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

Correlation

The correlation between VXUS and VT is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VXUS vs. VT - Performance Comparison

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

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
89.56%
221.63%
VXUS
VT

Key characteristics

Sharpe Ratio

VXUS:

0.40

VT:

0.34

Sortino Ratio

VXUS:

0.64

VT:

0.53

Omega Ratio

VXUS:

1.08

VT:

1.07

Calmar Ratio

VXUS:

0.56

VT:

0.51

Martin Ratio

VXUS:

1.36

VT:

1.77

Ulcer Index

VXUS:

3.98%

VT:

2.60%

Daily Std Dev

VXUS:

13.47%

VT:

13.51%

Max Drawdown

VXUS:

-35.97%

VT:

-50.27%

Current Drawdown

VXUS:

-4.79%

VT:

-9.04%

Returns By Period

In the year-to-date period, VXUS achieves a 4.15% return, which is significantly higher than VT's -4.01% return. Over the past 10 years, VXUS has underperformed VT with an annualized return of 4.77%, while VT has yielded a comparatively higher 8.40% annualized return.


VXUS

YTD

4.15%

1M

-1.47%

6M

-2.65%

1Y

4.97%

5Y*

12.05%

10Y*

4.77%

VT

YTD

-4.01%

1M

-4.77%

6M

-4.09%

1Y

4.32%

5Y*

15.69%

10Y*

8.40%

*Annualized

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VXUS vs. VT - Expense Ratio Comparison

Both VXUS and VT 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%.


Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%
Expense ratio chart for VT: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VT: 0.07%

Risk-Adjusted Performance

VXUS vs. VT — 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 4040
Overall Rank
The Sharpe Ratio Rank of VXUS is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 3838
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 3838
Overall Rank
The Sharpe Ratio Rank of VT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VT is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VT is 4545
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. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Vanguard Total World Stock ETF (VT). 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.


The chart of Sharpe ratio for VXUS, currently valued at 0.40, compared to the broader market0.002.004.00
VXUS: 0.40
VT: 0.34
The chart of Sortino ratio for VXUS, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.0012.00
VXUS: 0.64
VT: 0.53
The chart of Omega ratio for VXUS, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
VXUS: 1.08
VT: 1.07
The chart of Calmar ratio for VXUS, currently valued at 0.56, compared to the broader market0.005.0010.0015.00
VXUS: 0.56
VT: 0.51
The chart of Martin ratio for VXUS, currently valued at 1.36, compared to the broader market0.0020.0040.0060.0080.00100.00
VXUS: 1.36
VT: 1.77

The current VXUS Sharpe Ratio is 0.40, which is comparable to the VT Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of VXUS and VT, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.40
0.34
VXUS
VT

Dividends

VXUS vs. VT - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 3.19%, more than VT's 2.01% yield.


TTM20242023202220212020201920182017201620152014
VXUS
Vanguard Total International Stock ETF
3.19%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%
VT
Vanguard Total World Stock ETF
2.01%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

VXUS vs. VT - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VXUS and VT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.79%
-9.04%
VXUS
VT

Volatility

VXUS vs. VT - Volatility Comparison

The current volatility for Vanguard Total International Stock ETF (VXUS) is 4.56%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.35%. This indicates that VXUS experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
4.56%
6.35%
VXUS
VT