SPGM vs. VXUS
Compare and contrast key facts about SPDR Portfolio MSCI Global Stock Market ETF (SPGM) and Vanguard Total International Stock ETF (VXUS).
SPGM and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPGM is a passively managed fund by State Street that tracks the performance of the MSCI AC World IMI. It was launched on Feb 27, 2012. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both SPGM and VXUS 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: SPGM or VXUS.
Performance
SPGM vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, SPGM achieves a 16.49% return, which is significantly higher than VXUS's 5.91% return. Over the past 10 years, SPGM has outperformed VXUS with an annualized return of 9.41%, while VXUS has yielded a comparatively lower 4.79% annualized return.
SPGM
16.49%
-1.62%
6.03%
24.62%
11.02%
9.41%
VXUS
5.91%
-4.79%
-1.70%
13.39%
5.25%
4.79%
Key characteristics
| SPGM | VXUS | |
|---|---|---|
| Sharpe Ratio | 2.07 | 1.01 |
| Sortino Ratio | 2.84 | 1.47 |
| Omega Ratio | 1.37 | 1.18 |
| Calmar Ratio | 2.85 | 1.07 |
| Martin Ratio | 13.12 | 5.43 |
| Ulcer Index | 1.86% | 2.38% |
| Daily Std Dev | 11.77% | 12.73% |
| Max Drawdown | -33.96% | -35.97% |
| Current Drawdown | -2.78% | -7.59% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPGM vs. VXUS - Expense Ratio Comparison
SPGM has a 0.09% expense ratio, which is higher than VXUS'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 SPGM and VXUS is 0.77, 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
SPGM vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio MSCI Global Stock Market ETF (SPGM) 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.
Dividends
SPGM vs. VXUS - Dividend Comparison
SPGM's dividend yield for the trailing twelve months is around 1.75%, less than VXUS's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGM SPDR Portfolio MSCI Global Stock Market ETF | 1.75% | 2.09% | 2.37% | 1.94% | 1.45% | 2.46% | 1.89% | 2.29% | 1.87% | 3.70% | 2.18% | 1.74% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
SPGM vs. VXUS - Drawdown Comparison
The maximum SPGM drawdown since its inception was -33.96%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SPGM and VXUS. For additional features, visit the drawdowns tool.
Volatility
SPGM vs. VXUS - Volatility Comparison
The current volatility for SPDR Portfolio MSCI Global Stock Market ETF (SPGM) is 3.31%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.90%. This indicates that SPGM 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.