VTWG vs. VXUS

Last updated Jun 24, 2026

VTWG (Vanguard Russell 2000 Growth ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - VTWG is a Small Cap Growth Equities fund tracking the Russell 2000 Growth Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, VTWG returned 12.12%/yr vs 10.23%/yr for VXUS. A 0.71 correlation means they provide meaningful diversification when combined. VTWG charges 0.06%/yr vs 0.05%/yr for VXUS.

Performance

VTWG vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 Growth ETF (VTWG) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTWG achieves a 20.43% return, which is significantly higher than VXUS's 12.51% return. Over the past 10 years, VTWG has outperformed VXUS with an annualized return of 12.12%, while VXUS has yielded a comparatively lower 10.23% annualized return.

VTWG

• 1D: -1.45%
• 1M: 4.36%
• YTD: 20.43%
• 6M: 16.97%
• 1Y: 40.10%
• 3Y*: 19.34%
• 5Y*: 5.29%
• 10Y*: 12.12%

VXUS

• 1D: -3.04%
• 1M: 0.39%
• YTD: 12.51%
• 6M: 12.35%
• 1Y: 29.41%
• 3Y*: 18.90%
• 5Y*: 8.35%
• 10Y*: 10.23%

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

VTWG vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTWG Vanguard Russell 2000 Growth ETF	20.43%	13.07%	15.15%	18.90%	-26.49%	2.84%	34.72%	28.75%	-9.45%	22.27%
VXUS Vanguard Total International Stock ETF	12.51%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between VTWG and VXUS is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.71

The correlation between VTWG and VXUS has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

VTWG vs. VXUS - Sectors Allocation Comparison

Sectors	VTWG	VXUS
Technology	25.8%	21.0%
Industrials	23.1%	15.6%
Healthcare	22.0%	6.8%
Financial Services	7.8%	21.7%
Consumer Cyclical	7.1%	8.2%
Basic Materials	4.0%	7.6%
Energy	3.1%	4.7%
Consumer Defensive	2.3%	4.8%
Communication Services	2.2%	4.4%
Real Estate	2.0%	2.4%
Utilities	0.6%	3.0%

Return for Risk

VTWG vs. VXUS — Risk / Return Rank

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

VTWG

VTWG Risk / Return Rank: 54
VTWG Sharpe Ratio Rank: 56
VTWG Sortino Ratio Rank: 54
VTWG Omega Ratio Rank: 48
VTWG Calmar Ratio Rank: 57
VTWG Martin Ratio Rank: 57

VXUS

VXUS Risk / Return Rank: 55
VXUS Sharpe Ratio Rank: 55
VXUS Sortino Ratio Rank: 52
VXUS Omega Ratio Rank: 56
VXUS Calmar Ratio Rank: 55
VXUS Martin Ratio Rank: 59

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.

VTWG vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Growth ETF (VTWG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VTWG	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.81	0.00
Sortino ratio: Return per unit of downside risk	2.48	2.46	+0.01
Omega ratio: Gain probability vs. loss probability	1.30	1.34	-0.04
Calmar ratio: Return relative to maximum drawdown	2.71	2.62	+0.09
Martin ratio: Return relative to average drawdown	9.72	10.07	-0.35

VTWG vs. VXUS - Sharpe Ratio Comparison

The current VTWG Sharpe Ratio is 1.80, which is comparable to the VXUS Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of VTWG 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.

Drawdowns

VTWG vs. VXUS - Drawdown Comparison

The maximum VTWG drawdown since its inception was -42.07%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VTWG and VXUS.

Drawdown Indicators

	VTWG	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-42.07%	-35.97%	-6.10%
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	-11.27%	-3.61%
Max Drawdown (3Y) Largest decline over 3 years	-28.58%	-13.58%	-15.00%
Max Drawdown (5Y) Largest decline over 5 years	-40.49%	-29.44%	-11.05%
Max Drawdown (10Y) Largest decline over 10 years	-42.07%	-35.97%	-6.10%
Current Drawdown Current decline from peak	-1.45%	-3.04%	+1.59%
Average Drawdown Average peak-to-trough decline	-10.50%	-8.20%	-2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.14%	2.93%	+1.21%

Volatility

VTWG vs. VXUS - Volatility Comparison

Vanguard Russell 2000 Growth ETF (VTWG) has a higher volatility of 7.82% compared to Vanguard Total International Stock ETF (VXUS) at 7.07%. This indicates that VTWG'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

	VTWG	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.82%	7.07%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	16.92%	14.44%	+2.48%
Volatility (1Y) Calculated over the trailing 1-year period	22.34%	16.36%	+5.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.67%	16.27%	+8.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.27%	17.03%	+7.24%

VTWG vs. VXUS - Expense Ratio Comparison

VTWG has a 0.06% expense ratio, which is higher than VXUS's 0.05% 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%.

Dividends

VTWG vs. VXUS - Dividend Comparison

VTWG's dividend yield for the trailing twelve months is around 0.59%, less than VXUS's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTWG Vanguard Russell 2000 Growth ETF	0.59%	0.64%	0.55%	0.79%	0.71%	0.54%	0.48%	0.72%	0.72%	0.64%	0.96%	0.72%
VXUS Vanguard Total International Stock ETF	2.59%	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 VTWG and VXUS in my portfolio?

VTWG and VXUS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTWG or VXUS?

VTWG has higher volatility (7.82%) compared to VXUS (7.07%). In terms of maximum drawdown, VTWG dropped -42.07% vs VXUS's -35.97%.

Which ETF is better, VTWG or VXUS?

On 10-year performance, VTWG leads with 12.12% vs 10.23% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 7.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VTWG or VXUS?

Over the 10-year period, VTWG has performed better with a 12.12% return vs 10.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VTWG or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.06% for VTWG.

Which ETF pays a higher dividend yield, VTWG or VXUS?

VXUS has the higher dividend yield at 2.59%, compared with 0.59% for VTWG.

What is the main difference between VTWG and VXUS?

VTWG is categorized as Small Cap Growth Equities, while VXUS is Global Equities. VTWG tracks Russell 2000 Growth Index, while VXUS tracks FTSE Global All Cap ex US Index. Their fees differ too: 0.06% for VTWG and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (1.81 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.