Correlation
The correlation between EASG and VXUS is 0.73, 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.
EASG vs. VXUS
Compare and contrast key facts about Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Vanguard Total International Stock ETF (VXUS).
EASG and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EASG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EAFE ESG Leaders Index. It was launched on Sep 6, 2018. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both EASG and VXUS 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: EASG or VXUS.
Performance
EASG vs. VXUS - Performance Comparison
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Key characteristics
EASG:
0.48
VXUS:
0.80
EASG:
0.72
VXUS:
1.12
EASG:
1.09
VXUS:
1.15
EASG:
0.47
VXUS:
0.90
EASG:
1.26
VXUS:
2.86
EASG:
6.00%
VXUS:
4.27%
EASG:
17.54%
VXUS:
16.86%
EASG:
-32.06%
VXUS:
-35.97%
EASG:
-0.57%
VXUS:
-0.68%
Returns By Period
The year-to-date returns for both investments are quite close, with EASG having a 13.43% return and VXUS slightly higher at 13.93%.
EASG
13.43%
4.12%
9.56%
8.27%
9.70%
9.81%
N/A
VXUS
13.93%
4.82%
10.66%
13.38%
9.22%
10.46%
5.58%
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EASG vs. VXUS - Expense Ratio Comparison
EASG has a 0.14% expense ratio, which is higher than VXUS'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%.
Risk-Adjusted Performance
EASG vs. VXUS — Risk-Adjusted Performance Rank
EASG
VXUS
EASG vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) 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.
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Dividends
EASG vs. VXUS - Dividend Comparison
EASG's dividend yield for the trailing twelve months is around 2.59%, less than VXUS's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | 2.59% | 2.94% | 2.51% | 2.48% | 2.69% | 1.70% | 2.94% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
EASG vs. VXUS - Drawdown Comparison
The maximum EASG drawdown since its inception was -32.06%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EASG and VXUS.
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Volatility
EASG vs. VXUS - Volatility Comparison
Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a higher volatility of 3.60% compared to Vanguard Total International Stock ETF (VXUS) at 3.01%. This indicates that EASG's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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