WM vs. VXUS
WM (Waste Management, Inc.) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, WM returned 15.36%/yr vs 10.22%/yr for VXUS. At a 0.38 correlation, their price movements are largely independent.
Performance
WM vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, WM achieves a 0.71% return, which is significantly lower than VXUS's 13.69% return. Over the past 10 years, WM has outperformed VXUS with an annualized return of 15.36%, while VXUS has yielded a comparatively lower 10.22% annualized return.
WM
- 1D
- 0.30%
- 1M
- 1.83%
- YTD
- 0.71%
- 6M
- 2.63%
- 1Y
- -5.98%
- 3Y*
- 12.33%
- 5Y*
- 11.14%
- 10Y*
- 15.36%
VXUS
- 1D
- 0.40%
- 1M
- 0.71%
- YTD
- 13.69%
- 6M
- 15.52%
- 1Y
- 28.39%
- 3Y*
- 18.37%
- 5Y*
- 8.32%
- 10Y*
- 10.22%
WM vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WM Waste Management, Inc. | 0.71% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
VXUS Vanguard Total International Stock ETF | 13.69% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between WM and VXUS is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | 0.38 |
The correlation between WM and VXUS shifts across timeframes, from -0.14 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WM vs. VXUS — Risk / Return Rank
WM
VXUS
WM vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WM | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.33 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.53 | -2.89 |
| Martin ratioReturn relative to average drawdown | -0.79 | 9.72 | -10.52 |
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Drawdowns
WM vs. VXUS - Drawdown Comparison
The maximum WM drawdown since its inception was -77.85%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for WM and VXUS.
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Drawdown Indicators
| WM | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.85% | -35.97% | -41.88% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -11.27% | -5.43% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -13.58% | -4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -29.44% | +11.30% |
Max Drawdown (10Y)Largest decline over 10 years | -30.07% | -35.97% | +5.90% |
Current DrawdownCurrent decline from peak | -10.24% | -1.47% | -8.77% |
Average DrawdownAverage peak-to-trough decline | -17.69% | -8.21% | -9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 2.93% | +4.65% |
Volatility
WM vs. VXUS - Volatility Comparison
The current volatility for Waste Management, Inc. (WM) is 6.13%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.71%. This indicates that WM 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.
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Volatility by Period
| WM | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 6.71% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 14.02% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 16.09% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 16.21% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 17.20% | +2.34% |
Dividends
WM vs. VXUS - Dividend Comparison
WM's dividend yield for the trailing twelve months is around 1.61%, less than VXUS's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
WM Waste Management, Inc. | 1.61% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
Frequently Asked Questions
WM and VXUS have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.71%) compared to WM (6.13%). In terms of maximum drawdown, WM dropped -77.85% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.77 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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