VTBR.ME vs. VXUS

Last updated Jun 5, 2026

VTBR.ME (VTB Bank) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, VTBR.ME returned -14.03%/yr vs 10.63%/yr for VXUS. At a 0.09 correlation, their price movements are largely independent.

Performance

VTBR.ME vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in VTB Bank (VTBR.ME) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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 6.12% return, which is significantly higher than VXUS's 2.59% return. Over the past 10 years, VTBR.ME has underperformed VXUS with an annualized return of -14.03%, while VXUS has yielded a comparatively higher 10.63% annualized return.

VTBR.ME

• 1D: -1.44%
• 1M: -16.70%
• YTD: 6.12%
• 6M: 4.77%
• 1Y: -19.72%
• 3Y*: -11.34%
• 5Y*: -20.64%
• 10Y*: -14.03%

VXUS

• 1D: -3.40%
• 1M: -4.46%
• YTD: 2.59%
• 6M: 8.09%
• 1Y: 20.42%
• 3Y*: 13.87%
• 5Y*: 7.93%
• 10Y*: 10.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTBR.ME vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTBR.ME VTB Bank	6.12%	-9.36%	-30.08%	36.53%	-65.42%	28.12%	-17.86%	35.40%	-28.33%	-36.08%
VXUS Vanguard Total International Stock ETF	2.59%	-4.61%	29.04%	42.79%	-18.95%	10.57%	31.98%	9.10%	2.73%	19.37%

Correlation

The correlation between VTBR.ME and VXUS is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jan 31, 2011	0.09

The correlation between VTBR.ME and VXUS shifts across timeframes, from -0.03 (3 years) to 0.09 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VTBR.ME vs. VXUS — Risk / Return Rank

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

VTBR.ME

VTBR.ME Risk / Return Rank: 20
VTBR.ME Sharpe Ratio Rank: 16
VTBR.ME Sortino Ratio Rank: 19
VTBR.ME Omega Ratio Rank: 15
VTBR.ME Calmar Ratio Rank: 24
VTBR.ME Martin Ratio Rank: 28

VXUS

VXUS Risk / Return Rank: 50
VXUS Sharpe Ratio Rank: 50
VXUS Sortino Ratio Rank: 47
VXUS Omega Ratio Rank: 51
VXUS Calmar Ratio Rank: 48
VXUS Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	-0.58	0.97	-1.56
Sortino ratio: Return per unit of downside risk	-0.56	1.44	-1.99
Omega ratio: Gain probability vs. loss probability	0.90	1.19	-0.29
Calmar ratio: Return relative to maximum drawdown	-0.51	1.83	-2.33
Martin ratio: Return relative to average drawdown	-0.74	5.06	-5.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTBR.ME vs. VXUS - Sharpe Ratio Comparison

The current VTBR.ME Sharpe Ratio is -0.58, which is lower than the VXUS Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VTBR.ME and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VTBR.ME	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	0.97	-1.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.50	0.24	-0.75
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.41	0.42	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.54	-0.77

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.

Drawdown Indicators

	VTBR.ME	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-90.23%	-66.77%	-23.46%
Max Drawdown (1Y) Largest decline over 1 year	-38.57%	-11.21%	-27.36%
Max Drawdown (3Y) Largest decline over 3 years	-56.44%	-29.61%	-26.83%
Max Drawdown (5Y) Largest decline over 5 years	-77.57%	-66.77%	-10.80%
Max Drawdown (10Y) Largest decline over 10 years	-83.38%	-66.77%	-16.61%
Current Drawdown Current decline from peak	-88.27%	-11.55%	-76.72%
Average Drawdown Average peak-to-trough decline	-62.14%	-12.42%	-49.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.40%	4.04%	+22.36%

Volatility

VTBR.ME vs. VXUS - Volatility Comparison

VTB Bank (VTBR.ME) has a higher volatility of 8.30% compared to Vanguard Total International Stock ETF (VXUS) at 7.61%. This indicates that VTBR.ME'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.

Volatility by Period

	VTBR.ME	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.30%	7.61%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	16.17%	16.89%	-0.72%
Volatility (1Y) Calculated over the trailing 1-year period	33.43%	21.19%	+12.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.90%	32.55%	+8.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.46%	25.68%	+8.78%

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 2.75%.

Position	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	2.75%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both VTBR.ME and VXUS in my portfolio?

VTBR.ME and VXUS have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.