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VEE.TO vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEE.TO and VXUS is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VEE.TO vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VEE.TO:

0.75

VXUS:

0.60

Sortino Ratio

VEE.TO:

1.18

VXUS:

1.09

Omega Ratio

VEE.TO:

1.16

VXUS:

1.15

Calmar Ratio

VEE.TO:

0.90

VXUS:

0.87

Martin Ratio

VEE.TO:

3.41

VXUS:

2.75

Ulcer Index

VEE.TO:

3.96%

VXUS:

4.29%

Daily Std Dev

VEE.TO:

17.29%

VXUS:

16.96%

Max Drawdown

VEE.TO:

-29.84%

VXUS:

-35.97%

Current Drawdown

VEE.TO:

-0.33%

VXUS:

0.00%

Returns By Period

In the year-to-date period, VEE.TO achieves a 5.22% return, which is significantly lower than VXUS's 12.69% return. Over the past 10 years, VEE.TO has underperformed VXUS with an annualized return of 4.74%, while VXUS has yielded a comparatively higher 5.23% annualized return.


VEE.TO

YTD

5.22%

1M

9.46%

6M

6.76%

1Y

12.95%

5Y*

8.41%

10Y*

4.74%

VXUS

YTD

12.69%

1M

8.51%

6M

11.51%

1Y

10.02%

5Y*

11.81%

10Y*

5.23%

*Annualized

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VEE.TO vs. VXUS - Expense Ratio Comparison

VEE.TO has a 0.25% 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%.


Risk-Adjusted Performance

VEE.TO vs. VXUS — Risk-Adjusted Performance Rank

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

VEE.TO
The Risk-Adjusted Performance Rank of VEE.TO is 7373
Overall Rank
The Sharpe Ratio Rank of VEE.TO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VEE.TO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEE.TO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VEE.TO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VEE.TO is 7777
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6767
Overall Rank
The Sharpe Ratio Rank of VXUS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEE.TO vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) 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.


The current VEE.TO Sharpe Ratio is 0.75, which is comparable to the VXUS Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of VEE.TO and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VEE.TO vs. VXUS - Dividend Comparison

VEE.TO's dividend yield for the trailing twelve months is around 2.38%, less than VXUS's 2.95% yield.


TTM20242023202220212020201920182017201620152014
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF
2.38%2.45%2.83%3.35%2.18%1.61%2.71%2.21%1.89%1.99%2.53%2.19%
VXUS
Vanguard Total International Stock ETF
2.95%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

VEE.TO vs. VXUS - Drawdown Comparison

The maximum VEE.TO drawdown since its inception was -29.84%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VEE.TO and VXUS. For additional features, visit the drawdowns tool.


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Volatility

VEE.TO vs. VXUS - Volatility Comparison

Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) has a higher volatility of 4.84% compared to Vanguard Total International Stock ETF (VXUS) at 3.36%. This indicates that VEE.TO'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.


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