IVLU vs. VXUS

Last updated Jun 24, 2026

IVLU (iShares MSCI International Value Factor ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, IVLU returned 11.56%/yr vs 10.23%/yr for VXUS. Their correlation of 0.86 suggests significant overlap in exposure. IVLU charges 0.30%/yr vs 0.05%/yr for VXUS.

Performance

IVLU vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI International Value Factor ETF (IVLU) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVLU achieves a 11.28% return, which is significantly lower than VXUS's 12.51% return. Over the past 10 years, IVLU has outperformed VXUS with an annualized return of 11.56%, while VXUS has yielded a comparatively lower 10.23% annualized return.

IVLU

• 1D: -1.89%
• 1M: -0.75%
• YTD: 11.28%
• 6M: 10.90%
• 1Y: 34.48%
• 3Y*: 23.64%
• 5Y*: 14.30%
• 10Y*: 11.56%

VXUS

• 1D: -3.04%
• 1M: 0.39%
• YTD: 12.51%
• 6M: 12.35%
• 1Y: 29.41%
• 3Y*: 18.90%
• 5Y*: 8.35%
• 10Y*: 10.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IVLU vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IVLU iShares MSCI International Value Factor ETF	11.28%	46.09%	6.76%	20.07%	-5.73%	15.60%	-4.50%	15.60%	-15.10%	23.10%
VXUS Vanguard Total International Stock ETF	12.51%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between IVLU 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 (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jul 15, 2015	0.86

The correlation between IVLU and VXUS has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

IVLU vs. VXUS - Sectors Allocation Comparison

Sectors	IVLU	VXUS
Financial Services	26.5%	21.7%
Industrials	18.8%	15.6%
Technology	10.6%	21.0%
Healthcare	9.0%	6.8%
Consumer Cyclical	7.6%	8.2%
Basic Materials	7.4%	7.6%
Consumer Defensive	6.0%	4.8%
Energy	5.5%	4.7%
Communication Services	3.7%	4.4%
Utilities	3.6%	3.0%
Real Estate	1.4%	2.4%

Return for Risk

IVLU vs. VXUS — Risk / Return Rank

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

IVLU

IVLU Risk / Return Rank: 68
IVLU Sharpe Ratio Rank: 72
IVLU Sortino Ratio Rank: 70
IVLU Omega Ratio Rank: 70
IVLU Calmar Ratio Rank: 62
IVLU Martin Ratio Rank: 65

VXUS

VXUS Risk / Return Rank: 55
VXUS Sharpe Ratio Rank: 55
VXUS Sortino Ratio Rank: 52
VXUS Omega Ratio Rank: 56
VXUS Calmar Ratio Rank: 55
VXUS Martin Ratio Rank: 59

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.

IVLU vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI International Value Factor ETF (IVLU) 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.

	IVLU	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	2.21	1.81	+0.41
Sortino ratio: Return per unit of downside risk	3.03	2.46	+0.57
Omega ratio: Gain probability vs. loss probability	1.40	1.34	+0.06
Calmar ratio: Return relative to maximum drawdown	2.96	2.62	+0.34
Martin ratio: Return relative to average drawdown	11.24	10.07	+1.17

IVLU vs. VXUS - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.21, which is comparable to the VXUS Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of IVLU and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IVLU vs. VXUS - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.85%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IVLU and VXUS.

Drawdown Indicators

	IVLU	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-41.85%	-35.97%	-5.88%
Max Drawdown (1Y) Largest decline over 1 year	-11.69%	-11.27%	-0.42%
Max Drawdown (3Y) Largest decline over 3 years	-15.48%	-13.58%	-1.90%
Max Drawdown (5Y) Largest decline over 5 years	-26.04%	-29.44%	+3.40%
Max Drawdown (10Y) Largest decline over 10 years	-41.85%	-35.97%	-5.88%
Current Drawdown Current decline from peak	-2.23%	-3.04%	+0.81%
Average Drawdown Average peak-to-trough decline	-8.56%	-8.20%	-0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	2.93%	+0.15%

Volatility

IVLU vs. VXUS - Volatility Comparison

The current volatility for iShares MSCI International Value Factor ETF (IVLU) is 5.27%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.07%. This indicates that IVLU experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVLU	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	7.07%	-1.80%
Volatility (6M) Calculated over the trailing 6-month period	12.94%	14.44%	-1.50%
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	16.36%	-0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.54%	16.27%	+0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	17.03%	+0.41%

IVLU vs. VXUS - Expense Ratio Comparison

IVLU has a 0.30% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

IVLU vs. VXUS - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.38%, more than VXUS's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IVLU iShares MSCI International Value Factor ETF	3.38%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%
VXUS Vanguard Total International Stock ETF	2.59%	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

Can I hold both IVLU and VXUS in my portfolio?

IVLU 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.

Which is riskier, IVLU or VXUS?

VXUS has higher volatility (7.07%) compared to IVLU (5.27%). In terms of maximum drawdown, IVLU dropped -41.85% vs VXUS's -35.97%.

Which ETF is better, IVLU or VXUS?

On 10-year performance, IVLU leads with 11.56% vs 10.23% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, IVLU has been the lower-risk option at 5.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVLU or VXUS?

Over the 10-year period, IVLU has performed better with a 11.56% return vs 10.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVLU or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.30% for IVLU.

Which ETF pays a higher dividend yield, IVLU or VXUS?

IVLU has the higher dividend yield at 3.38%, compared with 2.59% for VXUS.

What is the main difference between IVLU and VXUS?

IVLU is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. IVLU tracks MSCI World ex USA Enhanced Value Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for IVLU and 0.05% for VXUS.

Which has better risk-adjusted returns?

IVLU currently has the higher Sharpe Ratio (2.21 vs 1.81), 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.