VXUS vs. SGOL
VXUS (Vanguard Total International Stock ETF) and SGOL (abrdn Physical Gold Shares ETF) are both exchange-traded funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index, while SGOL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). Both are passively managed. Over the past 10 years, VXUS returned 9.35%/yr vs 11.62%/yr for SGOL. Their 0.20 correlation means their historical movements had little consistent relationship. VXUS charges 0.05%/yr vs 0.17%/yr for SGOL.
Performance
VXUS vs. SGOL - Performance Comparison
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Returns By Period
In the year-to-date period, VXUS achieves a 11.16% return, which is significantly higher than SGOL's -6.06% return. Over the past 10 years, VXUS has underperformed SGOL with an annualized return of 9.35%, while SGOL has yielded a comparatively higher 11.62% annualized return.
VXUS
- 1D
- -0.26%
- 1M
- -1.97%
- 6M
- 5.45%
- YTD
- 11.16%
- 1Y
- 21.77%
- 3Y*
- 16.57%
- 5Y*
- 8.43%
- 10Y*
- 9.35%
- ALL TIME*
- 6.46%
SGOL
- 1D
- 0.08%
- 1M
- 0.65%
- 6M
- -18.71%
- YTD
- -6.06%
- 1Y
- 21.20%
- 3Y*
- 27.11%
- 5Y*
- 17.42%
- 10Y*
- 11.62%
- ALL TIME*
- 8.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.87M | $79.24M | $102.39M | |
| $386.57M | $447.19M | $513.76M |
VXUS vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 11.16% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
SGOL abrdn Physical Gold Shares ETF | -6.06% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Correlation
The correlation between VXUS and SGOL is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | 0.20 |
Over the past year, VXUS and SGOL have become more correlated (0.49) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
VXUS vs. SGOL — Risk / Return Rank
VXUS
SGOL
VXUS vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and abrdn Physical Gold Shares ETF (SGOL). 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 | SGOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 0.77 | +1.16 |
| Martin ratioReturn relative to average drawdown | 7.12 | 1.73 | +5.39 |
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Drawdowns
VXUS vs. SGOL - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for VXUS and SGOL.
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Drawdown Indicators
| VXUS | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -45.51% | +9.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -26.32% | +15.05% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -26.32% | +12.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -26.32% | -3.12% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -26.32% | -9.65% |
Current DrawdownCurrent decline from peak | -4.20% | -24.94% | +20.74% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -18.45% | +10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 11.64% | -8.60% |
Volatility
VXUS vs. SGOL - Volatility Comparison
The current volatility for Vanguard Total International Stock ETF (VXUS) is 4.58%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 6.07%. This indicates that VXUS experiences smaller price fluctuations and is considered to be less risky than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXUS | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 6.07% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 23.69% | -8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 27.79% | -11.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 18.34% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.08% | +0.92% |
VXUS vs. SGOL - Expense Ratio Comparison
VXUS has a 0.05% expense ratio, which is lower than SGOL's 0.17% 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%.
Dividends
VXUS vs. SGOL - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 2.62%, while SGOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 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 | 2.62% | 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 SGOL have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOL has higher volatility (6.07%) compared to VXUS (4.58%). In terms of maximum drawdown, VXUS dropped -35.97% vs SGOL's -45.51%.
On 10-year performance, SGOL leads with 11.62% vs 9.35% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 4.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SGOL has performed better with a 11.62% return vs 9.35%. 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 0.17% for SGOL.
VXUS has the higher dividend yield at 2.62%, compared with 0.00% for SGOL.
VXUS is categorized as Global Equities, while SGOL is Gold. VXUS tracks FTSE Global All Cap ex US Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Vanguard and abrdn. Their fees differ too: 0.05% for VXUS and 0.17% for SGOL.
VXUS currently has the higher Sharpe Ratio (1.30 vs 0.73), 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.
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