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TGLB vs. TOUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. TOUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) and T. Rowe Price International Equity ETF (TOUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGLB achieves a 8.79% return, which is significantly higher than TOUS's 7.33% return.


TGLB

1D
-3.09%
1M
0.39%
YTD
8.79%
6M
8.19%
1Y
3Y*
5Y*
10Y*

TOUS

1D
-2.60%
1M
-1.02%
YTD
7.33%
6M
9.72%
1Y
19.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. TOUS - Yearly Performance Comparison


Correlation

The correlation between TGLB and TOUS is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.75

TGLB vs. TOUS - Sectors Allocation Comparison


Sectors
TGLB
TOUS

Technology

32.3%
13.0%

Financial Services

15.7%
22.2%

Communication Services

9.0%
4.6%

Consumer Cyclical

8.4%
7.3%

Industrials

6.5%
19.7%

Basic Materials

6.0%
5.5%

Energy

3.5%
5.5%

Healthcare

3.1%
10.1%

Consumer Defensive

1.1%
6.9%

Utilities

0.9%
3.4%

Real Estate

-

1.9%

Technology

TGLB
32.3%
TOUS
13.0%

Financial Services

TGLB
15.7%
TOUS
22.2%

Communication Services

TGLB
9.0%
TOUS
4.6%

Consumer Cyclical

TGLB
8.4%
TOUS
7.3%

Industrials

TGLB
6.5%
TOUS
19.7%

Basic Materials

TGLB
6.0%
TOUS
5.5%

Energy

TGLB
3.5%
TOUS
5.5%

Healthcare

TGLB
3.1%
TOUS
10.1%

Consumer Defensive

TGLB
1.1%
TOUS
6.9%

Utilities

TGLB
0.9%
TOUS
3.4%

Real Estate

TGLB

-

TOUS
1.9%

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Return for Risk

TGLB vs. TOUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TGLB

TOUS
TOUS Risk / Return Rank: 3636
Overall Rank
TOUS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 3737
Sortino Ratio Rank
TOUS Omega Ratio Rank: 3636
Omega Ratio Rank
TOUS Calmar Ratio Rank: 3333
Calmar Ratio Rank
TOUS Martin Ratio Rank: 3838
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.

TGLB vs. TOUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) and T. Rowe Price International Equity ETF (TOUS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TGLB vs. TOUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TGLBTOUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.03

-0.08

Drawdowns

TGLB vs. TOUS - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum TOUS drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TGLB and TOUS.


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Drawdown Indicators


TGLBTOUSDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-14.29%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

Current Drawdown

Current decline from peak

-3.48%

-2.81%

-0.67%

Average Drawdown

Average peak-to-trough decline

-1.80%

-2.83%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

Volatility

TGLB vs. TOUS - Volatility Comparison


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Volatility by Period


TGLBTOUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

15.54%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

15.25%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

15.25%

-1.19%

TGLB vs. TOUS - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is lower than TOUS's 0.50% expense ratio.


Dividends

TGLB vs. TOUS - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than TOUS's 1.62% yield.


PositionTTM202520242023
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%0.00%0.00%
TOUS
T. Rowe Price International Equity ETF
1.62%1.74%3.01%0.50%

Frequently Asked Questions


TGLB and TOUS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TGLB is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGLB is cheaper with a 0.46% expense ratio, compared with 0.50% for TOUS.

TOUS has the higher dividend yield at 1.62%, compared with 0.18% for TGLB.

TGLB is categorized as Global Equities, while TOUS is Foreign Large Cap Equities. Their fees differ too: 0.46% for TGLB and 0.50% for TOUS.

Portfolio Optimizer

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