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EXUS.L vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EXUS.L and VXUS is 0.40, 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

EXUS.L vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EXUS.L:

0.93

VXUS:

0.86

Sortino Ratio

EXUS.L:

1.26

VXUS:

1.14

Omega Ratio

EXUS.L:

1.17

VXUS:

1.15

Calmar Ratio

EXUS.L:

1.11

VXUS:

0.92

Martin Ratio

EXUS.L:

3.38

VXUS:

2.91

Ulcer Index

EXUS.L:

4.24%

VXUS:

4.27%

Daily Std Dev

EXUS.L:

16.74%

VXUS:

16.94%

Max Drawdown

EXUS.L:

-12.85%

VXUS:

-35.97%

Current Drawdown

EXUS.L:

-0.72%

VXUS:

-0.43%

Returns By Period

In the year-to-date period, EXUS.L achieves a 16.22% return, which is significantly higher than VXUS's 14.22% return.


EXUS.L

YTD

16.22%

1M

4.90%

6M

14.07%

1Y

15.58%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VXUS

YTD

14.22%

1M

4.97%

6M

12.10%

1Y

14.38%

3Y*

9.35%

5Y*

10.52%

10Y*

5.66%

*Annualized

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EXUS.L vs. VXUS - Expense Ratio Comparison

EXUS.L has a 0.15% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EXUS.L vs. VXUS — Risk-Adjusted Performance Rank

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

EXUS.L
The Risk-Adjusted Performance Rank of EXUS.L is 7575
Overall Rank
The Sharpe Ratio Rank of EXUS.L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of EXUS.L is 7272
Sortino Ratio Rank
The Omega Ratio Rank of EXUS.L is 7070
Omega Ratio Rank
The Calmar Ratio Rank of EXUS.L is 8282
Calmar Ratio Rank
The Martin Ratio Rank of EXUS.L is 7474
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 7070
Overall Rank
The Sharpe Ratio Rank of VXUS is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6969
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.

EXUS.L vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.


The current EXUS.L Sharpe Ratio is 0.93, which is comparable to the VXUS Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of EXUS.L and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EXUS.L vs. VXUS - Dividend Comparison

EXUS.L has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.91%.


TTM20242023202220212020201920182017201620152014
EXUS.L
Xtrackers MSCI World ex USA UCITS ETF 1C USD
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
2.91%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

EXUS.L vs. VXUS - Drawdown Comparison

The maximum EXUS.L drawdown since its inception was -12.85%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EXUS.L and VXUS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EXUS.L vs. VXUS - Volatility Comparison

Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) and Vanguard Total International Stock ETF (VXUS) have volatilities of 2.92% and 2.99%, 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.


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