SX5S.L vs. VXUS
Compare and contrast key facts about Invesco EURO STOXX 50 UCITS ETF (SX5S.L) and Vanguard Total International Stock ETF (VXUS).
SX5S.L and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SX5S.L is a passively managed fund by Invesco that tracks the performance of the MSCI EMU NR EUR. It was launched on Mar 19, 2009. 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 SX5S.L 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: SX5S.L or VXUS.
Key characteristics
| SX5S.L | VXUS | |
|---|---|---|
| YTD Return | 4.01% | 8.78% |
| 1Y Return | 11.15% | 19.96% |
| 3Y Return (Ann) | 5.33% | 1.20% |
| 5Y Return (Ann) | 7.34% | 5.76% |
| 10Y Return (Ann) | 8.12% | 5.11% |
| Sharpe Ratio | 0.90 | 1.53 |
| Sortino Ratio | 1.32 | 2.18 |
| Omega Ratio | 1.16 | 1.27 |
| Calmar Ratio | 1.19 | 1.35 |
| Martin Ratio | 3.06 | 9.08 |
| Ulcer Index | 3.83% | 2.17% |
| Daily Std Dev | 13.01% | 12.84% |
| Max Drawdown | -32.54% | -35.97% |
| Current Drawdown | -8.23% | -5.08% |
Correlation
The correlation between SX5S.L and VXUS is 0.71, 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.
Performance
SX5S.L vs. VXUS - Performance Comparison
In the year-to-date period, SX5S.L achieves a 4.01% return, which is significantly lower than VXUS's 8.78% return. Over the past 10 years, SX5S.L has outperformed VXUS with an annualized return of 8.12%, while VXUS has yielded a comparatively lower 5.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SX5S.L vs. VXUS - Expense Ratio Comparison
SX5S.L has a 0.05% expense ratio, which is lower than VXUS's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SX5S.L vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF (SX5S.L) 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
SX5S.L vs. VXUS - Dividend Comparison
SX5S.L has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SX5S.L Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.94% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
SX5S.L vs. VXUS - Drawdown Comparison
The maximum SX5S.L drawdown since its inception was -32.54%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SX5S.L and VXUS. For additional features, visit the drawdowns tool.
Volatility
SX5S.L vs. VXUS - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SX5S.L) has a higher volatility of 5.57% compared to Vanguard Total International Stock ETF (VXUS) at 4.01%. This indicates that SX5S.L's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.