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Vanguard U.S. High Dividend Yield Index ETF (VUDV.TO) Sharpe Ratio

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

The Vanguard U.S. High Dividend Yield Index ETF seeks to track the FTSE High Dividend Yield Index, providing Canadian investors with low-cost exposure to U.S. companies with above-average dividend yields. The fund holds a diversified portfolio of more than 500 U.S. equities with a value tilt and distributes income quarterly. It is the Canada-domiciled, CAD-denominated counterpart to the U.S.-listed VYM.

Sharpe ratio is not yet available for VUDV.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Vanguard U.S. High Dividend Yield Index ETF's Sharpe Ratio with other ETFs in the Dividend category across multiple time periods, showing how VUDV.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 Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VDY.TOVanguard FTSE Canadian High Dividend Yield Index ETF5.93
XDIV.TOiShares Core MSCI Canadian Quality Dividend Index ETF5.17
TBNK.TOTD Canadian Bank Dividend Index ETF4.64
FCCD.TOFidelity Canadian High Dividend Index ETF3.87
PDIV.TOPurpose Enhanced Dividend Fund ETF2.78
CWIN.TOHAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units2.69
CDIV.TOManulife Smart Dividend ETF2.61
DXU.TODynamic Active U.S. Dividend ETF2.46
ZDY.TOBMO US Dividend ETF (CAD)2.34
VIDY.TOVanguard FTSE Developed ex North America High Dividend Yield Index ETF2.21
VUDV.TOVanguard U.S. High Dividend Yield Index ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VUDV.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 VUDV.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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