IDYN vs. VXUS
IDYN (iShares International Equity Factor Rotation Active ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - IDYN is a Foreign Large Cap Equities fund actively managed by iShares, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. IDYN is actively managed, while VXUS is passively managed. Their correlation of 0.90 suggests significant overlap in exposure. IDYN charges 0.40%/yr vs 0.05%/yr for VXUS.
Performance
IDYN vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, IDYN achieves a 8.11% return, which is significantly lower than VXUS's 13.75% return.
IDYN
- 1D
- 0.40%
- 1M
- -0.66%
- 6M
- 4.74%
- YTD
- 8.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- 0.52%
- 1M
- 0.45%
- 6M
- 10.26%
- YTD
- 13.75%
- 1Y
- 27.27%
- 3Y*
- 18.71%
- 5Y*
- 8.75%
- 10Y*
- 9.69%
IDYN vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 8.11% | 10.97% |
VXUS Vanguard Total International Stock ETF | 13.75% | 10.75% |
Correlation
The correlation between IDYN and VXUS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025 | 0.90 |
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Return for Risk
IDYN vs. VXUS — Risk / Return Rank
IDYN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VXUS
IDYN vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) 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.
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.
| IDYN | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.35 | — |
| Martin ratioReturn relative to average drawdown | — | 8.89 | — |
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Drawdowns
IDYN vs. VXUS - Drawdown Comparison
The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IDYN and VXUS.
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Drawdown Indicators
| IDYN | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.68% | -35.97% | +23.29% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.27% | — |
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 | -4.53% | -1.98% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -8.18% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.98% | — |
Volatility
IDYN vs. VXUS - Volatility Comparison
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Volatility by Period
| IDYN | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 16.47% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 16.28% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 16.98% | +0.20% |
IDYN vs. VXUS - Expense Ratio Comparison
IDYN has a 0.40% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Dividends
IDYN vs. VXUS - Dividend Comparison
IDYN's dividend yield for the trailing twelve months is around 1.84%, less than VXUS's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 1.84% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.56% | 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
IDYN and VXUS have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.40% for IDYN.
VXUS has the higher dividend yield at 2.56%, compared with 1.84% for IDYN.
IDYN is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IDYN and 0.05% for VXUS.
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