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Vanguard FTSE Developed All Cap Ex US (VEF.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Vanguard FTSE Developed All Cap Ex US (VEF.TO)

ETF · Currency in CAD · Last updated May 17, 2025

Vanguard FTSE Developed All Cap ex U.S. Index ETF (CAD-hedged) seeks to track the performance of the FTSE Developed All Cap ex US Hedged to CAD Index by investing primarily in large-, mid-, and small-cap stocks of companies in developed markets outside the U.S., while using derivatives to hedge foreign currency exposure to the Canadian dollar.

ETF Info

ISIN

CA92207G1028

CUSIP

92207G102

Issuer

Vanguard

Inception Date

Nov 30, 2011

Category

Global Equities

Leveraged

1x

Index Tracked

Spliced FTSE Developed ex US Index Hedged in CAD

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VEF.TO has an expense ratio of 0.22%, which is considered low.

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.

Popular comparisons:
VEF.TO vs. AVDE VEF.TO vs. VXUS
Popular comparisons:
VEF.TO vs. AVDE VEF.TO vs. VXUS

Performance

Performance Chart

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Returns By Period

Vanguard FTSE Developed All Cap Ex US (VEF.TO) returned 7.25% year-to-date (YTD) and 7.50% over the past 12 months. Over the past 10 years, VEF.TO returned 6.90% annually, underperforming the S&P 500 benchmark at 10.87%.

VEF.TO

YTD

7.25%

1M

10.07%

6M

8.24%

1Y

7.50%

5Y*

14.09%

10Y*

6.90%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.16%0.93%-1.92%-0.21%4.24%7.25%
20241.63%3.56%4.35%-1.43%3.06%-0.45%1.28%0.37%-0.02%-1.58%2.00%-1.00%12.19%
20237.19%0.25%0.66%2.58%-1.58%3.57%1.97%-1.89%-1.44%-2.65%5.69%2.86%18.04%
2022-2.84%-2.87%2.20%-2.28%0.63%-6.40%5.23%-2.62%-6.59%6.10%7.28%-4.38%-7.51%
20210.47%2.78%4.83%1.06%2.34%1.39%0.50%1.86%-1.94%2.81%-3.13%4.04%18.08%
2020-1.94%-6.97%-14.57%6.52%5.33%2.48%-1.08%4.10%-0.42%-4.16%12.52%3.06%2.12%
20196.30%3.42%1.26%3.56%-5.10%4.14%0.22%-1.69%3.49%1.40%2.78%1.29%22.64%
20181.35%-3.65%-1.03%3.27%0.02%-0.86%2.34%-1.11%0.93%-7.11%0.68%-6.86%-11.94%
20170.82%1.83%2.60%1.52%2.04%-0.30%0.38%0.08%2.99%3.37%-0.36%0.87%16.93%
2016-4.27%-4.55%3.78%0.15%2.86%-2.98%3.84%1.06%1.04%0.58%1.52%3.45%6.15%
20153.18%6.38%1.23%0.84%2.27%-4.52%3.35%-7.87%-4.10%6.86%1.61%-3.39%4.80%
2014-4.24%3.10%0.20%0.54%2.54%-0.02%-0.47%1.27%-0.25%0.85%2.56%-2.19%3.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEF.TO is 49, 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 VEF.TO is 4949
Overall Rank
The Sharpe Ratio Rank of VEF.TO is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VEF.TO is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VEF.TO is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VEF.TO is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VEF.TO is 6060
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 US (VEF.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard FTSE Developed All Cap Ex US Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.47
  • 5-Year: 1.02
  • 10-Year: 0.42
  • All Time: 0.61

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard FTSE Developed All Cap Ex US compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend History

Vanguard FTSE Developed All Cap Ex US provided a 2.40% dividend yield over the last twelve months, with an annual payout of CA$1.44 per share. The fund has been increasing its distributions for 2 consecutive years.

1.80%2.00%2.20%2.40%2.60%CA$0.00CA$0.50CA$1.00CA$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
DividendCA$1.44CA$1.43CA$1.30CA$0.99CA$1.27CA$0.75CA$1.04CA$0.95CA$0.93CA$0.85CA$0.85CA$0.90

Dividend yield

2.40%2.55%2.53%2.23%2.58%1.75%2.43%2.67%2.23%2.33%2.42%2.63%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Developed All Cap Ex US. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.23
2024CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.65CA$1.43
2023CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.40CA$0.00CA$0.00CA$0.39CA$1.30
2022CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.43CA$0.99
2021CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.63CA$1.27
2020CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.16CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.28CA$0.75
2019CA$0.00CA$0.00CA$0.16CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.33CA$1.04
2018CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.30CA$0.95
2017CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.37CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.31CA$0.93
2016CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.36CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.23CA$0.85
2015CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.38CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.18CA$0.85
2014CA$0.29CA$0.00CA$0.00CA$0.33CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.15CA$0.90

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Developed All Cap Ex US. 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 US was 33.03%, occurring on Mar 16, 2020. Recovery took 202 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.03%Feb 13, 202022Mar 16, 2020202Jan 5, 2021224
-22.88%May 26, 2015181Feb 11, 2016263Mar 1, 2017444
-17.47%Jan 24, 2018232Dec 24, 2018208Oct 24, 2019440
-16.33%Nov 17, 2021219Sep 30, 2022133Apr 13, 2023352
-14.39%Mar 20, 201251Jun 1, 2012112Nov 29, 2012163

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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