GXUS vs. VEA
GXUS (Goldman Sachs MarketBeta(R) Total International Equity ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds - GXUS tracks the Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net while VEA tracks the FTSE Developed All Cap ex US Index. Both are passively managed. Over the past 3 years, GXUS returned 18.29%/yr vs 19.47%/yr for VEA. Their correlation of 0.92 suggests significant overlap in exposure. GXUS charges 0.18%/yr vs 0.03%/yr for VEA.
Performance
GXUS vs. VEA - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GXUS having a 13.23% return and VEA slightly lower at 13.11%.
GXUS
- 1D
- -3.04%
- 1M
- 0.67%
- YTD
- 13.23%
- 6M
- 13.09%
- 1Y
- 29.17%
- 3Y*
- 18.29%
- 5Y*
- —
- 10Y*
- —
VEA
- 1D
- -3.07%
- 1M
- 0.11%
- YTD
- 13.11%
- 6M
- 12.98%
- 1Y
- 30.28%
- 3Y*
- 19.47%
- 5Y*
- 9.50%
- 10Y*
- 10.72%
GXUS vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 13.23% | 31.47% | 4.61% | 6.23% |
VEA Vanguard FTSE Developed Markets ETF | 13.11% | 35.16% | 3.15% | 6.96% |
Correlation
The correlation between GXUS and VEA is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2023 | 0.92 |
The correlation between GXUS and VEA has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
GXUS vs. VEA — Risk / Return Rank
GXUS
VEA
GXUS vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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.
| GXUS | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.62 | -0.06 |
| Martin ratioReturn relative to average drawdown | 9.50 | 10.06 | -0.57 |
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Drawdowns
GXUS vs. VEA - Drawdown Comparison
The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for GXUS and VEA.
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Drawdown Indicators
| GXUS | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -60.68% | +46.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -11.63% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -13.90% | -13.45% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -3.04% | -3.07% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -13.26% | +10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.02% | +0.06% |
Volatility
GXUS vs. VEA - Volatility Comparison
Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 7.20% and 7.09%, 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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Volatility by Period
| GXUS | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 7.09% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 14.74% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 16.79% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 16.76% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 17.21% | -1.66% |
GXUS vs. VEA - Expense Ratio Comparison
GXUS has a 0.18% expense ratio, which is higher than VEA's 0.03% 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%.
Dividends
GXUS vs. VEA - Dividend Comparison
GXUS's dividend yield for the trailing twelve months is around 2.23%, less than VEA's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.23% | 2.66% | 2.87% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.58% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
GXUS and VEA have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXUS has higher volatility (7.20%) compared to VEA (7.09%). In terms of maximum drawdown, GXUS dropped -13.90% vs VEA's -60.68%.
On 3-year performance, VEA leads with 19.47% vs 18.29% for GXUS. On fees, VEA is cheaper at 0.03% per year. On volatility, VEA has been the lower-risk option at 7.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VEA has performed better with a 19.47% return vs 18.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VEA is cheaper with a 0.03% expense ratio, compared with 0.18% for GXUS.
VEA has the higher dividend yield at 2.58%, compared with 2.23% for GXUS.
GXUS tracks Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net, while VEA tracks FTSE Developed All Cap ex US Index. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.18% for GXUS and 0.03% for VEA.
VEA currently has the higher Sharpe Ratio (1.81 vs 1.68), 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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