VXUS vs. VEU
Compare and contrast key facts about Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE All-World ex-US ETF (VEU).
VXUS and VEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. Both VXUS and VEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VXUS or VEU.
Key characteristics
| VXUS | VEU | |
|---|---|---|
| YTD Return | 5.91% | 6.15% |
| 1Y Return | 13.39% | 13.39% |
| 3Y Return (Ann) | 0.36% | 0.62% |
| 5Y Return (Ann) | 5.25% | 5.31% |
| 10Y Return (Ann) | 4.79% | 4.84% |
| Sharpe Ratio | 1.01 | 1.02 |
| Sortino Ratio | 1.47 | 1.48 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 1.07 | 1.11 |
| Martin Ratio | 5.43 | 5.38 |
| Ulcer Index | 2.38% | 2.40% |
| Daily Std Dev | 12.73% | 12.64% |
| Max Drawdown | -35.97% | -61.52% |
| Current Drawdown | -7.59% | -7.87% |
Correlation
The correlation between VXUS and VEU 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. VEU - Performance Comparison
The year-to-date returns for both investments are quite close, with VXUS having a 5.91% return and VEU slightly higher at 6.15%. Both investments have delivered pretty close results over the past 10 years, with VXUS having a 4.79% annualized return and VEU not far ahead at 4.84%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VXUS vs. VEU - Expense Ratio Comparison
Both VXUS and VEU have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VXUS vs. VEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
Dividends
VXUS vs. VEU - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 3.02%, which matches VEU's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VEU Vanguard FTSE All-World ex-US ETF | 3.01% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
VXUS vs. VEU - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VXUS and VEU. For additional features, visit the drawdowns tool.
Volatility
VXUS vs. VEU - Volatility Comparison
Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.90% and 3.86%, 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.