EXCS.L vs. VXUS
Compare and contrast key facts about iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and Vanguard Total International Stock ETF (VXUS).
EXCS.L and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXCS.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Apr 27, 2021. 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 EXCS.L 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: EXCS.L or VXUS.
Performance
EXCS.L vs. VXUS - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with EXCS.L having a 6.85% return and VXUS slightly lower at 6.59%.
EXCS.L
6.85%
-2.78%
-0.21%
11.40%
N/A
N/A
VXUS
6.59%
-4.79%
-1.06%
12.95%
5.51%
4.79%
Key characteristics
| EXCS.L | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.87 | 1.11 |
| Sortino Ratio | 1.25 | 1.59 |
| Omega Ratio | 1.17 | 1.20 |
| Calmar Ratio | 1.30 | 1.27 |
| Martin Ratio | 3.95 | 5.84 |
| Ulcer Index | 2.78% | 2.42% |
| Daily Std Dev | 12.59% | 12.72% |
| Max Drawdown | -14.45% | -35.97% |
| Current Drawdown | -5.06% | -6.99% |
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EXCS.L vs. VXUS - Expense Ratio Comparison
EXCS.L has a 0.18% 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%.
Correlation
The correlation between EXCS.L and VXUS is 0.75, 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
EXCS.L vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) 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.
Dividends
EXCS.L vs. VXUS - Dividend Comparison
EXCS.L has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 3.00%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCS.L iShares MSCI EM ex-China UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
EXCS.L vs. VXUS - Drawdown Comparison
The maximum EXCS.L drawdown since its inception was -14.45%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EXCS.L and VXUS. For additional features, visit the drawdowns tool.
Volatility
EXCS.L vs. VXUS - Volatility Comparison
iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.75% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.