Vanguard FTSE Canada Index ETF (VCE.TO)
The ETF aims to replicate the performance of the FTSE Canada Domestic Index, investing in large Canadian stocks across growth and value styles through a passive management strategy.
ETF Info
| ISIN | CA92203U1057 |
|---|---|
| CUSIP | 92203U105 |
| Issuer | Vanguard |
| Inception Date | Nov 30, 2011 |
| Region | North America (Canada) |
| Category | Canada Equities |
| Leveraged | 1x |
| Index Tracked | FTSE Canada Domestic Index |
| Domicile | Canada |
| Distribution Policy | Distributing |
| Asset Class | Equity |
Expense Ratio
VCE.TO has an expense ratio of 0.06%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Vanguard FTSE Canada Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Vanguard FTSE Canada Index ETF had a return of 15.02% year-to-date (YTD) and 21.84% in the last 12 months. Over the past 10 years, Vanguard FTSE Canada Index ETF had an annualized return of 8.16%, while the S&P 500 had an annualized return of 10.85%, indicating that Vanguard FTSE Canada Index ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 15.02% | 17.79% |
| 1 month | 2.58% | 0.18% |
| 6 months | 8.45% | 7.53% |
| 1 year | 21.84% | 26.42% |
| 5 years (annualized) | 10.91% | 13.48% |
| 10 years (annualized) | 8.16% | 10.85% |
Monthly Returns
The table below presents the monthly returns of VCE.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.61% | 2.31% | 3.54% | -1.93% | 2.68% | -1.85% | 5.83% | 1.82% | 15.02% | ||||
| 2023 | 7.20% | -2.62% | -0.85% | 3.71% | -5.39% | 3.45% | 2.13% | -1.32% | -2.98% | -2.62% | 7.83% | 4.17% | 12.35% |
| 2022 | 0.15% | -0.35% | 4.08% | -4.86% | 0.27% | -8.23% | 3.80% | -1.63% | -3.78% | 5.94% | 5.73% | -5.19% | -5.13% |
| 2021 | -0.35% | 4.63% | 4.83% | 2.28% | 3.82% | 2.73% | 0.55% | 1.56% | -2.10% | 5.40% | -0.80% | 3.22% | 28.67% |
| 2020 | 1.91% | -5.39% | -16.27% | 9.30% | 2.90% | 2.02% | 3.78% | 2.34% | -1.87% | -3.63% | 11.15% | 0.72% | 4.17% |
| 2019 | 8.19% | 3.17% | 0.86% | 4.06% | -3.09% | 2.27% | 0.26% | 0.83% | 2.08% | -1.09% | 3.81% | 0.05% | 23.08% |
| 2018 | -1.34% | -3.13% | -0.28% | 1.91% | 3.03% | 1.83% | 1.45% | -0.80% | -1.17% | -5.50% | 2.15% | -5.75% | -7.80% |
| 2017 | 0.40% | 0.74% | 1.00% | 0.40% | -1.61% | -0.80% | 0.37% | 0.03% | 3.67% | 3.09% | 0.47% | 0.87% | 8.86% |
| 2016 | -0.94% | -0.33% | 5.65% | 2.66% | 1.40% | -0.54% | 3.23% | 0.96% | 1.63% | 0.81% | 2.70% | 1.91% | 20.68% |
| 2015 | 0.19% | 4.53% | -1.94% | 2.18% | -1.36% | -2.94% | 0.65% | -4.10% | -4.31% | 2.02% | -0.31% | -3.06% | -8.51% |
| 2014 | 0.39% | 4.10% | 1.07% | 2.14% | -0.03% | 3.76% | 2.36% | 1.06% | -2.81% | -1.88% | 1.69% | -0.26% | 11.96% |
| 2013 | 2.25% | 1.06% | -0.21% | -2.57% | 2.29% | -3.32% | 3.12% | 1.95% | 0.98% | 4.87% | 0.54% | 2.22% | 13.67% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VCE.TO is 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard FTSE Canada Index ETF (VCE.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard FTSE Canada Index ETF granted a 2.92% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.52 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$1.52 | CA$1.49 | CA$1.39 | CA$1.23 | CA$1.11 | CA$1.12 | CA$1.01 | CA$0.90 | CA$0.87 | CA$0.84 | CA$0.79 | CA$0.81 |
Dividend yield | 2.92% | 3.23% | 3.29% | 2.67% | 3.00% | 3.08% | 3.28% | 2.63% | 2.70% | 3.05% | 2.55% | 2.83% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard FTSE Canada Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | CA$0.00 | CA$0.00 | CA$0.38 | CA$0.00 | CA$0.00 | CA$0.40 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.78 | |||
| 2023 | CA$0.00 | CA$0.00 | CA$0.37 | CA$0.00 | CA$0.00 | CA$0.38 | CA$0.00 | CA$0.00 | CA$0.37 | CA$0.00 | CA$0.00 | CA$0.37 | CA$1.49 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.34 | CA$0.00 | CA$0.00 | CA$0.32 | CA$0.00 | CA$0.00 | CA$0.37 | CA$0.00 | CA$0.00 | CA$0.36 | CA$1.39 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.36 | CA$0.00 | CA$0.00 | CA$0.29 | CA$0.00 | CA$0.00 | CA$0.31 | CA$0.00 | CA$0.00 | CA$0.28 | CA$1.23 |
| 2020 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.34 | CA$0.00 | CA$0.00 | CA$0.32 | CA$0.00 | CA$0.00 | CA$0.28 | CA$1.11 |
| 2019 | CA$0.00 | CA$0.00 | CA$0.27 | CA$0.00 | CA$0.00 | CA$0.31 | CA$0.00 | CA$0.00 | CA$0.29 | CA$0.00 | CA$0.00 | CA$0.26 | CA$1.12 |
| 2018 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.00 | CA$0.00 | CA$0.27 | CA$0.00 | CA$0.00 | CA$0.24 | CA$1.01 |
| 2017 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.23 | CA$0.00 | CA$0.00 | CA$0.23 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.90 |
| 2016 | CA$0.00 | CA$0.00 | CA$0.21 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.00 | CA$0.00 | CA$0.23 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.87 |
| 2015 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.00 | CA$0.00 | CA$0.21 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.84 |
| 2014 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.79 |
| 2013 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.00 | CA$0.00 | CA$0.32 | CA$0.81 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard FTSE Canada Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Vanguard FTSE Canada Index ETF was 35.92%, occurring on Mar 23, 2020. Recovery took 180 trading sessions.
The current Vanguard FTSE Canada Index ETF drawdown is 0.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.92% | Feb 21, 2020 | 22 | Mar 23, 2020 | 180 | Dec 8, 2020 | 202 |
| -21.67% | Apr 16, 2015 | 192 | Jan 20, 2016 | 210 | Nov 18, 2016 | 402 |
| -15.86% | Mar 23, 2022 | 140 | Oct 12, 2022 | 296 | Dec 14, 2023 | 436 |
| -14.36% | Jul 20, 2018 | 109 | Dec 24, 2018 | 52 | Mar 12, 2019 | 161 |
| -11.38% | Feb 29, 2012 | 57 | May 18, 2012 | 114 | Nov 1, 2012 | 171 |
Volatility
Volatility Chart
The current Vanguard FTSE Canada Index ETF volatility is 2.77%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.