VTBR.ME vs. VXUS
Compare and contrast key facts about VTB Bank (VTBR.ME) and Vanguard Total International Stock ETF (VXUS).
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.
Performance
VTBR.ME vs. VXUS - Performance Comparison
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VTBR.ME vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTBR.ME VTB Bank | 18.80% | -9.36% | -30.08% | 36.53% | -65.42% | 28.12% | -17.86% | 35.40% | -28.33% | -36.08% |
VXUS Vanguard Total International Stock ETF | 5.19% | -4.61% | 29.04% | 42.79% | -18.95% | 10.57% | 31.98% | 9.10% | 2.73% | 19.37% |
Different Trading Currencies
VTBR.ME is traded in RUB, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to RUB using the latest available exchange rates.
Returns By Period
In the year-to-date period, VTBR.ME achieves a 18.80% return, which is significantly higher than VXUS's 5.19% return. Over the past 10 years, VTBR.ME has underperformed VXUS with an annualized return of -13.65%, while VXUS has yielded a comparatively higher 10.97% annualized return.
VTBR.ME
- 1D
- 3.29%
- 1M
- -1.06%
- YTD
- 18.80%
- 6M
- 24.99%
- 1Y
- 4.18%
- 3Y*
- -1.75%
- 5Y*
- -16.58%
- 10Y*
- -13.65%
VXUS
- 1D
- 0.00%
- 1M
- -1.69%
- YTD
- 5.19%
- 6M
- 4.75%
- 1Y
- 22.93%
- 3Y*
- 17.12%
- 5Y*
- 8.74%
- 10Y*
- 10.97%
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Return for Risk
VTBR.ME vs. VXUS — Risk / Return Rank
VTBR.ME
VXUS
VTBR.ME vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VTB Bank (VTBR.ME) 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.
| VTBR.ME | VXUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 0.98 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.41 | 1.45 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 2.71 | -2.58 |
Martin ratioReturn relative to average drawdown | 0.20 | 7.96 | -7.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTBR.ME | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 0.98 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.27 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.40 | 0.43 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.55 | -0.77 |
Correlation
The correlation between VTBR.ME and VXUS is 0.09, 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.
Dividends
VTBR.ME vs. VXUS - Dividend Comparison
VTBR.ME has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.93%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTBR.ME VTB Bank | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.93% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Drawdowns
VTBR.ME vs. VXUS - Drawdown Comparison
The maximum VTBR.ME drawdown since its inception was -90.23%, which is greater than VXUS's maximum drawdown of -66.77%. Use the drawdown chart below to compare losses from any high point for VTBR.ME and VXUS.
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Drawdown Indicators
| VTBR.ME | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.23% | -35.97% | -54.26% |
Max Drawdown (1Y)Largest decline over 1 year | -38.57% | -11.27% | -27.30% |
Max Drawdown (5Y)Largest decline over 5 years | -77.57% | -29.44% | -48.13% |
Max Drawdown (10Y)Largest decline over 10 years | -83.40% | -35.97% | -47.43% |
Current DrawdownCurrent decline from peak | -86.87% | -7.26% | -79.61% |
Average DrawdownAverage peak-to-trough decline | -61.90% | -8.29% | -53.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.49% | 2.95% | +22.54% |
Volatility
VTBR.ME vs. VXUS - Volatility Comparison
The current volatility for VTB Bank (VTBR.ME) is 5.46%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 10.30%. This indicates that VTBR.ME experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTBR.ME | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 10.30% | -4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 15.46% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.75% | 23.61% | +14.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.30% | 32.35% | +8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.42% | 25.59% | +8.83% |