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VXUS vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VXUS vs. USD=X - Performance Comparison

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

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Returns By Period


VXUS

1D
-3.73%
1M
-3.02%
YTD
10.17%
6M
12.29%
1Y
26.30%
3Y*
17.71%
5Y*
7.67%
10Y*
9.19%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF
10.17%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VXUS vs. USD=X — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 5050
Overall Rank
VXUS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 4747
Sortino Ratio Rank
VXUS Omega Ratio Rank: 5151
Omega Ratio Rank
VXUS Calmar Ratio Rank: 4848
Calmar Ratio Rank
VXUS Martin Ratio Rank: 5454
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and USD Cash (USD=X). 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.


VXUSUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.34

Martin ratioReturn relative to average drawdown

9.11

VXUS vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VXUSUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Drawdowns

VXUS vs. USD=X - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VXUS and USD=X.


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Drawdown Indicators


VXUSUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

0.00%

-35.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

0.00%

-11.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

0.00%

-13.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

0.00%

-29.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

0.00%

-35.97%

Current Drawdown

Current decline from peak

-4.52%

0.00%

-4.52%

Average Drawdown

Average peak-to-trough decline

-8.21%

0.00%

-8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

0.00%

+2.89%

Volatility

VXUS vs. USD=X - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.16% compared to USD Cash (USD=X) at 0.00%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXUSUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

0.00%

+6.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

0.00%

+13.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

0.00%

+15.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

0.00%

+16.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

0.00%

+17.19%

Frequently Asked Questions


VXUS has higher volatility (6.16%) compared to USD=X (0.00%). In terms of maximum drawdown, VXUS dropped -35.97% vs USD=X's 0.00%.

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