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EFA vs VXUS: Performance & Backtest Comparison
EFA delivered the higher return - 6.70% CAGR vs 6.41% - over 2011-02-28 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| EFA | VXUS | |
|---|---|---|
| Name | iShares MSCI EAFE ETF | Vanguard Total International Stock ETF |
| CAGR | 6.70% | 6.41% |
| Total return | 173.10% | 161.77% |
| Volatility | 14.90% | 15.01% |
| Max drawdown | -27.58%Sep 2022 | -28.32%Sep 2022 |
| Sharpe | 0.41 | 0.39 |
| Sortino | 0.62 | 0.56 |
| Best year | 31.55% | 32.35% |
| Worst year | -14.69% | -16.10% |
| Final balance | $27,310 | $26,177 |
Correlation of monthly returns: 0.98. Wondering if you need both? Check their fund overlap →
All figures are total returns: every dividend and distribution is reinvested on its ex-date, and prices are split-adjusted. See the methodology.
Frequently asked questions
Which has performed better, EFA or VXUS?
Over 2011-02-28 to 2026-07-31, EFA performed better: 6.70% annualized versus 6.41% for VXUS, with dividends reinvested. Past performance does not guarantee future results.
How similar are EFA and VXUS?
Their monthly returns have a correlation of 0.98 over the common period. EFA is iShares MSCI EAFE ETF; VXUS is Vanguard Total International Stock ETF.
Which is riskier, EFA or VXUS?
Over the common period EFA had 14.90% annualized volatility and a -27.58% max drawdown, versus 15.01% and -28.32% for VXUS.