GLBL vs. VXUS
GLBL (Pacer MSCI World Industry Advantage ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - GLBL tracks the MSCI World Ricardo Comparative Advantage Select Index while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past year, GLBL returned 31.50% vs 32.01% for VXUS. A 0.70 correlation means they provide meaningful diversification when combined. GLBL charges 0.65%/yr vs 0.05%/yr for VXUS.
Performance
GLBL vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, GLBL achieves a 13.05% return, which is significantly lower than VXUS's 14.25% return.
GLBL
- 1D
- -0.46%
- 1M
- 5.74%
- YTD
- 13.05%
- 6M
- 13.02%
- 1Y
- 31.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- -0.99%
- 1M
- 4.68%
- YTD
- 14.25%
- 6M
- 16.92%
- 1Y
- 32.01%
- 3Y*
- 19.30%
- 5Y*
- 8.46%
- 10Y*
- 9.76%
GLBL vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GLBL Pacer MSCI World Industry Advantage ETF | 13.05% | 20.14% | 5.49% |
VXUS Vanguard Total International Stock ETF | 14.25% | 32.35% | -4.13% |
Correlation
The correlation between GLBL and VXUS is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2024 | 0.70 |
The correlation between GLBL and VXUS has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
GLBL vs. VXUS - Sectors Allocation Comparison
Sectors
GLBL
VXUS
Technology
Communication Services
Consumer Cyclical
Financial Services
Healthcare
Consumer Defensive
Industrials
Real Estate
Energy
Basic Materials
Utilities
Technology
GLBL
VXUS
Communication Services
GLBL
VXUS
Consumer Cyclical
GLBL
VXUS
Financial Services
GLBL
VXUS
Healthcare
GLBL
VXUS
Consumer Defensive
GLBL
VXUS
Industrials
GLBL
VXUS
Real Estate
GLBL
VXUS
Energy
GLBL
VXUS
Basic Materials
GLBL
VXUS
Utilities
GLBL
VXUS
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Return for Risk
GLBL vs. VXUS — Risk / Return Rank
GLBL
VXUS
GLBL vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer MSCI World Industry Advantage ETF (GLBL) 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.
| GLBL | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.85 | +0.03 |
| Martin ratioReturn relative to average drawdown | 11.86 | 11.14 | +0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLBL | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 2.12 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 0.39 | +1.05 |
Drawdowns
GLBL vs. VXUS - Drawdown Comparison
The maximum GLBL drawdown since its inception was -19.75%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for GLBL and VXUS.
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Drawdown Indicators
| GLBL | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.75% | -35.97% | +16.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -11.27% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -0.68% | -0.99% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -8.22% | +5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.88% | -0.22% |
Volatility
GLBL vs. VXUS - Volatility Comparison
The current volatility for Pacer MSCI World Industry Advantage ETF (GLBL) is 3.02%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that GLBL 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.
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Volatility by Period
| GLBL | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 5.60% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 13.00% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 15.21% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 16.05% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 17.16% | -0.68% |
GLBL vs. VXUS - Expense Ratio Comparison
GLBL has a 0.65% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Dividends
GLBL vs. VXUS - Dividend Comparison
GLBL's dividend yield for the trailing twelve months is around 0.76%, less than VXUS's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLBL Pacer MSCI World Industry Advantage ETF | 0.76% | 0.86% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.66% | 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
GLBL and VXUS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (5.60%) compared to GLBL (3.02%). In terms of maximum drawdown, GLBL dropped -19.75% vs VXUS's -35.97%.
On 1-year performance, VXUS leads with 32.01% vs 31.50% for GLBL. On fees, VXUS is cheaper at 0.05% per year. On volatility, GLBL has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VXUS has performed better with a 32.01% return vs 31.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.65% for GLBL.
VXUS has the higher dividend yield at 2.66%, compared with 0.76% for GLBL.
GLBL tracks MSCI World Ricardo Comparative Advantage Select Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.65% for GLBL and 0.05% for VXUS.
GLBL currently has the higher Sharpe Ratio (2.35 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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