VXUS vs. DIVD

Last updated Aug 5, 2026

VXUS (Vanguard Total International Stock ETF) and DIVD (Altrius Global Dividend ETF) are both Global Equities funds. VXUS is passively managed, while DIVD is actively managed. Over the past 3 years, VXUS returned 18.80%/yr vs 17.14%/yr for DIVD. Their 0.75 correlation means they have sometimes moved together and sometimes differently. VXUS charges 0.05%/yr vs 0.49%/yr for DIVD.

Performance

VXUS vs. DIVD - Performance Comparison

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

Returns By Period

In the year-to-date period, VXUS achieves a 15.23% return, which is significantly lower than DIVD's 18.32% 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%

DIVD

• 1D: 0.32%
• 1M: 3.35%
• 6M: 9.83%
• YTD: 18.32%
• 1Y: 30.68%
• 3Y*: 17.14%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.48%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DIVD Altrius Global Dividend ETF	$88.39K	$103.69K	$110.93K
VXUS Vanguard Total International Stock ETF	$377.93M	$404.12M	$507.23M

VXUS vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VXUS Vanguard Total International Stock ETF	15.23%	32.35%	5.08%	15.86%	14.03%
DIVD Altrius Global Dividend ETF	18.32%	26.18%	2.52%	14.27%	17.01%

Correlation

The correlation between VXUS and DIVD is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.55
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (All Time) Calculated using the full available price history since Sep 30, 2022	0.75

Over the past year, the correlation between VXUS and DIVD has dropped to 0.55 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

VXUS vs. DIVD - Sectors Allocation Comparison

Sectors	VXUS	DIVD
Technology	23.7%	5.8%
Financial Services	23.2%	20.8%
Industrials	14.5%	12.5%
Consumer Cyclical	6.8%	4.4%
Healthcare	6.8%	20.9%
Basic Materials	6.6%	4.7%
Consumer Defensive	4.8%	18.4%
Energy	4.2%	7.9%
Communication Services	3.8%	3.3%
Utilities	2.9%	-
Real Estate	1.7%	1.4%

Return for Risk

VXUS vs. DIVD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VXUS

VXUS Risk / Return Rank: 66
VXUS Sharpe Ratio Rank: 66
VXUS Sortino Ratio Rank: 63
VXUS Omega Ratio Rank: 66
VXUS Calmar Ratio Rank: 66
VXUS Martin Ratio Rank: 69

DIVD

DIVD Risk / Return Rank: 93
DIVD Sharpe Ratio Rank: 94
DIVD Sortino Ratio Rank: 94
DIVD Omega Ratio Rank: 93
DIVD Calmar Ratio Rank: 92
DIVD Martin Ratio Rank: 93

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. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Altrius Global Dividend ETF (DIVD). 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.

	VXUS	DIVD	Difference
Sharpe ratio: Return per unit of total volatility	1.71	2.80	-1.09
Sortino ratio: Return per unit of downside risk	2.36	4.06	-1.71
Omega ratio: Gain probability vs. loss probability	1.31	1.51	-0.20
Calmar ratio: Return relative to maximum drawdown	2.56	4.60	-2.04
Martin ratio: Return relative to average drawdown	9.40	18.03	-8.63

VXUS vs. DIVD - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.71, which is lower than the DIVD Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of VXUS and DIVD, 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

VXUS vs. DIVD - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, which is greater than DIVD's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for VXUS and DIVD.

Drawdown Indicators

	VXUS	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-35.97%	-13.88%	-22.09%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-6.70%	-4.57%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-13.88%	+0.30%
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%	-2.16%	-6.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	1.71%	+1.36%

Volatility

VXUS vs. DIVD - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 5.34% compared to Altrius Global Dividend ETF (DIVD) at 2.63%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than DIVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VXUS	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	2.63%	+2.71%
Volatility (6M) Calculated over the trailing 6-month period	15.06%	8.21%	+6.85%
Volatility (1Y) Calculated over the trailing 1-year period	16.91%	11.03%	+5.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.37%	13.16%	+3.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.04%	13.16%	+3.88%

VXUS vs. DIVD - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than DIVD's 0.49% expense ratio.

Dividends

VXUS vs. DIVD - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.53%, less than DIVD's 2.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIVD Altrius Global Dividend ETF	2.71%	2.86%	3.39%	2.96%	0.60%	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

Can I hold both VXUS and DIVD in my portfolio?

VXUS and DIVD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VXUS or DIVD?

VXUS has higher volatility (5.34%) compared to DIVD (2.63%). In terms of maximum drawdown, VXUS dropped -35.97% vs DIVD's -13.88%.

Which ETF is better, VXUS or DIVD?

On 3-year performance, VXUS leads with 18.80% vs 17.14% for DIVD. On fees, VXUS is cheaper at 0.05% per year. On volatility, DIVD has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VXUS or DIVD?

Over the 3-year period, VXUS has performed better with a 18.80% return vs 17.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VXUS or DIVD?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.49% for DIVD.

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

DIVD has the higher dividend yield at 2.71%, compared with 2.53% for VXUS.

What is the main difference between VXUS and DIVD?

They also come from different issuers: Vanguard and Altrius. Their fees differ too: 0.05% for VXUS and 0.49% for DIVD.

Which has better risk-adjusted returns?

DIVD currently has the higher Sharpe Ratio (2.80 vs 1.71), 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.