PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VXUS vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VXUS vs. BDVL

Last updated Aug 5, 2026
Documentation

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 means they have usually moved in the same direction. 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.

Loading charts...

Returns By Period

In the year-to-date period, VXUS achieves a 15.23% return, which is significantly higher than BDVL's 8.59% return.

VXUS

1D
1.68%
1M
1.90%
6M
8.24%
YTD
15.23%
1Y
28.78%
3Y*
18.80%
5Y*
8.98%
10Y*
9.59%
ALL TIME*
6.70%

BDVL

1D
1.28%
1M
2.45%
6M
6.72%
YTD
8.59%
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BDVL

iShares Disciplined Volatility Equity Active ETF
$6.14M$6.05M$7.27M

VXUS

Vanguard Total International Stock ETF
$377.93M$404.12M$507.23M

VXUS vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
VXUS
Vanguard Total International Stock ETF		15.23%5.63%
BDVL
iShares Disciplined Volatility Equity Active ETF		8.59%2.20%

Correlation

The correlation between VXUS and BDVL is 0.83, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 15, 2025

0.83

VXUS vs. BDVL - Sectors Allocation Comparison

Sectors
VXUS
BDVL

Technology

23.7%
26.2%

Financial Services

23.2%
13.5%

Industrials

14.5%
15.9%

Consumer Cyclical

6.8%
9.2%

Healthcare

6.8%
10.5%

Basic Materials

6.6%
3.0%

Consumer Defensive

4.8%
5.3%

Energy

4.2%
2.2%

Communication Services

3.8%
8.8%

Utilities

2.9%
4.5%

Real Estate

1.7%
1.1%

Technology

VXUS
23.7%
BDVL
26.2%

Financial Services

VXUS
23.2%
BDVL
13.5%

Industrials

VXUS
14.5%
BDVL
15.9%

Consumer Cyclical

VXUS
6.8%
BDVL
9.2%

Healthcare

VXUS
6.8%
BDVL
10.5%

Basic Materials

VXUS
6.6%
BDVL
3.0%

Consumer Defensive

VXUS
4.8%
BDVL
5.3%

Energy

VXUS
4.2%
BDVL
2.2%

Communication Services

VXUS
3.8%
BDVL
8.8%

Utilities

VXUS
2.9%
BDVL
4.5%

Real Estate

VXUS
1.7%
BDVL
1.1%

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. UFOBDVL vs. VTBDVL vs. CAPEBDVL vs. DFAWBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

VXUS vs. BDVL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VXUS
VXUS Risk / Return Rank: 6666
Overall Rank
VXUS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6363
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6666
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6666
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6969
Martin Ratio Rank
BDVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

VXUSBDVLDifference
Sharpe ratioReturn per unit of total volatility
1.71

—

—

Sortino ratioReturn per unit of downside risk
2.36

—

—

Omega ratioGain probability vs. loss probability

1.31

—

—

Calmar ratioReturn relative to maximum drawdown

2.56

—

—

Martin ratioReturn relative to average drawdown

9.40

—

—

VXUS vs. BDVL - Sharpe Ratio Comparison

Loading charts...

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.

Loading charts...

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

-0.70%

0.00%

-0.70%

Average Drawdown

Average peak-to-trough decline

-8.16%

-1.12%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

—

—

Volatility

VXUS vs. BDVL - Volatility Comparison

Loading charts...

Volatility by Period

VXUSBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

9.50%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

9.50%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

9.50%

+7.54%

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 2.53%, less than BDVL's 3.43% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		3.43%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		2.53%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.

BDVL has the higher dividend yield at 3.43%, compared with 2.53% for VXUS.

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.

Portfolio Optimizer

Find the right allocation for VXUS and BDVL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer