TAIL vs VXUS

Quick Verdict

VXUS has a lower expense ratio. VXUS delivered stronger 1-year returns. VXUS offers more diversification with 7861 holdings.

Lower Fees: VXUSHigher Returns: VXUSMore Diversified: VXUS

Side-by-Side Comparison

MetricTAILVXUSWinner
Expense Ratio0.59%0.05%
AUM$149M$156.5B
Dividend Yield2.93%2.60%
Holdings258,747
YTD Return-9.67%+14.57%
1Y Return-11.58%+27.82%
3Y Return (annualized)-5.84%+19.27%
5Y Return (annualized)-9.19%+9.28%
Volatility (annualized)11.1%15.1%
Max Drawdown-53.5%-39.9%
Fund FamilyCambria Investment ManagementVanguard (US)
CategoryAlternativeEquity
InceptionApr 5, 2017Jan 26, 2011

TAIL vs VXUS Performance

Cambria Tail Risk ETF (TAIL) is a ETF from Cambria Investment Management and Vanguard Total International Stock ETF (VXUS) is a ETF from Vanguard (US). Over the past year TAIL returned -11.58% while VXUS returned +27.82%. Year to date, TAIL is down 9.67% versus a gain of 14.57% for VXUS.

Over three years, TAIL compounded at -5.84% per year against +19.27% for VXUS; over five years the annualized figures are -9.19% and +9.28% respectively. Across the full 9-year window we track, VXUS has the edge at +4.86% annualized vs -7.45%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

VXUS has been the more volatile fund, with annualized monthly volatility of 15.1% compared with 11.1% for TAIL. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -53.5% for TAIL and -39.9% for VXUS. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at -0.54. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

TAIL charges 0.59% per year while VXUS charges 0.05%. On a $10,000 position that is $59 vs $5 annually, a gap of $54 per year that compounds over a long holding period. On income, TAIL currently yields 2.93% against 2.60% for VXUS.

Holdings Overlap

0.0%overlap

TAIL and VXUS share 0 holdings out of 7863 unique holdings combined, representing a 0.0% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Frequently Asked Questions

Which is cheaper, TAIL or VXUS?

TAIL has an expense ratio of 0.59% while VXUS charges 0.05%. VXUS is the cheaper option. On a $10,000 investment, that is $54 per year of difference.

Which performed better, TAIL or VXUS?

Over the past year TAIL returned -11.58% vs +27.82% for VXUS, so VXUS leads on 1-year performance. Over the longest common window we track (9 years), TAIL annualized -7.45% vs +4.86% for VXUS. Past performance does not guarantee future results.

Which is riskier, TAIL or VXUS?

VXUS has been the more volatile fund at 15.1% annualized versus 11.1% for TAIL. Worst drawdown: TAIL -53.5% vs VXUS -39.9%.

Should I hold both TAIL and VXUS?

TAIL and VXUS have a monthly-return correlation of -0.54, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between TAIL and VXUS?

TAIL and VXUS share 0 common holdings with a 0.0% weight overlap. Combined, they hold 7863 unique securities.

Which pays a higher dividend, TAIL or VXUS?

TAIL yields 2.93% while VXUS yields 2.60%, so TAIL currently pays the higher dividend yield.

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