates that E 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

	E	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.01%	6.71%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	19.56%	14.02%	+5.54%
Volatility (1Y) Calculated over the trailing 1-year period	22.72%	16.09%	+6.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.04%	16.21%	+8.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.30%	17.20%	+11.10%

Dividends

E vs. VXUS - Dividend Comparison

E's dividend yield for the trailing twelve months is around 4.50%, more than VXUS's 2.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
E Eni S.p.A.	4.50%	5.88%	7.69%	5.74%	6.38%	5.79%	5.91%	6.11%	5.15%	3.96%	3.98%	5.14%
VXUS Vanguard Total International Stock ETF	2.67%	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 E and VXUS in my portfolio?

E and VXUS have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, E or VXUS?

VXUS has higher volatility (6.71%) compared to E (6.01%). In terms of maximum drawdown, E dropped -70.53% vs VXUS's -35.97%.

Which has better risk-adjusted returns?

E currently has the higher Sharpe Ratio (3.34 vs 1.77), 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.