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Vanguard FTSE Developed All Cap ex U.S. Index ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

CA92206W1086

CUSIP

92206W108

Issuer

Vanguard

Inception Date

Aug 2, 2013

Leveraged

1x

Index Tracked

FTSE Developed All Cap ex US Index

Domicile

Canada

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VDU.TO has an expense ratio of 0.22%, which is considered low compared to other funds.


Expense ratio chart for VDU.TO: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Vanguard FTSE Developed All Cap ex U.S. 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.10%
14.34%
VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Developed All Cap ex U.S. Index ETF had a return of 6.26% year-to-date (YTD) and 15.22% in the last 12 months. Over the past 10 years, Vanguard FTSE Developed All Cap ex U.S. Index ETF had an annualized return of 6.26%, while the S&P 500 had an annualized return of 11.26%, indicating that Vanguard FTSE Developed All Cap ex U.S. Index ETF did not perform as well as the benchmark.


VDU.TO

YTD

6.26%

1M

3.14%

6M

6.10%

1Y

15.22%

5Y*

7.61%

10Y*

6.26%

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of VDU.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.38%6.26%
20240.40%3.65%3.39%-1.68%3.45%-1.43%3.95%0.43%1.30%-2.27%0.82%-0.90%11.37%
20237.05%-0.92%1.47%2.84%-3.40%1.65%2.68%-1.57%-3.43%-1.34%6.46%2.82%14.56%
2022-3.31%-2.96%-0.76%-4.24%0.14%-7.82%4.60%-3.33%-5.28%4.53%11.36%-1.81%-9.89%
2021-0.16%1.91%1.35%0.59%1.72%1.70%1.12%2.44%-3.10%1.00%-1.80%3.17%10.23%
2020-1.03%-6.50%-10.91%5.63%4.56%2.11%0.84%2.66%0.07%-3.65%11.62%3.36%7.06%
20193.52%2.49%1.98%3.18%-4.53%2.47%-1.29%-0.95%2.32%2.58%2.68%0.69%15.90%
20182.48%-0.80%-0.24%0.98%-0.61%-0.51%1.10%-1.40%-0.34%-6.75%1.41%-3.42%-8.11%
20170.42%3.16%3.09%4.96%2.26%-3.72%-0.98%0.27%2.23%5.20%0.87%-1.04%17.64%
2016-4.65%-5.99%2.51%-1.19%4.14%-3.80%5.30%0.83%1.69%-0.32%-1.36%2.28%-1.26%
20157.14%5.11%1.29%-0.44%1.67%-1.04%4.35%-5.65%-5.21%6.11%1.63%1.24%16.42%
2014-0.57%5.27%-0.76%0.35%0.90%-0.84%-0.14%-0.18%-1.17%0.29%1.82%-1.09%3.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VDU.TO is 62, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VDU.TO is 6262
Overall Rank
The Sharpe Ratio Rank of VDU.TO is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VDU.TO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VDU.TO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VDU.TO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VDU.TO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VDU.TO, currently valued at 1.41, compared to the broader market0.002.004.001.411.74
The chart of Sortino ratio for VDU.TO, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.0012.001.942.36
The chart of Omega ratio for VDU.TO, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.32
The chart of Calmar ratio for VDU.TO, currently valued at 2.30, compared to the broader market0.005.0010.0015.002.302.62
The chart of Martin ratio for VDU.TO, currently valued at 7.84, compared to the broader market0.0020.0040.0060.0080.00100.007.8410.69
VDU.TO
^GSPC

The current Vanguard FTSE Developed All Cap ex U.S. Index ETF Sharpe ratio is 1.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Developed All Cap ex U.S. Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.41
2.32
VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Developed All Cap ex U.S. Index ETF provided a 2.40% dividend yield over the last twelve months, with an annual payout of CA$1.10 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.2020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
DividendCA$1.10CA$1.10CA$1.01CA$0.76CA$1.08CA$0.62CA$0.89CA$0.83CA$0.80CA$0.74CA$0.72CA$0.77

Dividend yield

2.40%2.55%2.54%2.14%2.67%1.64%2.48%2.61%2.26%2.41%2.25%2.74%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Developed All Cap ex U.S. Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025CA$0.00CA$0.00CA$0.00
2024CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.50CA$1.10
2023CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.29CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.30CA$1.01
2022CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.32CA$0.76
2021CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.53CA$1.08
2020CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.25CA$0.62
2019CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.34CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.28CA$0.89
2018CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.36CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.25CA$0.83
2017CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.33CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.27CA$0.80
2016CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.20CA$0.74
2015CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.16CA$0.72
2014CA$0.25CA$0.00CA$0.00CA$0.28CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.13CA$0.77

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.65%
-1.46%
VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Developed All Cap ex U.S. 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 Developed All Cap ex U.S. Index ETF was 29.19%, occurring on Mar 16, 2020. Recovery took 168 trading sessions.

The current Vanguard FTSE Developed All Cap ex U.S. Index ETF drawdown is 0.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.19%Feb 13, 202022Mar 16, 2020168Nov 13, 2020190
-24.1%Sep 8, 2021265Sep 27, 2022313Dec 27, 2023578
-16.54%Aug 6, 2015225Jun 27, 2016169Mar 1, 2017394
-14.94%Jan 24, 2018232Dec 24, 2018217Nov 6, 2019449
-10.51%Jun 9, 201490Oct 16, 201468Jan 23, 2015158

Volatility

Volatility Chart

The current Vanguard FTSE Developed All Cap ex U.S. Index ETF volatility is 2.87%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.87%
3.39%
VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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