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IXUS vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IXUS vs. O

Last updated Jun 14, 2026

IXUS (iShares Core MSCI Total International Stock ETF) is Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net), while O (Realty Income Corporation) is a stock. Over the past 10 years, IXUS returned 10.23%/yr vs 4.89%/yr for O. At a 0.30 correlation, their price movements are largely independent.

Performance

IXUS vs. O - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with IXUS having a 13.86% return and O slightly lower at 13.70%. Over the past 10 years, IXUS has outperformed O with an annualized return of 10.23%, while O has yielded a comparatively lower 4.89% annualized return.

IXUS

1D
0.43%
1M
3.19%
YTD
13.86%
6M
15.66%
1Y
30.13%
3Y*
18.44%
5Y*
8.24%
10Y*
10.23%

O

1D
1.31%
1M
3.07%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXUS vs. O - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IXUS
iShares Core MSCI Total International Stock ETF		13.86%32.40%5.19%15.83%-16.47%8.86%10.80%21.71%-14.41%28.12%
O
Realty Income Corporation		13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Correlation

The correlation between IXUS and O is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.30

The correlation between IXUS and O shifts across timeframes, from 0.14 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

iShares Core MSCI Total International Stock ETF

Realty Income Corporation

Often compared with IXUS:
IXUS vs. VXUSIXUS vs. ITOTIXUS vs. VEAIXUS vs. SCHFIXUS vs. ACWXIXUS vs. IEFAIXUS vs. IEMG
Often compared with O:
O vs. SCHDO vs. AGNCO vs. JEPIO vs. NNNO vs. WPCO vs. ADCO vs. MO

Return for Risk

IXUS vs. O — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IXUS
IXUS Risk / Return Rank: 6060
Overall Rank
IXUS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 5959
Sortino Ratio Rank
IXUS Omega Ratio Rank: 6262
Omega Ratio Rank
IXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
IXUS Martin Ratio Rank: 6262
Martin Ratio Rank
O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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.

IXUS vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and Realty Income Corporation (O). 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.

IXUSODifference
Sharpe ratioReturn per unit of total volatility
1.75
0.88

+0.87

Sortino ratioReturn per unit of downside risk
2.43
1.26

+1.17

Omega ratioGain probability vs. loss probability

1.33

1.15

+0.17

Calmar ratioReturn relative to maximum drawdown

2.51

1.29

+1.23

Martin ratioReturn relative to average drawdown

9.67

3.12

+6.56

IXUS vs. O - Sharpe Ratio Comparison

The current IXUS Sharpe Ratio is 1.75, which is higher than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IXUS and O, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IXUS vs. O - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for IXUS and O.

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Drawdown Indicators

IXUSODifference

Max Drawdown

Largest peak-to-trough decline

-36.22%

-48.45%

+12.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-11.10%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.75%

-26.49%

+12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-34.48%

+4.45%

Max Drawdown (10Y)

Largest decline over 10 years

-36.22%

-48.28%

+12.06%

Current Drawdown

Current decline from peak

-1.57%

-5.94%

+4.37%

Average Drawdown

Average peak-to-trough decline

-7.49%

-9.20%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

4.58%

-1.63%

Volatility

IXUS vs. O - Volatility Comparison

iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 6.88% compared to Realty Income Corporation (O) at 5.29%. This indicates that IXUS's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IXUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

5.29%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

11.98%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

16.21%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

18.92%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

25.64%

-8.52%

Dividends

IXUS vs. O - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 2.84%, less than O's 5.16% yield.

PositionTTM20252024202320222021202020192018201720162015
IXUS
iShares Core MSCI Total International Stock ETF		2.84%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%
O
Realty Income Corporation		5.16%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Frequently Asked Questions

IXUS and O have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXUS has higher volatility (6.88%) compared to O (5.29%). In terms of maximum drawdown, IXUS dropped -36.22% vs O's -48.45%.

IXUS currently has the higher Sharpe Ratio (1.75 vs 0.88), 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.

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