PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
GXUS vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

GXUS vs. VXUS

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and Vanguard Total International Stock ETF (VXUS).

GXUS and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXUS is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net. It was launched on May 31, 2023. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both GXUS and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

GXUS vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GXUS vs. VXUS - Yearly Performance Comparison

2026 (YTD)202520242023
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF		2.30%31.47%4.61%6.23%
VXUS
Vanguard Total International Stock ETF		2.32%32.35%5.08%7.26%

Returns By Period

The year-to-date returns for both investments are quite close, with GXUS having a 2.30% return and VXUS slightly higher at 2.32%.

GXUS

1D
3.21%
1M
-8.13%
YTD
2.30%
6M
7.21%
1Y
26.93%
3Y*
—
5Y*
—
10Y*
—

VXUS

1D
3.32%
1M
-7.90%
YTD
2.32%
6M
7.01%
1Y
28.12%
3Y*
15.50%
5Y*
7.32%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Goldman Sachs MarketBeta(R) Total International Equity ETF

Vanguard Total International Stock ETF

Often compared with GXUS:
GXUS vs. VYMIGXUS vs. GVUSGXUS vs. GUSAGXUS vs. VOOGXUS vs. QEFAGXUS vs. CWIGXUS vs. SPGM
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

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%.

GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
VXUS
Vanguard Total International Stock ETF

Return for Risk

GXUS vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GXUS
GXUS Risk / Return Rank: 7979
Overall Rank
GXUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
GXUS Omega Ratio Rank: 7878
Omega Ratio Rank
GXUS Calmar Ratio Rank: 8181
Calmar Ratio Rank
GXUS Martin Ratio Rank: 7878
Martin Ratio Rank
VXUS
VXUS Risk / Return Rank: 8686
Overall Rank
VXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8787
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8585
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.

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.

GXUSVXUSDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.64

-0.11

Sortino ratio

Return per unit of downside risk

2.01

2.26

-0.24

Omega ratio

Gain probability vs. loss probability

1.30

1.34

-0.03

Calmar ratio

Return relative to maximum drawdown

2.29

2.42

-0.13

Martin ratio

Return relative to average drawdown

8.39

9.37

-0.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GXUS vs. VXUS - Sharpe Ratio Comparison

The current GXUS Sharpe Ratio is 1.53, which is comparable to the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of GXUS and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

GXUSVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.64

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.47

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.52

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.35

+0.69

Correlation

The correlation between GXUS and VXUS is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GXUS vs. VXUS - Dividend Comparison

GXUS's dividend yield for the trailing twelve months is around 2.47%, less than VXUS's 2.97% yield.

TTM20252024202320222021202020192018201720162015
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF		2.47%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		2.97%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

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.

Loading graphics...

Drawdown Indicators

GXUSVXUSDifference

Max Drawdown

Largest 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 (5Y)

Largest decline over 5 years

—

-29.44%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.97%

—

Current Drawdown

Current decline from peak

-8.61%

-8.33%

-0.28%

Average Drawdown

Average peak-to-trough decline

-2.84%

-8.29%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.91%

+0.21%

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 8.53% and 8.31%, 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.

Loading graphics...

Volatility by Period

GXUSVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

8.31%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

11.50%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

17.19%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

15.82%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

17.09%

-2.18%