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

Key characteristics


VXUSVT
YTD Return4.46%7.78%
1Y Return15.88%26.50%
3Y Return (Ann)1.77%6.51%
5Y Return (Ann)6.25%10.97%
10Y Return (Ann)4.55%8.86%
Sharpe Ratio1.332.32
Daily Std Dev12.33%11.47%
Max Drawdown-35.97%-50.27%
Current Drawdown-1.61%0.00%

Correlation

0.94
-1.001.00

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.

Performance

VXUS vs. VT - Performance Comparison

In the year-to-date period, VXUS achieves a 4.46% return, which is significantly lower than VT's 7.78% return. Over the past 10 years, VXUS has underperformed VT with an annualized return of 4.55%, while VT has yielded a comparatively higher 8.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
80.95%
210.01%
VXUS
VT

Compare stocks, funds, or ETFs


Vanguard Total International Stock ETF

Vanguard Total World Stock ETF

VXUS vs. VT - Expense Ratio Comparison

Both VXUS and VT have an expense ratio of 0.07%.

VXUS
Vanguard Total International Stock ETF
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VXUS
Vanguard Total International Stock ETF
1.33
VT
Vanguard Total World Stock ETF
2.32

VXUS vs. VT - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.33, which is lower than the VT Sharpe Ratio of 2.32. The chart below compares the 12-month rolling Sharpe Ratio of VXUS and VT.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.33
2.32
VXUS
VT

Dividends

VXUS vs. VT - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 3.29%, more than VT's 2.06% yield.


TTM20232022202120202019201820172016201520142013
VXUS
Vanguard Total International Stock ETF
3.29%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
VT
Vanguard Total World Stock ETF
2.06%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

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%. The drawdown chart below compares losses from any high point along the way for VXUS and VT


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.61%
0
VXUS
VT

Volatility

VXUS vs. VT - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) and Vanguard Total World Stock ETF (VT) have volatilities of 2.75% and 2.63%, 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%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.75%
2.63%
VXUS
VT