PortfoliosLab logoPortfoliosLab logo
EXXU.DE vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXU.DE vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EXXU.DE is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXXU.DE achieves a -8.08% return, which is significantly lower than VXUS's 15.62% return. Over the past 10 years, EXXU.DE has underperformed VXUS with an annualized return of 3.52%, while VXUS has yielded a comparatively higher 9.52% annualized return.


EXXU.DE

1D
-2.56%
1M
-3.24%
YTD
-8.08%
6M
-8.94%
1Y
-2.86%
3Y*
6.71%
5Y*
-5.10%
10Y*
3.52%

VXUS

1D
-0.77%
1M
5.43%
YTD
15.62%
6M
17.56%
1Y
29.38%
3Y*
16.14%
5Y*
9.48%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXU.DE vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXU.DE
iShares Dow Jones China Offshore 50 UCITS ETF (DE)
-8.08%12.86%26.45%-11.75%-14.54%-22.68%15.85%25.95%-14.30%28.47%
VXUS
Vanguard Total International Stock ETF
15.62%16.64%12.01%12.39%-10.88%17.14%1.54%24.50%-10.41%11.79%

Correlation

The correlation between EXXU.DE and VXUS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2011

0.56

The correlation between EXXU.DE and VXUS shifts across timeframes, from 0.43 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXXU.DE vs. VXUS — Risk / Return Rank

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

EXXU.DE
EXXU.DE Risk / Return Rank: 77
Overall Rank
EXXU.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EXXU.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EXXU.DE Omega Ratio Rank: 77
Omega Ratio Rank
EXXU.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
EXXU.DE Martin Ratio Rank: 77
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6060
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6262
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXXU.DE vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) 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.


EXXU.DEVXUSDifference
Sharpe ratioReturn per unit of total volatility

-2.35

Sortino ratioReturn per unit of downside risk

-3.06

Omega ratioGain probability vs. loss probability

0.99

1.42

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.15

3.16

-3.31

Martin ratioReturn relative to average drawdown

-0.31

13.29

-13.60

EXXU.DE vs. VXUS - Sharpe Ratio Comparison

The current EXXU.DE Sharpe Ratio is -0.15, which is lower than the VXUS Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of EXXU.DE and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EXXU.DEVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

2.20

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.70

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.60

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.48

-0.30

Drawdowns

EXXU.DE vs. VXUS - Drawdown Comparison

The maximum EXXU.DE drawdown since its inception was -66.04%, which is greater than VXUS's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for EXXU.DE and VXUS.


Loading charts...

Drawdown Indicators


EXXU.DEVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-66.04%

-33.67%

-32.37%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-9.33%

-9.97%

Max Drawdown (3Y)

Largest decline over 3 years

-24.14%

-16.06%

-8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-50.42%

-16.80%

-33.62%

Max Drawdown (10Y)

Largest decline over 10 years

-58.37%

-33.67%

-24.70%

Current Drawdown

Current decline from peak

-38.23%

-0.77%

-37.46%

Average Drawdown

Average peak-to-trough decline

-26.60%

-5.65%

-20.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.19%

2.22%

+6.97%

Volatility

EXXU.DE vs. VXUS - Volatility Comparison

iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) has a higher volatility of 7.42% compared to Vanguard Total International Stock ETF (VXUS) at 4.73%. This indicates that EXXU.DE's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXXU.DEVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

4.73%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

11.29%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

13.41%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.10%

13.70%

+17.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.24%

16.01%

+11.23%

EXXU.DE vs. VXUS - Expense Ratio Comparison

EXXU.DE has a 0.61% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Dividends

EXXU.DE vs. VXUS - Dividend Comparison

EXXU.DE's dividend yield for the trailing twelve months is around 4.68%, more than VXUS's 2.66% yield.


PositionTTM20252024202320222021202020192018201720162015
EXXU.DE
iShares Dow Jones China Offshore 50 UCITS ETF (DE)
4.68%4.28%1.95%2.92%2.04%0.96%1.32%1.66%2.07%2.12%4.23%2.75%
VXUS
Vanguard Total International Stock ETF
2.66%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


EXXU.DE and VXUS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.61% for EXXU.DE.

EXXU.DE is categorized as China Equities, while VXUS is Global Equities. EXXU.DE tracks Dow Jones China Offshore 50, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.61% for EXXU.DE and 0.05% for VXUS.

Portfolio Optimizer

Find the right allocation for EXXU.DE and VXUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer