EDC vs. VXUS

Last updated Jun 4, 2026

EDC (Direxion Daily Emerging Markets Bull 3X Shares) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - EDC is a Leveraged Equities fund tracking the MSCI Emerging Markets Index (300%), while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, EDC returned 8.70%/yr vs 9.76%/yr for VXUS. Their correlation of 0.89 suggests significant overlap in exposure. EDC charges 1.33%/yr vs 0.05%/yr for VXUS.

Performance

EDC vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Emerging Markets Bull 3X Shares (EDC) 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, EDC achieves a 82.36% return, which is significantly higher than VXUS's 14.25% return. Over the past 10 years, EDC has underperformed VXUS with an annualized return of 8.70%, while VXUS has yielded a comparatively higher 9.76% annualized return.

EDC

• 1D: -3.74%
• 1M: 26.16%
• YTD: 82.36%
• 6M: 92.21%
• 1Y: 200.25%
• 3Y*: 52.64%
• 5Y*: -0.27%
• 10Y*: 8.70%

VXUS

• 1D: -0.99%
• 1M: 4.68%
• YTD: 14.25%
• 6M: 16.92%
• 1Y: 32.01%
• 3Y*: 19.30%
• 5Y*: 8.46%
• 10Y*: 9.76%

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

EDC vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EDC Direxion Daily Emerging Markets Bull 3X Shares	82.36%	94.58%	-2.00%	7.48%	-60.25%	-20.81%	6.49%	43.92%	-49.87%	138.61%
VXUS Vanguard Total International Stock ETF	14.25%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between EDC and VXUS is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 31, 2011	0.89

The correlation between EDC and VXUS has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

EDC vs. VXUS - Sectors Allocation Comparison

Sectors	EDC	VXUS
Technology	32.7%	18.1%
Financial Services	20.8%	22.3%
Consumer Cyclical	10.3%	8.4%
Communication Services	7.8%	4.4%
Industrials	7.3%	16.1%
Basic Materials	7.0%	7.6%
Energy	4.4%	5.2%
Consumer Defensive	3.2%	5.0%
Healthcare	3.2%	7.1%
Utilities	2.2%	3.2%
Real Estate	1.1%	2.6%

Return for Risk

EDC vs. VXUS — Risk / Return Rank

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

EDC

EDC Risk / Return Rank: 83
EDC Sharpe Ratio Rank: 92
EDC Sortino Ratio Rank: 73
EDC Omega Ratio Rank: 76
EDC Calmar Ratio Rank: 88
EDC Martin Ratio Rank: 87

VXUS

VXUS Risk / Return Rank: 60
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 62
VXUS Calmar Ratio Rank: 56
VXUS Martin Ratio Rank: 61

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.

EDC vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Emerging Markets Bull 3X Shares (EDC) 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.

	EDC	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	3.38	2.12	+1.26
Sortino ratio: Return per unit of downside risk	3.33	2.90	+0.43
Omega ratio: Gain probability vs. loss probability	1.46	1.39	+0.08
Calmar ratio: Return relative to maximum drawdown	5.31	2.85	+2.46
Martin ratio: Return relative to average drawdown	18.68	11.14	+7.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EDC vs. VXUS - Sharpe Ratio Comparison

The current EDC Sharpe Ratio is 3.38, which is higher than the VXUS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of EDC 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.

Sharpe Ratios by Period

	EDC	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.38	2.12	+1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	0.53	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.57	-0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.39	-0.34

Drawdowns

EDC vs. VXUS - Drawdown Comparison

The maximum EDC drawdown since its inception was -92.54%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EDC and VXUS.

Drawdown Indicators

	EDC	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-92.54%	-35.97%	-56.57%
Max Drawdown (1Y) Largest decline over 1 year	-37.98%	-11.27%	-26.71%
Max Drawdown (3Y) Largest decline over 3 years	-49.48%	-13.58%	-35.90%
Max Drawdown (5Y) Largest decline over 5 years	-80.99%	-29.44%	-51.55%
Max Drawdown (10Y) Largest decline over 10 years	-87.01%	-35.97%	-51.04%
Current Drawdown Current decline from peak	-61.29%	-0.99%	-60.30%
Average Drawdown Average peak-to-trough decline	-65.36%	-8.22%	-57.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.77%	2.88%	+7.89%

Volatility

EDC vs. VXUS - Volatility Comparison

Direxion Daily Emerging Markets Bull 3X Shares (EDC) has a higher volatility of 25.80% compared to Vanguard Total International Stock ETF (VXUS) at 5.60%. This indicates that EDC'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.

Volatility by Period

	EDC	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.80%	5.60%	+20.20%
Volatility (6M) Calculated over the trailing 6-month period	51.94%	13.00%	+38.94%
Volatility (1Y) Calculated over the trailing 1-year period	59.67%	15.21%	+44.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.68%	16.05%	+40.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.69%	17.16%	+43.53%

EDC vs. VXUS - Expense Ratio Comparison

EDC has a 1.33% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

EDC vs. VXUS - Dividend Comparison

EDC's dividend yield for the trailing twelve months is around 0.93%, less than VXUS's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EDC Direxion Daily Emerging Markets Bull 3X Shares	0.93%	1.79%	3.94%	3.54%	0.00%	0.18%	0.44%	0.97%	0.78%	0.25%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.66%	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 EDC and VXUS in my portfolio?

EDC and VXUS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EDC or VXUS?

EDC has higher volatility (25.80%) compared to VXUS (5.60%). In terms of maximum drawdown, EDC dropped -92.54% vs VXUS's -35.97%.

Which ETF is better, EDC or VXUS?

On 10-year performance, VXUS leads with 9.76% vs 8.70% for EDC. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 5.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EDC or VXUS?

Over the 10-year period, VXUS has performed better with a 9.76% return vs 8.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EDC or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 1.33% for EDC.

Which ETF pays a higher dividend yield, EDC or VXUS?

VXUS has the higher dividend yield at 2.66%, compared with 0.93% for EDC.

What is the main difference between EDC and VXUS?

EDC is categorized as Leveraged Equities, while VXUS is Global Equities. EDC tracks MSCI Emerging Markets Index (300%), while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Direxion and Vanguard. Their fees differ too: 1.33% for EDC and 0.05% for VXUS.

Which has better risk-adjusted returns?

EDC currently has the higher Sharpe Ratio (3.38 vs 2.12), 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.