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Vanguard U.S. Total Market Index ETF (CAD-hedged) ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
92206B104
Issuer
Vanguard
Inception Date
Nov 30, 2011
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
CRSP US Total Market Index
Domicile
Canada
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Vanguard U.S. Total Market Index ETF (CAD-hedged), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

VUS.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) has returned -4.65% so far this year and 14.10% over the past 12 months. Over the last ten years, VUS.TO has returned 11.71% per year, falling short of the S&P 500 Index benchmark, which averaged 12.91% annually.


Vanguard U.S. Total Market Index ETF (CAD-hedged)

1D
2.87%
1M
-5.36%
YTD
-4.65%
6M
-4.03%
1Y
14.10%
3Y*
15.39%
5Y*
8.54%
10Y*
11.71%

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 6, 2011, VUS.TO's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, your investment would double in approximately 5.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VUS.TO closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.46%-0.70%-5.36%-4.65%
20252.89%-2.46%-5.64%-0.81%6.02%4.93%2.28%1.92%3.34%2.20%-0.31%-1.20%13.31%
20240.99%5.47%3.03%-4.47%4.43%3.22%1.92%1.67%1.89%-0.58%6.52%-3.35%22.11%
20236.81%-2.21%2.12%1.21%0.44%6.58%3.27%-1.73%-5.09%-2.74%9.10%5.15%24.21%
2022-6.26%-2.32%3.24%-9.45%-0.28%-8.32%9.12%-3.49%-10.11%8.19%4.92%-5.91%-20.86%
2021-0.38%3.27%3.43%4.74%0.34%2.75%1.59%2.95%-4.48%6.49%-1.32%3.52%24.87%

Benchmark Metrics

Vanguard U.S. Total Market Index ETF (CAD-hedged) has an annualized alpha of -0.66%, beta of 0.96, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 07, 2011.

  • This ETF participated in 103.88% of S&P 500 Index downside but only 95.03% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.96 and R² of 0.74, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.66%
Beta
0.96
0.74
Upside Capture
95.03%
Downside Capture
103.88%

Expense Ratio

VUS.TO has an expense ratio of 0.17%, which is considered low.


Return for Risk

Risk / Return Rank

VUS.TO ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VUS.TO Risk / Return Rank: 4545
Overall Rank
VUS.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VUS.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUS.TO Omega Ratio Rank: 4444
Omega Ratio Rank
VUS.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
VUS.TO Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) and compare them to a chosen benchmark (S&P 500 Index).


VUS.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.69

+0.09

Sortino ratio

Return per unit of downside risk

1.22

1.06

+0.16

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.20

1.14

+0.06

Martin ratio

Return relative to average drawdown

5.37

4.22

+1.15

Explore VUS.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard U.S. Total Market Index ETF (CAD-hedged) provided a 0.87% dividend yield over the last twelve months, with an annual payout of CA$0.96 per share.


0.80%1.00%1.20%1.40%1.60%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendCA$0.96CA$0.98CA$1.01CA$0.92CA$0.86CA$0.85CA$0.81CA$0.87CA$0.79CA$0.71CA$0.67CA$0.66

Dividend yield

0.87%0.84%0.97%1.07%1.23%0.95%1.11%1.39%1.60%1.32%1.49%1.59%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard U.S. Total Market Index ETF (CAD-hedged). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.24CA$0.24
2025CA$0.00CA$0.00CA$0.26CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.25CA$0.98
2024CA$0.00CA$0.00CA$0.26CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.26CA$1.01
2023CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.25CA$0.92
2022CA$0.00CA$0.00CA$0.16CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.27CA$0.86
2021CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.26CA$0.85

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 U.S. Total Market Index ETF (CAD-hedged). 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 U.S. Total Market Index ETF (CAD-hedged) was 36.70%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Vanguard U.S. Total Market Index ETF (CAD-hedged) drawdown is 7.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.7%Feb 20, 202023Mar 23, 2020107Aug 25, 2020130
-26.25%Dec 30, 2021190Sep 30, 2022332Jan 29, 2024522
-20.17%Sep 21, 201866Dec 24, 2018129Jul 2, 2019195
-19.21%Feb 20, 202534Apr 8, 202557Jun 30, 202591
-15.9%May 26, 2015181Feb 11, 2016104Jul 12, 2016285

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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