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VXUS vs. IXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VXUSIXUS
YTD Return6.89%7.13%
1Y Return10.33%10.43%
3Y Return (Ann)1.72%1.61%
5Y Return (Ann)6.16%6.05%
10Y Return (Ann)4.17%4.15%
Sharpe Ratio0.820.82
Daily Std Dev11.85%11.96%
Max Drawdown-35.97%-36.23%
Current Drawdown-2.64%-2.66%

Correlation

-0.50.00.51.01.0

The correlation between VXUS and IXUS is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VXUS vs. IXUS - Performance Comparison

The year-to-date returns for both investments are quite close, with VXUS having a 6.89% return and IXUS slightly higher at 7.13%. Both investments have delivered pretty close results over the past 10 years, with VXUS having a 4.17% annualized return and IXUS not far behind at 4.15%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


75.00%80.00%85.00%90.00%95.00%FebruaryMarchAprilMayJuneJuly
92.41%
90.74%
VXUS
IXUS

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 Core MSCI Total International Stock ETF

VXUS vs. IXUS - Expense Ratio Comparison

VXUS has a 0.07% expense ratio, which is lower than IXUS's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IXUS
iShares Core MSCI Total International Stock ETF
Expense ratio chart for IXUS: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VXUS vs. IXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and iShares Core MSCI Total International Stock ETF (IXUS). 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.


VXUS
Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 0.82, compared to the broader market0.002.004.006.000.82
Sortino ratio
The chart of Sortino ratio for VXUS, currently valued at 1.23, compared to the broader market0.005.0010.0015.001.23
Omega ratio
The chart of Omega ratio for VXUS, currently valued at 1.15, compared to the broader market1.002.003.001.15
Calmar ratio
The chart of Calmar ratio for VXUS, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.53
Martin ratio
The chart of Martin ratio for VXUS, currently valued at 2.32, compared to the broader market0.0050.00100.00150.002.32
IXUS
Sharpe ratio
The chart of Sharpe ratio for IXUS, currently valued at 0.82, compared to the broader market0.002.004.006.000.82
Sortino ratio
The chart of Sortino ratio for IXUS, currently valued at 1.23, compared to the broader market0.005.0010.0015.001.23
Omega ratio
The chart of Omega ratio for IXUS, currently valued at 1.15, compared to the broader market1.002.003.001.15
Calmar ratio
The chart of Calmar ratio for IXUS, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.52
Martin ratio
The chart of Martin ratio for IXUS, currently valued at 2.29, compared to the broader market0.0050.00100.00150.002.29

VXUS vs. IXUS - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 0.82, which roughly equals the IXUS Sharpe Ratio of 0.82. The chart below compares the 12-month rolling Sharpe Ratio of VXUS and IXUS.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.40FebruaryMarchAprilMayJuneJuly
0.82
0.82
VXUS
IXUS

Dividends

VXUS vs. IXUS - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 3.02%, which matches IXUS's 3.02% yield.


TTM20232022202120202019201820172016201520142013
VXUS
Vanguard Total International Stock ETF
3.02%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
IXUS
iShares Core MSCI Total International Stock ETF
3.02%3.13%2.48%3.11%1.85%3.09%3.00%2.40%2.57%2.80%2.95%2.07%

Drawdowns

VXUS vs. IXUS - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum IXUS drawdown of -36.23%. Use the drawdown chart below to compare losses from any high point for VXUS and IXUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.64%
-2.66%
VXUS
IXUS

Volatility

VXUS vs. IXUS - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) and iShares Core MSCI Total International Stock ETF (IXUS) have volatilities of 2.98% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.98%
2.99%
VXUS
IXUS