VEU vs. VXUS
Compare and contrast key facts about Vanguard FTSE All-World ex-US ETF (VEU) and Vanguard Total International Stock ETF (VXUS).
VEU and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. 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 VEU 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: VEU or VXUS.
Key characteristics
| VEU | VXUS | |
|---|---|---|
| YTD Return | 5.44% | 5.43% |
| 1Y Return | 20.14% | 20.23% |
| 5Y Return (Ann) | 2.90% | 2.81% |
| 10Y Return (Ann) | 3.58% | 3.56% |
| Sharpe Ratio | 1.13 | 1.14 |
| Daily Std Dev | 16.19% | 16.08% |
| Max Drawdown | -61.52% | -35.97% |
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.
VEU vs. VXUS - Performance Comparison
The year-to-date returns for both stocks are quite close, with VEU having a 5.44% return and VXUS slightly lower at 5.43%. Both investments have delivered pretty close results over the past 10 years, with VEU having a 3.58% annualized return and VXUS not far behind at 3.56%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
VEU vs. VXUS - Dividend Comparison
VEU's dividend yield for the trailing twelve months is around 3.16%, more than VXUS's 3.11% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 3.16% | 3.18% | 3.23% | 2.16% | 3.44% | 3.74% | 3.14% | 3.60% | 3.70% | 4.53% | 3.54% | 4.02% |
VXUS Vanguard Total International Stock ETF | 3.11% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
VEU vs. VXUS - Expense Ratio Comparison
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 1.13 | ||||
VXUS Vanguard Total International Stock ETF | 1.14 |
VEU vs. VXUS - Drawdown Comparison
The maximum VEU drawdown for the period was -14.43%, roughly equal to the maximum VXUS drawdown of -14.66%. The drawdown chart below compares losses from any high point along the way for VEU and VXUS
VEU vs. VXUS - Volatility Comparison
Vanguard FTSE All-World ex-US ETF (VEU) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.16% and 3.19%, 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.