GXUS vs. VXUS
GXUS (Goldman Sachs MarketBeta(R) Total International Equity ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - GXUS is a Foreign Large Cap Equities fund tracking the Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past year, GXUS returned 31.75% vs 32.01% for VXUS. Their correlation of 0.94 suggests significant overlap in exposure. GXUS charges 0.18%/yr vs 0.05%/yr for VXUS.
Performance
GXUS vs. VXUS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GXUS having a 14.90% return and VXUS slightly lower at 14.25%.
GXUS
- 1D
- -0.98%
- 1M
- 5.14%
- YTD
- 14.90%
- 6M
- 17.66%
- 1Y
- 31.75%
- 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%
GXUS vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 14.90% | 31.47% | 4.61% | 6.23% |
VXUS Vanguard Total International Stock ETF | 14.25% | 32.35% | 5.08% | 7.26% |
Correlation
The correlation between GXUS and VXUS is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | 0.94 |
The correlation between GXUS and VXUS has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
GXUS vs. VXUS — Risk / Return Rank
GXUS
VXUS
GXUS vs. VXUS - 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 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.
| GXUS | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.85 | -0.07 |
| Martin ratioReturn relative to average drawdown | 10.51 | 11.14 | -0.63 |
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
| GXUS | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.12 | -0.16 |
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 | 1.25 | 0.39 | +0.87 |
Drawdowns
GXUS vs. VXUS - Drawdown Comparison
The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for GXUS and VXUS.
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Drawdown Indicators
| GXUS | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -35.97% | +22.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -11.27% | -0.19% |
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 | -0.98% | -0.99% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -8.22% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.88% | +0.15% |
Volatility
GXUS vs. VXUS - Volatility Comparison
Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and Vanguard Total International Stock ETF (VXUS) have volatilities of 5.42% and 5.60%, 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 | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 5.60% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.11% | 13.00% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 15.21% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 16.05% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 17.16% | -1.94% |
GXUS vs. VXUS - Expense Ratio Comparison
GXUS has a 0.18% expense ratio, which is higher than VXUS's 0.05% 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. VXUS - Dividend Comparison
GXUS's dividend yield for the trailing twelve months is around 2.19%, less than VXUS's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.19% | 2.66% | 2.87% | 1.28% | 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
GXUS and VXUS have a correlation of 0.89, 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 GXUS (5.42%). In terms of maximum drawdown, GXUS dropped -13.90% vs VXUS's -35.97%.
On 1-year performance, VXUS leads with 32.01% vs 31.75% for GXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, GXUS has been the lower-risk option at 5.42%. 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 31.75%. 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 0.18% for GXUS.
VXUS has the higher dividend yield at 2.66%, compared with 2.19% for GXUS.
GXUS is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. GXUS tracks Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.18% for GXUS and 0.05% for VXUS.
VXUS currently has the higher Sharpe Ratio (2.12 vs 1.95), 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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