Vanguard Global Value Factor ETF CAD (VVL.TO)
The ETF aims for long-term capital appreciation by investing in equity securities from developed markets that have low prices relative to fundamentals, using a proprietary quantitative model to identify undervalued large-, mid-, and small-cap stocks.
ETF Info
CA92207U1012
Jun 14, 2016
1x
No Index (Active)
Canada
Distributing
Mid-Cap
Value
Expense Ratio
VVL.TO features an expense ratio of 0.38%, falling within the medium range.
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 Global Value Factor ETF CAD, 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 Global Value Factor ETF CAD had a return of 3.91% year-to-date (YTD) and 17.17% in the last 12 months.
VVL.TO
3.91%
-0.24%
8.51%
17.17%
12.87%
N/A
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of VVL.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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.09% | 3.91% | |||||||||||
| 2024 | 0.78% | 2.88% | 6.48% | -3.01% | 2.90% | -2.54% | 7.91% | -3.37% | 0.81% | 0.98% | 6.54% | -5.34% | 14.96% |
| 2023 | 7.22% | 0.59% | -5.93% | 1.44% | -4.67% | 5.54% | 6.22% | -0.62% | -1.22% | -3.26% | 6.07% | 5.16% | 16.51% |
| 2022 | 0.81% | 0.10% | -0.93% | -2.96% | 2.41% | -10.84% | 6.26% | -0.10% | -6.19% | 10.62% | 6.37% | -3.22% | 0.45% |
| 2021 | 2.84% | 7.57% | 6.16% | -0.08% | 4.30% | -0.44% | -1.01% | 3.27% | -0.56% | 1.20% | -1.01% | 4.55% | 29.74% |
| 2020 | -5.49% | -9.86% | -22.24% | 14.16% | 3.05% | 0.77% | 0.76% | 3.75% | -2.12% | 0.49% | 15.22% | 3.90% | -3.32% |
| 2019 | 6.86% | 2.64% | -1.21% | 4.89% | -10.00% | 3.69% | -0.47% | -5.43% | 5.74% | 2.04% | 3.57% | 1.63% | 13.38% |
| 2018 | 2.06% | 0.00% | -0.52% | 1.56% | 0.34% | 0.82% | 1.15% | -0.45% | -0.92% | -6.89% | 1.49% | -7.91% | -9.42% |
| 2017 | -1.56% | 4.60% | 0.44% | 3.65% | -1.82% | -0.96% | -1.44% | -1.40% | 4.08% | 4.36% | 3.43% | -1.31% | 12.32% |
| 2016 | -3.16% | 7.97% | 2.24% | 0.07% | 2.77% | 6.56% | 2.80% | 20.44% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VVL.TO is 56, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard Global Value Factor ETF CAD (VVL.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard Global Value Factor ETF CAD provided a 2.11% dividend yield over the last twelve months, with an annual payout of CA$1.13 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$1.13 | CA$1.13 | CA$1.22 | CA$1.02 | CA$0.61 | CA$0.54 | CA$0.88 | CA$0.65 | CA$0.46 | CA$0.19 |
Dividend yield | 2.11% | 2.19% | 2.65% | 2.52% | 1.48% | 1.67% | 2.60% | 2.11% | 1.33% | 0.59% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Global Value Factor ETF CAD. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | CA$0.00 | CA$0.00 | CA$0.00 | ||||||||||
| 2024 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$1.13 | CA$1.13 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$1.22 | CA$1.22 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$1.02 | CA$1.02 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.61 | CA$0.61 |
| 2020 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.54 | CA$0.54 |
| 2019 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.88 | CA$0.88 |
| 2018 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.65 | CA$0.65 |
| 2017 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.46 | CA$0.46 |
| 2016 | CA$0.19 | CA$0.19 |
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 Global Value Factor ETF CAD. 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 Global Value Factor ETF CAD was 43.93%, occurring on Mar 23, 2020. Recovery took 221 trading sessions.
The current Vanguard Global Value Factor ETF CAD drawdown is 2.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.93% | Jun 21, 2018 | 440 | Mar 23, 2020 | 221 | Feb 8, 2021 | 661 |
| -17.05% | Jan 18, 2022 | 175 | Sep 27, 2022 | 73 | Jan 12, 2023 | 248 |
| -11.22% | Mar 6, 2023 | 43 | May 4, 2023 | 60 | Jul 31, 2023 | 103 |
| -9.96% | May 9, 2017 | 84 | Sep 7, 2017 | 32 | Oct 24, 2017 | 116 |
| -9.3% | Aug 1, 2024 | 4 | Aug 7, 2024 | 49 | Oct 17, 2024 | 53 |
Volatility
Volatility Chart
The current Vanguard Global Value Factor ETF CAD volatility is 2.54%, 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.