EFA vs VXUS Overlap AnalysisOverlap
Comparing iShares MSCI EAFE ETF and Vanguard Total International Stock ETF
Visual Overlap
Price Performance
Historical price comparison over 3M
๐Performance Comparison
โ ๏ธRisk Metrics
Interpretation:
- ๐ Lower volatility = smoother ride
- โก Higher Sharpe/Sortino = better risk-adjusted returns
- โ ๏ธ Smaller max drawdown = less worst-case pain
- ๐ Beta > 1 = more volatile than S&P 500
โ๏ธHead-to-Head Comparison
๐ VXUS wins this comparison
Key Factors
โถAdditional Metrics (5)
Bottom line: VXUS wins with better expense ratio and number of holdings. Consider VXUS for your portfolio, but EFA is still a solid choice if you prefer its specific advantages.
Detailed Overlap Analysis
3 shared holdings representing 6.2% portfolio overlap
Top Shared Holdings
| # | Stock | EFA Weight | VXUS Weight | Overlap |
|---|---|---|---|---|
| 1 | RACE RACE | 0.24% | 0.16% | 0.16% |
| 2 | ALC ALC | 0.20% | 0.13% | 0.13% |
| 3 | TEF TEF | 0.08% | 0.05% | 0.05% |
Overlap by Sector
Showing top 5 sectors by overlap contribution
Top Holdings Only in EFA
Unique to EFA
| Symbol | Name | Weight |
|---|---|---|
| SE | SE | 0.24% |
| NBIS | NBIS | 0.22% |
| WDS | WDS | 0.16% |
| TEVA | TEVA | 0.16% |
| CYBR | CYBR | 0.12% |
Top Holdings Only in VXUS
Unique to VXUS
| Symbol | Name | Weight |
|---|---|---|
| RY | RY | 0.54% |
| SHOP | SHOP | 0.41% |
| ENB | ENB | 0.30% |
| TD | TD | 0.30% |
| BN | BN | 0.27% |
Price Correlation
How We Calculate Overlap
We use the minimum weight method with normalization to calculate portfolio overlap:
Overlap = ฮฃ min(weightA, weightB) for each shared holdingNormalization: Holdings weights are normalized to sum to 100% before comparison. This ensures accurate overlap calculations even when analyzing partial holdings data (e.g., top 50 positions).
Conservative approach: We consider only the smaller allocation for each shared position, giving you a realistic view of true portfolio overlap.
๐ This analysis is based on publicly available holdings data. For the most current and complete holdings information, please visit the official ETF provider websites.