IXUS vs. VEA
Compare and contrast key facts about iShares Core MSCI Total International Stock ETF (IXUS) and Vanguard FTSE Developed Markets ETF (VEA).
IXUS and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both IXUS and VEA 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 VEA.
Performance
IXUS vs. VEA - Performance Comparison
Returns By Period
In the year-to-date period, IXUS achieves a 5.83% return, which is significantly higher than VEA's 4.20% return. Over the past 10 years, IXUS has underperformed VEA with an annualized return of 4.76%, while VEA has yielded a comparatively higher 5.23% annualized return.
IXUS
5.83%
-4.89%
-1.94%
13.31%
5.12%
4.76%
VEA
4.20%
-4.91%
-2.89%
12.52%
5.65%
5.23%
Key characteristics
| IXUS | VEA | |
|---|---|---|
| Sharpe Ratio | 1.01 | 0.96 |
| Sortino Ratio | 1.46 | 1.38 |
| Omega Ratio | 1.18 | 1.17 |
| Calmar Ratio | 1.01 | 1.24 |
| Martin Ratio | 5.31 | 4.78 |
| Ulcer Index | 2.42% | 2.57% |
| Daily Std Dev | 12.73% | 12.84% |
| Max Drawdown | -36.23% | -60.70% |
| Current Drawdown | -7.70% | -8.03% |
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IXUS vs. VEA - Expense Ratio Comparison
IXUS has a 0.09% expense ratio, which is higher than VEA's 0.05% 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 VEA is 0.97, 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. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 3.05%, which matches VEA's 3.06% 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% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
IXUS vs. VEA - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.23%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for IXUS and VEA. For additional features, visit the drawdowns tool.
Volatility
IXUS vs. VEA - Volatility Comparison
iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 3.94% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.73%. This indicates that IXUS's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.