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Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) Sharpe Ratio: 1.87

ETF · Currency in CAD · Last updated Aug 4, 2026

The ETF aims to track the performance of the FTSE Developed All Cap ex US Index by investing primarily in large-, mid-, and small-cap stocks from developed markets outside the U.S. Its investment strategy focuses on providing broad exposure to equities in these regions.

VDU.TO's Sharpe Ratio of 1.87 indicates that for each unit of volatility, it generates 1.87 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VDU.TO Sharpe Ratio Rank

VDU.TO Sharpe Ratio Rank: 79.179
Above Average

VDU.TO ranks above 79.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

VDU.TO Sharpe Ratio Market Positioning

The chart shows VDU.TO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.62 or lower
  • Yellow zone (middle 50%): 0.62 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 6.40+
  • Median: 1.40 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard FTSE Developed All Cap ex U.S. Index ETF's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities, Global Equities category across multiple time periods, showing how VDU.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RIDH.TORBC Quant EAFE Dividend Leaders (CAD Hedged) ETF2.86
KNGX.TOBrompton International Cash Flow Kings ETF2.74
FLVI.NEOFranklin International Low Volatility High Dividend Index ETF2.67
VIDY.TOVanguard FTSE Developed ex North America High Dividend Yield Index ETF2.67
FGEP.TOFidelity Global Equity+ Fund ETF2.54
CIE.NEOiShares International Fundamental Common Class2.49
VVL.TOVanguard Global Value Factor ETF2.48
FCIV.TOFidelity International Value ETF2.45
PID.TOPurpose International Dividend Fund2.39
XDGH.TOiShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)2.36
VDU.TOVanguard FTSE Developed All Cap ex U.S. Index ETF1.87
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows VDU.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VDU.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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