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VXUS vs. POW.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VXUS vs. POW.TO

Last updated Jun 14, 2026

VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index, while POW.TO (Power Corporation of Canada) is a stock. Over the past 10 years, VXUS returned 10.22%/yr vs 16.87%/yr for POW.TO. At a 0.40 correlation, their price movements are largely independent.

Performance

VXUS vs. POW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and Power Corporation of Canada (POW.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VXUS is traded in USD, while POW.TO is traded in CAD. To make them comparable, the POW.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VXUS achieves a 13.69% return, which is significantly lower than POW.TO's 17.56% return. Over the past 10 years, VXUS has underperformed POW.TO with an annualized return of 10.22%, while POW.TO has yielded a comparatively higher 16.87% annualized return.

VXUS

1D
0.40%
1M
0.78%
YTD
13.69%
6M
15.52%
1Y
30.12%
3Y*
18.37%
5Y*
8.32%
10Y*
10.22%

POW.TO

1D
1.10%
1M
5.25%
YTD
17.56%
6M
18.98%
1Y
67.85%
3Y*
40.28%
5Y*
19.49%
10Y*
16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. POW.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF		13.69%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
POW.TO
Power Corporation of Canada		17.56%77.85%15.29%29.26%-24.02%50.00%-2.60%50.15%-26.30%20.97%

Correlation

The correlation between VXUS and POW.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.25

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

0.33

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

0.35

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

0.40

Over the past year, the correlation between VXUS and POW.TO has dropped to 0.18 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Vanguard Total International Stock ETF

Power Corporation of Canada

Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF
Often compared with POW.TO:
POW.TO vs. GWO.TOPOW.TO vs. CPX.TOPOW.TO vs. MFC.TOPOW.TO vs. RY.TOPOW.TO vs. MFCPOW.TO vs. BAM.TOPOW.TO vs. IGM.TO

Return for Risk

VXUS vs. POW.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VXUS
VXUS Risk / Return Rank: 6161
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6363
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
Martin Ratio Rank
POW.TO
POW.TO Risk / Return Rank: 9696
Overall Rank
POW.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
POW.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
POW.TO Omega Ratio Rank: 9797
Omega Ratio Rank
POW.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
POW.TO Martin Ratio Rank: 9494
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. POW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Power Corporation of Canada (POW.TO). 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.

VXUSPOW.TODifference
Sharpe ratioReturn per unit of total volatility
1.77
3.69

-1.92

Sortino ratioReturn per unit of downside risk
2.44
4.34

-1.89

Omega ratioGain probability vs. loss probability

1.33

1.58

-0.26

Calmar ratioReturn relative to maximum drawdown

2.53

5.16

-2.63

Martin ratioReturn relative to average drawdown

9.72

15.50

-5.78

VXUS vs. POW.TO - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.77, which is lower than the POW.TO Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of VXUS and POW.TO, 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. POW.TO - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum POW.TO drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for VXUS and POW.TO.

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Drawdown Indicators

VXUSPOW.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-71.79%

+35.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-13.53%

+2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-17.53%

+3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-33.01%

+3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-53.37%

+17.40%

Current Drawdown

Current decline from peak

-1.47%

0.00%

-1.47%

Average Drawdown

Average peak-to-trough decline

-8.21%

-18.01%

+9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

4.49%

-1.56%

Volatility

VXUS vs. POW.TO - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.71% compared to Power Corporation of Canada (POW.TO) at 6.01%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than POW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VXUSPOW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

6.01%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

15.59%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

18.92%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

18.64%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

24.22%

-7.02%

Dividends

VXUS vs. POW.TO - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.67%, less than POW.TO's 2.89% yield.

PositionTTM20252024202320222021202020192018201720162015
POW.TO
Power Corporation of Canada		2.89%3.36%5.02%5.54%6.22%4.40%7.51%4.77%6.13%4.36%4.38%4.23%
VXUS
Vanguard Total International Stock ETF		2.67%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 POW.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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