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.
EXUS.L vs. VXUS
Compare and contrast key facts about Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) and Vanguard Total International Stock ETF (VXUS).
EXUS.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. EXUS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World ex USA index. It was launched on Mar 6, 2024. 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 EXUS.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: EXUS.L or VXUS.
Performance
EXUS.L vs. VXUS - Performance Comparison
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Key characteristics
EXUS.L:
0.93
VXUS:
0.86
EXUS.L:
1.26
VXUS:
1.14
EXUS.L:
1.17
VXUS:
1.15
EXUS.L:
1.11
VXUS:
0.92
EXUS.L:
3.38
VXUS:
2.91
EXUS.L:
4.24%
VXUS:
4.27%
EXUS.L:
16.74%
VXUS:
16.94%
EXUS.L:
-12.85%
VXUS:
-35.97%
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
16.22%
4.90%
14.07%
15.58%
N/A
N/A
N/A
VXUS
14.22%
4.97%
12.10%
14.38%
9.35%
10.52%
5.66%
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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%.
Risk-Adjusted Performance
EXUS.L vs. VXUS — Risk-Adjusted Performance Rank
EXUS.L
VXUS
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.
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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%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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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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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