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

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.


-0.50.00.51.01.0

Performance

VXUS vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-1.64%
-1.59%
VXUS
VEU

Key characteristics

Sharpe Ratio

VXUS:

0.82

VEU:

0.86

Sortino Ratio

VXUS:

1.20

VEU:

1.25

Omega Ratio

VXUS:

1.15

VEU:

1.16

Calmar Ratio

VXUS:

1.06

VEU:

1.10

Martin Ratio

VXUS:

2.81

VEU:

2.87

Ulcer Index

VXUS:

3.67%

VEU:

3.75%

Daily Std Dev

VXUS:

12.57%

VEU:

12.52%

Max Drawdown

VXUS:

-35.97%

VEU:

-61.52%

Current Drawdown

VXUS:

-7.42%

VEU:

-7.53%

Returns By Period

In the year-to-date period, VXUS achieves a 0.97% return, which is significantly higher than VEU's 0.92% return. Both investments have delivered pretty close results over the past 10 years, with VXUS having a 5.17% annualized return and VEU not far ahead at 5.26%.


VXUS

YTD

0.97%

1M

1.18%

6M

-0.74%

1Y

9.50%

5Y*

4.13%

10Y*

5.17%

VEU

YTD

0.92%

1M

1.24%

6M

-0.63%

1Y

9.86%

5Y*

4.24%

10Y*

5.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VXUS
Vanguard Total International Stock ETF
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%
Expense ratio chart for VEU: 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. VEU — Risk-Adjusted Performance Rank

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

VXUS
The Risk-Adjusted Performance Rank of VXUS is 3333
Overall Rank
The Sharpe Ratio Rank of VXUS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 3131
Martin Ratio Rank

VEU
The Risk-Adjusted Performance Rank of VEU is 3434
Overall Rank
The Sharpe Ratio Rank of VEU is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 3131
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 0.82, compared to the broader market0.002.004.000.820.86
The chart of Sortino ratio for VXUS, currently valued at 1.20, compared to the broader market0.005.0010.001.201.25
The chart of Omega ratio for VXUS, currently valued at 1.15, compared to the broader market1.002.003.001.151.16
The chart of Calmar ratio for VXUS, currently valued at 1.06, compared to the broader market0.005.0010.0015.0020.001.061.10
The chart of Martin ratio for VXUS, currently valued at 2.81, compared to the broader market0.0020.0040.0060.0080.00100.002.812.87
VXUS
VEU

The current VXUS Sharpe Ratio is 0.82, which is comparable to the VEU Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of VXUS and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.82
0.86
VXUS
VEU

Dividends

VXUS vs. VEU - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 3.34%, more than VEU's 3.21% yield.


TTM20242023202220212020201920182017201620152014
VXUS
Vanguard Total International Stock ETF
3.34%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%
VEU
Vanguard FTSE All-World ex-US ETF
3.21%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.42%
-7.53%
VXUS
VEU

Volatility

VXUS vs. VEU - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.68% and 3.69%, 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%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.68%
3.69%
VXUS
VEU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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