Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO)
VDY.TO is a passive ETF by Vanguard tracking the investment results of the FTSE Canada High Dividend Yield Index. VDY.TO launched on Nov 2, 2012 and has a 0.22% expense ratio.
ETF Info
ISIN | CA92203Q1046 |
---|---|
CUSIP | 92203Q104 |
Issuer | Vanguard |
Inception Date | Nov 2, 2012 |
Region | North America (Canada) |
Category | Dividend |
Leveraged | 1x |
Index Tracked | FTSE Canada High Dividend Yield Index |
Home Page | www.vanguard.ca |
Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
VDY.TO has an expense ratio of 0.22%, 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 Canadian High Dividend Yield 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 Canadian High Dividend Yield Index ETF had a return of 20.29% year-to-date (YTD) and 35.01% in the last 12 months. Over the past 10 years, Vanguard FTSE Canadian High Dividend Yield Index ETF had an annualized return of 8.96%, while the S&P 500 had an annualized return of 11.21%, indicating that Vanguard FTSE Canadian High Dividend Yield Index ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 20.29% | 22.09% |
1 month | 3.01% | 1.49% |
6 months | 15.64% | 13.83% |
1 year | 35.01% | 41.44% |
5 years (annualized) | 12.48% | 13.88% |
10 years (annualized) | 8.96% | 11.21% |
Monthly Returns
The table below presents the monthly returns of VDY.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 | -0.27% | 1.42% | 4.35% | -1.95% | 3.22% | -2.35% | 5.95% | 2.70% | 3.49% | 20.29% | |||
2023 | 7.14% | -1.75% | -3.54% | 4.36% | -6.40% | 3.01% | 2.22% | -2.15% | -2.16% | -3.14% | 7.05% | 4.57% | 8.40% |
2022 | 5.87% | 1.55% | 2.35% | -3.40% | 2.61% | -8.78% | 2.54% | -2.18% | -4.43% | 5.67% | 3.59% | -4.44% | -0.23% |
2021 | 1.51% | 6.06% | 6.94% | 2.76% | 3.95% | 1.78% | -0.95% | 1.30% | 0.66% | 5.21% | -2.09% | 5.04% | 36.77% |
2020 | 2.15% | -5.81% | -16.38% | 3.87% | 1.07% | 0.73% | 1.04% | 5.56% | -4.80% | -1.64% | 15.34% | 0.65% | -1.37% |
2019 | 9.34% | 2.93% | -0.59% | 4.76% | -3.32% | 1.34% | -0.08% | -1.62% | 6.03% | -0.71% | 3.13% | -0.92% | 21.43% |
2018 | -0.98% | -3.22% | -1.00% | 0.26% | 1.50% | 1.68% | 1.98% | 0.46% | -1.28% | -5.56% | 2.24% | -6.23% | -10.09% |
2017 | 1.25% | 0.54% | 0.29% | -0.71% | -2.06% | 1.34% | 0.51% | -0.56% | 3.66% | 3.04% | 0.99% | 0.27% | 8.75% |
2016 | -0.38% | -1.93% | 7.98% | 3.08% | 1.78% | -1.27% | 2.84% | 1.63% | 1.54% | 1.76% | 3.99% | 3.35% | 26.82% |
2015 | -4.31% | 4.56% | -2.21% | 3.70% | -2.10% | -2.31% | -1.72% | -3.26% | -3.00% | 4.13% | -0.01% | -3.97% | -10.52% |
2014 | -2.49% | 3.32% | 3.10% | 2.17% | 1.18% | 2.39% | 2.53% | 1.51% | -3.23% | -1.29% | 0.80% | -1.93% | 8.06% |
2013 | 3.14% | 2.07% | -0.77% | -0.24% | 1.51% | -2.00% | 4.86% | -0.47% | 2.11% | 5.59% | 1.81% | 1.32% | 20.32% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of VDY.TO is 86, placing it in the top 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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 Canadian High Dividend Yield Index ETF granted a 4.32% dividend yield in the last twelve months. The annual payout for that period amounted to CA$2.13 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | CA$2.13 | CA$1.98 | CA$1.82 | CA$1.54 | CA$1.50 | CA$1.48 | CA$1.33 | CA$1.33 | CA$1.08 | CA$1.12 | CA$1.02 | CA$0.75 |
Dividend yield | 4.32% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% | 3.25% | 2.50% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard FTSE Canadian High Dividend Yield 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$0.20 | CA$0.18 | CA$0.17 | CA$0.18 | CA$0.18 | CA$0.18 | CA$0.17 | CA$0.19 | CA$0.21 | CA$0.00 | CA$1.65 | ||
2023 | CA$0.17 | CA$0.17 | CA$0.16 | CA$0.16 | CA$0.16 | CA$0.16 | CA$0.15 | CA$0.18 | CA$0.18 | CA$0.15 | CA$0.16 | CA$0.17 | CA$1.98 |
2022 | CA$0.14 | CA$0.16 | CA$0.16 | CA$0.12 | CA$0.14 | CA$0.16 | CA$0.13 | CA$0.18 | CA$0.21 | CA$0.12 | CA$0.19 | CA$0.15 | CA$1.82 |
2021 | CA$0.11 | CA$0.16 | CA$0.15 | CA$0.09 | CA$0.14 | CA$0.15 | CA$0.09 | CA$0.15 | CA$0.15 | CA$0.09 | CA$0.14 | CA$0.12 | CA$1.54 |
2020 | CA$0.09 | CA$0.16 | CA$0.12 | CA$0.09 | CA$0.18 | CA$0.13 | CA$0.10 | CA$0.15 | CA$0.13 | CA$0.09 | CA$0.16 | CA$0.11 | CA$1.50 |
2019 | CA$0.08 | CA$0.14 | CA$0.15 | CA$0.05 | CA$0.20 | CA$0.16 | CA$0.05 | CA$0.20 | CA$0.11 | CA$0.05 | CA$0.16 | CA$0.13 | CA$1.48 |
2018 | CA$0.07 | CA$0.13 | CA$0.14 | CA$0.06 | CA$0.19 | CA$0.09 | CA$0.05 | CA$0.19 | CA$0.11 | CA$0.05 | CA$0.19 | CA$0.07 | CA$1.33 |
2017 | CA$0.08 | CA$0.12 | CA$0.09 | CA$0.05 | CA$0.14 | CA$0.12 | CA$0.05 | CA$0.14 | CA$0.11 | CA$0.05 | CA$0.28 | CA$0.12 | CA$1.33 |
2016 | CA$0.07 | CA$0.13 | CA$0.06 | CA$0.07 | CA$0.12 | CA$0.09 | CA$0.07 | CA$0.13 | CA$0.09 | CA$0.07 | CA$0.11 | CA$0.08 | CA$1.08 |
2015 | CA$0.07 | CA$0.12 | CA$0.09 | CA$0.06 | CA$0.14 | CA$0.08 | CA$0.08 | CA$0.13 | CA$0.08 | CA$0.07 | CA$0.13 | CA$0.08 | CA$1.12 |
2014 | CA$0.09 | CA$0.08 | CA$0.08 | CA$0.06 | CA$0.11 | CA$0.08 | CA$0.06 | CA$0.11 | CA$0.08 | CA$0.06 | CA$0.11 | CA$0.09 | CA$1.02 |
2013 | CA$0.07 | CA$0.05 | CA$0.03 | CA$0.07 | CA$0.08 | CA$0.04 | CA$0.09 | CA$0.07 | CA$0.05 | CA$0.09 | CA$0.08 | CA$0.04 | CA$0.75 |
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 Canadian High Dividend Yield 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 Canadian High Dividend Yield Index ETF was 39.21%, occurring on Mar 23, 2020. Recovery took 228 trading sessions.
The current Vanguard FTSE Canadian High Dividend Yield Index ETF drawdown is 0.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.21% | Feb 21, 2020 | 22 | Mar 23, 2020 | 228 | Feb 18, 2021 | 250 |
-23% | Sep 4, 2014 | 362 | Feb 11, 2016 | 188 | Nov 10, 2016 | 550 |
-16.18% | Mar 23, 2022 | 140 | Oct 12, 2022 | 354 | Mar 11, 2024 | 494 |
-14.82% | Aug 23, 2018 | 86 | Dec 24, 2018 | 53 | Mar 13, 2019 | 139 |
-8.31% | Jan 23, 2018 | 57 | Apr 13, 2018 | 87 | Aug 17, 2018 | 144 |
Volatility
Volatility Chart
The current Vanguard FTSE Canadian High Dividend Yield Index ETF volatility is 1.63%, 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.