IXUS vs. EFG

Last updated Jun 4, 2026

IXUS (iShares Core MSCI Total International Stock ETF) and EFG (iShares MSCI EAFE Growth ETF) are both Foreign Large Cap Equities funds from iShares - IXUS tracks the MSCI ACWI ex USA IMI Index (Net) while EFG tracks the MSCI EAFE Growth Index. Both are passively managed. Over the past 10 years, IXUS returned 9.78%/yr vs 7.96%/yr for EFG. Their correlation of 0.93 suggests significant overlap in exposure. IXUS charges 0.07%/yr vs 0.40%/yr for EFG.

Performance

IXUS vs. EFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Total International Stock ETF (IXUS) and iShares MSCI EAFE Growth ETF (EFG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IXUS achieves a 14.51% return, which is significantly higher than EFG's 7.91% return. Over the past 10 years, IXUS has outperformed EFG with an annualized return of 9.78%, while EFG has yielded a comparatively lower 7.96% annualized return.

IXUS

• 1D: -1.01%
• 1M: 4.91%
• YTD: 14.51%
• 6M: 17.16%
• 1Y: 32.15%
• 3Y*: 19.44%
• 5Y*: 8.38%
• 10Y*: 9.78%

EFG

• 1D: -0.78%
• 1M: 4.62%
• YTD: 7.91%
• 6M: 9.06%
• 1Y: 14.40%
• 3Y*: 10.91%
• 5Y*: 4.23%
• 10Y*: 7.96%

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

IXUS vs. EFG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IXUS iShares Core MSCI Total International Stock ETF	14.51%	32.40%	5.19%	15.83%	-16.47%	8.86%	10.80%	21.71%	-14.41%	28.12%
EFG iShares MSCI EAFE Growth ETF	7.91%	20.70%	1.53%	17.55%	-23.12%	11.01%	17.85%	27.47%	-12.93%	28.86%

Correlation

The correlation between IXUS and EFG is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Oct 25, 2012	0.93

The correlation between IXUS and EFG has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

IXUS vs. EFG - Sectors Allocation Comparison

Sectors	IXUS	EFG
Financial Services	22.4%	10.6%
Technology	18.0%	18.1%
Industrials	15.9%	29.6%
Consumer Cyclical	8.3%	10.7%
Basic Materials	7.6%	4.6%
Healthcare	7.1%	14.2%
Energy	5.2%	0.2%
Consumer Defensive	5.1%	5.1%
Communication Services	4.8%	4.8%
Utilities	3.2%	1.1%
Real Estate	2.5%	1.0%

Return for Risk

IXUS vs. EFG — Risk / Return Rank

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

IXUS

IXUS Risk / Return Rank: 60
IXUS Sharpe Ratio Rank: 61
IXUS Sortino Ratio Rank: 60
IXUS Omega Ratio Rank: 62
IXUS Calmar Ratio Rank: 56
IXUS Martin Ratio Rank: 61

EFG

EFG Risk / Return Rank: 25
EFG Sharpe Ratio Rank: 23
EFG Sortino Ratio Rank: 24
EFG Omega Ratio Rank: 22
EFG Calmar Ratio Rank: 24
EFG Martin Ratio Rank: 29

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.

IXUS vs. EFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and iShares MSCI EAFE Growth ETF (EFG). 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.

	IXUS	EFG	Difference
Sharpe ratio: Return per unit of total volatility	2.10	0.85	+1.25
Sortino ratio: Return per unit of downside risk	2.89	1.32	+1.58
Omega ratio: Gain probability vs. loss probability	1.39	1.16	+0.23
Calmar ratio: Return relative to maximum drawdown	2.84	1.13	+1.71
Martin ratio: Return relative to average drawdown	11.13	4.17	+6.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXUS vs. EFG - Sharpe Ratio Comparison

The current IXUS Sharpe Ratio is 2.10, which is higher than the EFG Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IXUS and EFG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IXUS	EFG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	0.85	+1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.23	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.45	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.29	+0.20

Drawdowns

IXUS vs. EFG - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum EFG drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for IXUS and EFG.

Drawdown Indicators

	IXUS	EFG	Difference
Max Drawdown Largest peak-to-trough decline	-36.22%	-58.40%	+22.18%
Max Drawdown (1Y) Largest decline over 1 year	-11.36%	-12.78%	+1.42%
Max Drawdown (3Y) Largest decline over 3 years	-13.75%	-16.87%	+3.12%
Max Drawdown (5Y) Largest decline over 5 years	-30.04%	-35.78%	+5.74%
Max Drawdown (10Y) Largest decline over 10 years	-36.22%	-35.78%	-0.44%
Current Drawdown Current decline from peak	-1.01%	-0.78%	-0.23%
Average Drawdown Average peak-to-trough decline	-7.50%	-12.16%	+4.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	3.46%	-0.56%

Volatility

IXUS vs. EFG - Volatility Comparison

iShares Core MSCI Total International Stock ETF (IXUS) and iShares MSCI EAFE Growth ETF (EFG) have volatilities of 5.64% and 5.88%, 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.

Volatility by Period

	IXUS	EFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	5.88%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	13.16%	14.36%	-1.20%
Volatility (1Y) Calculated over the trailing 1-year period	15.37%	17.08%	-1.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	18.11%	-1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	17.69%	-0.62%

IXUS vs. EFG - Expense Ratio Comparison

IXUS has a 0.07% expense ratio, which is lower than EFG's 0.40% expense ratio.

Dividends

IXUS vs. EFG - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 2.83%, more than EFG's 2.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFG iShares MSCI EAFE Growth ETF	2.34%	2.53%	1.64%	1.63%	1.27%	1.54%	0.85%	1.69%	1.98%	1.56%	2.20%	1.75%
IXUS iShares Core MSCI Total International Stock ETF	2.83%	3.24%	3.33%	3.13%	2.48%	3.12%	1.85%	3.09%	3.00%	2.41%	2.58%	2.81%

Frequently Asked Questions

Can I hold both IXUS and EFG in my portfolio?

With a correlation of 0.96, IXUS and EFG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IXUS or EFG?

EFG has higher volatility (5.88%) compared to IXUS (5.64%). In terms of maximum drawdown, IXUS dropped -36.22% vs EFG's -58.40%.

Which ETF is better, IXUS or EFG?

On 10-year performance, IXUS leads with 9.78% vs 7.96% for EFG. On fees, IXUS is cheaper at 0.07% per year. On volatility, IXUS has been the lower-risk option at 5.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IXUS or EFG?

Over the 10-year period, IXUS has performed better with a 9.78% return vs 7.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IXUS or EFG?

IXUS is cheaper with a 0.07% expense ratio, compared with 0.40% for EFG.

Which ETF pays a higher dividend yield, IXUS or EFG?

IXUS has the higher dividend yield at 2.83%, compared with 2.34% for EFG.

What is the main difference between IXUS and EFG?

IXUS tracks MSCI ACWI ex USA IMI Index (Net), while EFG tracks MSCI EAFE Growth Index. Their fees differ too: 0.07% for IXUS and 0.40% for EFG.

Which has better risk-adjusted returns?

IXUS currently has the higher Sharpe Ratio (2.10 vs 0.85), 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.