IXUS vs. IEFA
Compare and contrast key facts about iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core MSCI EAFE ETF (IEFA).
IXUS and IEFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXUS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Oct 18, 2012. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012. Both IXUS and IEFA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IXUS or IEFA.
Performance
IXUS vs. IEFA - Performance Comparison
Returns By Period
In the year-to-date period, IXUS achieves a 5.83% return, which is significantly higher than IEFA's 3.97% return. Over the past 10 years, IXUS has underperformed IEFA with an annualized return of 4.76%, while IEFA has yielded a comparatively higher 5.16% annualized return.
IXUS
5.83%
-4.89%
-1.94%
13.31%
5.12%
4.76%
IEFA
3.97%
-5.33%
-3.57%
12.25%
5.30%
5.16%
Key characteristics
| IXUS | IEFA | |
|---|---|---|
| Sharpe Ratio | 1.01 | 0.93 |
| Sortino Ratio | 1.46 | 1.35 |
| Omega Ratio | 1.18 | 1.16 |
| Calmar Ratio | 1.01 | 1.20 |
| Martin Ratio | 5.31 | 4.51 |
| Ulcer Index | 2.42% | 2.65% |
| Daily Std Dev | 12.73% | 12.87% |
| Max Drawdown | -36.23% | -34.78% |
| Current Drawdown | -7.70% | -8.72% |
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IXUS vs. IEFA - Expense Ratio Comparison
IXUS has a 0.09% expense ratio, which is higher than IEFA's 0.07% 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%.
Correlation
The correlation between IXUS and IEFA is 0.96, 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.
Risk-Adjusted Performance
IXUS vs. IEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core MSCI EAFE ETF (IEFA). 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.
Dividends
IXUS vs. IEFA - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 3.05%, less than IEFA's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 3.05% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% | 2.08% |
IEFA iShares Core MSCI EAFE ETF | 3.17% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
Drawdowns
IXUS vs. IEFA - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.23%, roughly equal to the maximum IEFA drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for IXUS and IEFA. For additional features, visit the drawdowns tool.
Volatility
IXUS vs. IEFA - Volatility Comparison
iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core MSCI EAFE ETF (IEFA) have volatilities of 3.94% and 3.98%, 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.