EFG vs. IXUS
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and iShares Core MSCI Total International Stock ETF (IXUS).
EFG and IXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005. 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 EFG 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: EFG or IXUS.
Performance
EFG vs. IXUS - Performance Comparison
Returns By Period
In the year-to-date period, EFG achieves a 1.93% return, which is significantly lower than IXUS's 5.83% return. Over the past 10 years, EFG has outperformed IXUS with an annualized return of 5.31%, while IXUS has yielded a comparatively lower 4.76% annualized return.
EFG
1.93%
-6.04%
-5.73%
10.01%
4.46%
5.31%
IXUS
5.83%
-4.89%
-1.94%
13.31%
5.12%
4.76%
Key characteristics
| EFG | IXUS | |
|---|---|---|
| Sharpe Ratio | 0.69 | 1.01 |
| Sortino Ratio | 1.07 | 1.46 |
| Omega Ratio | 1.13 | 1.18 |
| Calmar Ratio | 0.55 | 1.01 |
| Martin Ratio | 3.06 | 5.31 |
| Ulcer Index | 3.28% | 2.42% |
| Daily Std Dev | 14.46% | 12.73% |
| Max Drawdown | -58.41% | -36.23% |
| Current Drawdown | -10.18% | -7.70% |
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EFG vs. IXUS - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than IXUS's 0.09% expense ratio.
Correlation
The correlation between EFG and IXUS is 0.93, 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.
Risk-Adjusted Performance
EFG vs. IXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) 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
EFG vs. IXUS - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 1.58%, less than IXUS's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 1.58% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
IXUS iShares Core MSCI Total International Stock ETF | 3.05% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% | 2.08% |
Drawdowns
EFG vs. IXUS - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.41%, which is greater than IXUS's maximum drawdown of -36.23%. Use the drawdown chart below to compare losses from any high point for EFG and IXUS. For additional features, visit the drawdowns tool.
Volatility
EFG vs. IXUS - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 4.20% compared to iShares Core MSCI Total International Stock ETF (IXUS) at 3.94%. This indicates that EFG'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.