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VXUS vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXUS vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and iShares Global Infrastructure ETF (IGF). 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 13.24% return, which is significantly higher than IGF's 8.95% return. Over the past 10 years, VXUS has outperformed IGF with an annualized return of 10.05%, while IGF has yielded a comparatively lower 8.53% annualized return.


VXUS

1D
3.33%
1M
1.32%
YTD
13.24%
6M
14.27%
1Y
28.59%
3Y*
18.58%
5Y*
8.24%
10Y*
10.05%

IGF

1D
1.21%
1M
-0.77%
YTD
8.95%
6M
9.24%
1Y
16.47%
3Y*
16.15%
5Y*
10.07%
10Y*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. IGF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF
13.24%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
IGF
iShares Global Infrastructure ETF
8.95%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%

Correlation

The correlation between VXUS and IGF is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.79

The correlation between VXUS and IGF shifts across timeframes, from 0.61 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

VXUS vs. IGF - Sectors Allocation Comparison


Sectors
VXUS
IGF

Financial Services

22.3%

-

Technology

18.1%

-

Industrials

16.1%
38.8%

Consumer Cyclical

8.4%

-

Basic Materials

7.6%

-

Healthcare

7.1%

-

Energy

5.2%
20.1%

Consumer Defensive

5.0%

-

Communication Services

4.4%

-

Utilities

3.2%
41.1%

Real Estate

2.6%
0.1%

Financial Services

VXUS
22.3%
IGF

-

Technology

VXUS
18.1%
IGF

-

Industrials

VXUS
16.1%
IGF
38.8%

Consumer Cyclical

VXUS
8.4%
IGF

-

Basic Materials

VXUS
7.6%
IGF

-

Healthcare

VXUS
7.1%
IGF

-

Energy

VXUS
5.2%
IGF
20.1%

Consumer Defensive

VXUS
5.0%
IGF

-

Communication Services

VXUS
4.4%
IGF

-

Utilities

VXUS
3.2%
IGF
41.1%

Real Estate

VXUS
2.6%
IGF
0.1%

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Return for Risk

VXUS vs. IGF — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 6565
Overall Rank
VXUS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6565
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6767
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6666
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 5858
Overall Rank
IGF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGF Omega Ratio Rank: 5454
Omega Ratio Rank
IGF Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGF Martin Ratio Rank: 5656
Martin Ratio Rank
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. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and iShares Global Infrastructure ETF (IGF). 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.


VXUSIGFDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

2.55

2.82

-0.27

Martin ratioReturn relative to average drawdown

9.77

8.14

+1.63

VXUS vs. IGF - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.79, which is comparable to the IGF Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of VXUS and IGF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VXUS vs. IGF - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for VXUS and IGF.


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Drawdown Indicators


VXUSIGFDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-58.33%

+22.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-5.87%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-14.28%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-20.83%

-8.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-42.11%

+6.14%

Current Drawdown

Current decline from peak

-1.86%

-3.63%

+1.77%

Average Drawdown

Average peak-to-trough decline

-8.21%

-11.86%

+3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.03%

+0.90%

Volatility

VXUS vs. IGF - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.78% compared to iShares Global Infrastructure ETF (IGF) at 3.81%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXUSIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

3.81%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

8.71%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

10.57%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

14.00%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

16.83%

+0.37%

VXUS vs. IGF - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than IGF's 0.39% expense ratio.


Dividends

VXUS vs. IGF - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.68%, less than IGF's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
2.96%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
VXUS
Vanguard Total International Stock ETF
2.68%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 IGF have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXUS has higher volatility (6.78%) compared to IGF (3.81%). In terms of maximum drawdown, VXUS dropped -35.97% vs IGF's -58.33%.

On 10-year performance, VXUS leads with 10.05% vs 8.53% for IGF. On fees, VXUS is cheaper at 0.05% per year. On volatility, IGF has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VXUS has performed better with a 10.05% return vs 8.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.39% for IGF.

IGF has the higher dividend yield at 2.96%, compared with 2.68% for VXUS.

VXUS is categorized as Global Equities, while IGF is Industrials Equities. VXUS tracks FTSE Global All Cap ex US Index, while IGF tracks S&P Global Infrastructure Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VXUS and 0.39% for IGF.

VXUS currently has the higher Sharpe Ratio (1.78 vs 1.57), 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.

Portfolio Optimizer

Find the right allocation for VXUS and IGF

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