UAE vs. VXUS
Compare and contrast key facts about iShares MSCI UAE ETF (UAE) and Vanguard Total International Stock ETF (VXUS).
UAE and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UAE is a passively managed fund by iShares that tracks the performance of the MSCI All UAE Capped Index. It was launched on Apr 29, 2014. 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 UAE 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: UAE or VXUS.
Performance
UAE vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, UAE achieves a 9.04% return, which is significantly higher than VXUS's 6.36% return. Over the past 10 years, UAE has underperformed VXUS with an annualized return of 0.35%, while VXUS has yielded a comparatively higher 4.76% annualized return.
UAE
9.04%
5.12%
13.55%
10.49%
6.94%
0.35%
VXUS
6.36%
-4.05%
-0.23%
12.56%
5.46%
4.76%
Key characteristics
| UAE | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.68 | 0.95 |
| Sortino Ratio | 1.01 | 1.38 |
| Omega Ratio | 1.13 | 1.17 |
| Calmar Ratio | 0.37 | 1.10 |
| Martin Ratio | 2.14 | 4.83 |
| Ulcer Index | 4.49% | 2.50% |
| Daily Std Dev | 14.21% | 12.68% |
| Max Drawdown | -60.44% | -35.97% |
| Current Drawdown | -11.36% | -7.19% |
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UAE vs. VXUS - Expense Ratio Comparison
UAE has a 0.59% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between UAE and VXUS is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
UAE vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UAE ETF (UAE) 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
UAE vs. VXUS - Dividend Comparison
UAE's dividend yield for the trailing twelve months is around 3.99%, more than VXUS's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UAE iShares MSCI UAE ETF | 3.99% | 3.24% | 2.67% | 4.88% | 4.75% | 3.54% | 5.56% | 3.38% | 4.74% | 3.77% | 2.58% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
UAE vs. VXUS - Drawdown Comparison
The maximum UAE drawdown since its inception was -60.44%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for UAE and VXUS. For additional features, visit the drawdowns tool.
Volatility
UAE vs. VXUS - Volatility Comparison
iShares MSCI UAE ETF (UAE) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.82% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.