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VXUS vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VXUS vs. BDVL

Last updated Jun 4, 2026

VXUS (Vanguard Total International Stock ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds - VXUS tracks the FTSE Global All Cap ex US Index while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. VXUS charges 0.05%/yr vs 0.40%/yr for BDVL.

Performance

VXUS vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VXUS achieves a 14.25% return, which is significantly higher than BDVL's 4.71% return.

VXUS

1D
-0.99%
1M
4.68%
YTD
14.25%
6M
16.92%
1Y
32.01%
3Y*
19.30%
5Y*
8.46%
10Y*
9.76%

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
VXUS
Vanguard Total International Stock ETF		14.25%4.81%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between VXUS and BDVL is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.83

VXUS vs. BDVL - Sectors Allocation Comparison

Sectors
VXUS
BDVL

Financial Services

22.3%
13.9%

Technology

18.1%
23.0%

Industrials

16.1%
15.4%

Consumer Cyclical

8.4%
8.5%

Basic Materials

7.6%
2.6%

Healthcare

7.1%
11.1%

Energy

5.2%
2.8%

Consumer Defensive

5.0%
6.3%

Communication Services

4.4%
10.7%

Utilities

3.2%
4.8%

Real Estate

2.6%
1.0%

Financial Services

VXUS
22.3%
BDVL
13.9%

Technology

VXUS
18.1%
BDVL
23.0%

Industrials

VXUS
16.1%
BDVL
15.4%

Consumer Cyclical

VXUS
8.4%
BDVL
8.5%

Basic Materials

VXUS
7.6%
BDVL
2.6%

Healthcare

VXUS
7.1%
BDVL
11.1%

Energy

VXUS
5.2%
BDVL
2.8%

Consumer Defensive

VXUS
5.0%
BDVL
6.3%

Communication Services

VXUS
4.4%
BDVL
10.7%

Utilities

VXUS
3.2%
BDVL
4.8%

Real Estate

VXUS
2.6%
BDVL
1.0%

Compare stocks, funds, or ETFs

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

Vanguard Total International Stock ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. AVGVBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

VXUS vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VXUS
VXUS Risk / Return Rank: 6060
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6262
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6161
Martin Ratio Rank
BDVL
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.

VXUS vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

VXUSBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.12

—

—

Sortino ratioReturn per unit of downside risk
2.90

—

—

Omega ratioGain probability vs. loss probability

1.39

—

—

Calmar ratioReturn relative to maximum drawdown

2.85

—

—

Martin ratioReturn relative to average drawdown

11.14

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VXUS vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

VXUSBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.01

-0.63

Drawdowns

VXUS vs. BDVL - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for VXUS and BDVL.

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Drawdown Indicators

VXUSBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-7.71%

-28.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

—

—

Current Drawdown

Current decline from peak

-0.99%

-0.95%

-0.04%

Average Drawdown

Average peak-to-trough decline

-8.22%

-1.19%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

—

—

Volatility

VXUS vs. BDVL - Volatility Comparison

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Volatility by Period

VXUSBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

9.49%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

9.49%

+6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

9.49%

+7.67%

VXUS vs. BDVL - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than BDVL's 0.40% expense ratio.

Dividends

VXUS vs. BDVL - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.66%, which matches BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%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		2.66%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

VXUS and BDVL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.40% for BDVL.

VXUS and BDVL have nearly identical dividend yields, around 2.66%.

VXUS tracks FTSE Global All Cap ex US Index, while BDVL tracks MSCI ACWI Minimum Volatility Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VXUS and 0.40% for BDVL.

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