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VEU vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEU and VXUS is 0.99, 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.


-0.50.00.51.01.0

Performance

VEU vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US ETF (VEU) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

75.00%80.00%85.00%90.00%95.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
83.94%
81.86%
VEU
VXUS

Key characteristics

Sharpe Ratio

VEU:

0.66

VXUS:

0.64

Sortino Ratio

VEU:

0.98

VXUS:

0.96

Omega Ratio

VEU:

1.12

VXUS:

1.12

Calmar Ratio

VEU:

0.91

VXUS:

0.87

Martin Ratio

VEU:

2.68

VXUS:

2.67

Ulcer Index

VEU:

3.13%

VXUS:

3.06%

Daily Std Dev

VEU:

12.70%

VXUS:

12.77%

Max Drawdown

VEU:

-61.52%

VXUS:

-35.97%

Current Drawdown

VEU:

-8.57%

VXUS:

-8.39%

Returns By Period

In the year-to-date period, VEU achieves a 5.34% return, which is significantly higher than VXUS's 4.99% return. Both investments have delivered pretty close results over the past 10 years, with VEU having a 5.01% annualized return and VXUS not far behind at 4.99%.


VEU

YTD

5.34%

1M

-1.35%

6M

0.09%

1Y

6.52%

5Y*

4.46%

10Y*

5.01%

VXUS

YTD

4.99%

1M

-1.34%

6M

0.14%

1Y

6.27%

5Y*

4.38%

10Y*

4.99%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEU vs. VXUS - Expense Ratio Comparison

Both VEU and VXUS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VEU
Vanguard FTSE All-World ex-US ETF
Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VEU vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) 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.


Sharpe ratio
The chart of Sharpe ratio for VEU, currently valued at 0.66, compared to the broader market0.002.004.000.660.64
The chart of Sortino ratio for VEU, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.980.96
The chart of Omega ratio for VEU, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.12
The chart of Calmar ratio for VEU, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.910.87
The chart of Martin ratio for VEU, currently valued at 2.68, compared to the broader market0.0020.0040.0060.0080.00100.002.682.67
VEU
VXUS

The current VEU Sharpe Ratio is 0.66, which is comparable to the VXUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VEU 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.66
0.64
VEU
VXUS

Dividends

VEU vs. VXUS - Dividend Comparison

VEU's dividend yield for the trailing twelve months is around 3.25%, less than VXUS's 3.37% yield.


TTM20232022202120202019201820172016201520142013
VEU
Vanguard FTSE All-World ex-US ETF
3.25%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%
VXUS
Vanguard Total International Stock ETF
3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VEU vs. VXUS - Drawdown Comparison

The maximum VEU drawdown since its inception was -61.52%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VEU and VXUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.57%
-8.39%
VEU
VXUS

Volatility

VEU vs. VXUS - Volatility Comparison

Vanguard FTSE All-World ex-US ETF (VEU) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.36% and 3.42%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.36%
3.42%
VEU
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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