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GXUS vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXUS vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXUS achieves a 14.03% return, which is significantly lower than IFLO's 16.93% return.


GXUS

1D
0.85%
1M
-0.55%
YTD
14.03%
6M
13.79%
1Y
26.68%
3Y*
18.47%
5Y*
10Y*

IFLO

1D
0.43%
1M
-1.62%
YTD
16.93%
6M
16.46%
1Y
32.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXUS vs. IFLO - Yearly Performance Comparison


Correlation

The correlation between GXUS and IFLO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.79

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Return for Risk

GXUS vs. IFLO — Risk / Return Rank

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

GXUS
GXUS Risk / Return Rank: 5252
Overall Rank
GXUS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 4848
Sortino Ratio Rank
GXUS Omega Ratio Rank: 5050
Omega Ratio Rank
GXUS Calmar Ratio Rank: 5454
Calmar Ratio Rank
GXUS Martin Ratio Rank: 5656
Martin Ratio Rank

IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

GXUS vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GXUSIFLODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.34

Martin ratioReturn relative to average drawdown

8.66

GXUS vs. IFLO - Sharpe Ratio Comparison


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Drawdowns

GXUS vs. IFLO - Drawdown Comparison

The maximum GXUS drawdown since its inception was -13.90%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for GXUS and IFLO.


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Drawdown Indicators


GXUSIFLODifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-6.44%

-7.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-6.44%

-5.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.90%

Current Drawdown

Current decline from peak

-2.35%

-3.37%

+1.02%

Average Drawdown

Average peak-to-trough decline

-2.78%

-1.25%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

Volatility

GXUS vs. IFLO - Volatility Comparison


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Volatility by Period


GXUSIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

14.75%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

14.75%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

14.75%

+0.78%

GXUS vs. IFLO - Expense Ratio Comparison

GXUS has a 0.18% expense ratio, which is lower than IFLO's 0.56% expense ratio.


Dividends

GXUS vs. IFLO - Dividend Comparison

GXUS's dividend yield for the trailing twelve months is around 2.30%, more than IFLO's 1.51% yield.


PositionTTM202520242023
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.30%2.66%2.87%1.28%
IFLO
VictoryShares International Free Cash Flow ETF
1.51%0.73%0.00%0.00%

Frequently Asked Questions


GXUS and IFLO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, IFLO leads with 32.28% vs 26.68% for GXUS. On fees, GXUS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 32.28% return vs 26.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXUS is cheaper with a 0.18% expense ratio, compared with 0.56% for IFLO.

GXUS has the higher dividend yield at 2.30%, compared with 1.51% for IFLO.

They also come from different issuers: Goldman Sachs and VictoryShares. Their fees differ too: 0.18% for GXUS and 0.56% for IFLO.

Portfolio Optimizer

Find the right allocation for GXUS and IFLO

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