WLD.MI vs. VXUS

Last updated Jun 5, 2026

WLD.MI (Lyxor UCITS MSCI World D-EUR) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - WLD.MI tracks the MSCI World Index while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, WLD.MI returned 12.81%/yr vs 9.44%/yr for VXUS. A 0.62 correlation means they provide meaningful diversification when combined. WLD.MI charges 0.30%/yr vs 0.05%/yr for VXUS.

Performance

WLD.MI vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor UCITS MSCI World D-EUR (WLD.MI) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

WLD.MI is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WLD.MI achieves a 10.86% return, which is significantly lower than VXUS's 15.62% return. Over the past 10 years, WLD.MI has outperformed VXUS with an annualized return of 12.81%, while VXUS has yielded a comparatively lower 9.44% annualized return.

WLD.MI

• 1D: 0.03%
• 1M: 4.89%
• YTD: 10.86%
• 6M: 11.46%
• 1Y: 23.77%
• 3Y*: 17.58%
• 5Y*: 12.91%
• 10Y*: 12.81%

VXUS

• 1D: 0.00%
• 1M: 3.97%
• YTD: 15.62%
• 6M: 17.05%
• 1Y: 29.02%
• 3Y*: 16.33%
• 5Y*: 9.48%
• 10Y*: 9.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WLD.MI vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WLD.MI Lyxor UCITS MSCI World D-EUR	10.86%	7.52%	26.98%	20.16%	-14.04%	32.95%	6.11%	30.80%	-5.02%	7.78%
VXUS Vanguard Total International Stock ETF	15.75%	16.64%	12.01%	12.39%	-10.88%	17.14%	1.54%	24.50%	-10.41%	11.79%

Correlation

The correlation between WLD.MI and VXUS is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jan 31, 2011	0.62

The correlation between WLD.MI and VXUS has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.

Return for Risk

WLD.MI vs. VXUS — Risk / Return Rank

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

WLD.MI

WLD.MI Risk / Return Rank: 71
WLD.MI Sharpe Ratio Rank: 67
WLD.MI Sortino Ratio Rank: 67
WLD.MI Omega Ratio Rank: 70
WLD.MI Calmar Ratio Rank: 73
WLD.MI Martin Ratio Rank: 77

VXUS

VXUS Risk / Return Rank: 62
VXUS Sharpe Ratio Rank: 63
VXUS Sortino Ratio Rank: 62
VXUS Omega Ratio Rank: 64
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 62

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.

WLD.MI vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI World D-EUR (WLD.MI) and Vanguard Total International Stock ETF (VXUS). 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.

	WLD.MI	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	2.17	2.17	0.00
Sortino ratio: Return per unit of downside risk	3.03	2.96	+0.07
Omega ratio: Gain probability vs. loss probability	1.41	1.42	-0.01
Calmar ratio: Return relative to maximum drawdown	3.62	3.12	+0.50
Martin ratio: Return relative to average drawdown	14.45	13.12	+1.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WLD.MI vs. VXUS - Sharpe Ratio Comparison

The current WLD.MI Sharpe Ratio is 2.17, which is comparable to the VXUS Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of WLD.MI and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WLD.MI	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	2.17	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	0.69	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	0.59	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.48	+0.05

Drawdowns

WLD.MI vs. VXUS - Drawdown Comparison

The maximum WLD.MI drawdown since its inception was -53.28%, which is greater than VXUS's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for WLD.MI and VXUS.

Drawdown Indicators

	WLD.MI	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-53.28%	-33.67%	-19.61%
Max Drawdown (1Y) Largest decline over 1 year	-6.56%	-9.33%	+2.77%
Max Drawdown (3Y) Largest decline over 3 years	-21.55%	-16.06%	-5.49%
Max Drawdown (5Y) Largest decline over 5 years	-21.55%	-16.80%	-4.75%
Max Drawdown (10Y) Largest decline over 10 years	-33.71%	-33.67%	-0.04%
Current Drawdown Current decline from peak	-0.34%	-0.77%	+0.43%
Average Drawdown Average peak-to-trough decline	-9.18%	-5.65%	-3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	2.22%	-0.57%

Volatility

WLD.MI vs. VXUS - Volatility Comparison

The current volatility for Lyxor UCITS MSCI World D-EUR (WLD.MI) is 2.64%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.58%. This indicates that WLD.MI experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WLD.MI	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.64%	4.58%	-1.94%
Volatility (6M) Calculated over the trailing 6-month period	7.62%	11.29%	-3.67%
Volatility (1Y) Calculated over the trailing 1-year period	10.95%	13.41%	-2.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.19%	13.70%	+0.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.08%	16.00%	-0.92%

WLD.MI vs. VXUS - Expense Ratio Comparison

WLD.MI has a 0.30% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

WLD.MI vs. VXUS - Dividend Comparison

WLD.MI's dividend yield for the trailing twelve months is around 1.14%, less than VXUS's 2.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VXUS Vanguard Total International Stock ETF	2.65%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%
WLD.MI Lyxor UCITS MSCI World D-EUR	1.14%	1.26%	1.62%	1.36%	1.96%	1.31%	1.58%	1.49%	2.37%	2.06%	2.34%	2.55%

Frequently Asked Questions

Can I hold both WLD.MI and VXUS in my portfolio?

WLD.MI and VXUS have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WLD.MI or VXUS?

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WLD.MI or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.30% for WLD.MI.

What is the main difference between WLD.MI and VXUS?

WLD.MI tracks MSCI World Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for WLD.MI and 0.05% for VXUS.