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EGPT vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EGPT and VXUS is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

EGPT vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Egypt Index ETF (EGPT) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
-14.09%
17.01%
EGPT
VXUS

Key characteristics

Returns By Period


EGPT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VXUS

YTD

9.97%

1M

16.33%

6M

4.45%

1Y

10.10%

5Y*

10.68%

10Y*

5.12%

*Annualized

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EGPT vs. VXUS - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than VXUS's 0.07% expense ratio.


Risk-Adjusted Performance

EGPT vs. VXUS — Risk-Adjusted Performance Rank

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

EGPT

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6565
Overall Rank
The Sharpe Ratio Rank of VXUS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EGPT vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Egypt Index ETF (EGPT) 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.



Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
1.00
0.60
EGPT
VXUS

Dividends

EGPT vs. VXUS - Dividend Comparison

EGPT has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 3.02%.


TTM20242023202220212020201920182017201620152014
EGPT
VanEck Vectors Egypt Index ETF
0.00%0.15%6.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.02%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

EGPT vs. VXUS - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-31.69%
-1.01%
EGPT
VXUS

Volatility

EGPT vs. VXUS - Volatility Comparison

The current volatility for VanEck Vectors Egypt Index ETF (EGPT) is 0.00%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.98%. This indicates that EGPT 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay0
7.98%
EGPT
VXUS