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CWIN.TO vs. VIDY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWIN.TO vs. VIDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). The values are adjusted to include any dividend payments, if applicable.

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CWIN.TO vs. VIDY.TO - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with CWIN.TO having a 7.09% return and VIDY.TO slightly lower at 6.94%.


CWIN.TO

1D
0.05%
1M
-5.88%
YTD
7.09%
6M
12.26%
1Y
30.47%
3Y*
5Y*
10Y*

VIDY.TO

1D
2.67%
1M
-4.81%
YTD
6.94%
6M
13.11%
1Y
27.84%
3Y*
21.50%
5Y*
15.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CWIN.TO vs. VIDY.TO - Expense Ratio Comparison

CWIN.TO has a 0.65% expense ratio, which is higher than VIDY.TO's 0.31% expense ratio.


Return for Risk

CWIN.TO vs. VIDY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CWIN.TO
CWIN.TO Risk / Return Rank: 9292
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9393
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9393
Martin Ratio Rank

VIDY.TO
VIDY.TO Risk / Return Rank: 8787
Overall Rank
VIDY.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 8989
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8686
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.

CWIN.TO vs. VIDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CWIN.TOVIDY.TODifference

Sharpe ratio

Return per unit of total volatility

2.12

1.77

+0.35

Sortino ratio

Return per unit of downside risk

2.80

2.35

+0.45

Omega ratio

Gain probability vs. loss probability

1.43

1.35

+0.08

Calmar ratio

Return relative to maximum drawdown

2.98

2.32

+0.66

Martin ratio

Return relative to average drawdown

14.03

9.51

+4.53

CWIN.TO vs. VIDY.TO - Sharpe Ratio Comparison

The current CWIN.TO Sharpe Ratio is 2.12, which is comparable to the VIDY.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of CWIN.TO and VIDY.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CWIN.TOVIDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.77

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

2.02

0.71

+1.31

Correlation

The correlation between CWIN.TO and VIDY.TO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CWIN.TO vs. VIDY.TO - Dividend Comparison

CWIN.TO's dividend yield for the trailing twelve months is around 3.04%, more than VIDY.TO's 2.55% yield.


TTM20252024202320222021202020192018
CWIN.TO
HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units
3.04%3.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
2.55%2.80%3.59%3.89%4.37%3.28%3.34%3.36%0.93%

Drawdowns

CWIN.TO vs. VIDY.TO - Drawdown Comparison

The maximum CWIN.TO drawdown since its inception was -10.87%, smaller than the maximum VIDY.TO drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for CWIN.TO and VIDY.TO.


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Drawdown Indicators


CWIN.TOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.87%

-31.99%

+21.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-11.73%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

Current Drawdown

Current decline from peak

-6.01%

-5.39%

-0.62%

Average Drawdown

Average peak-to-trough decline

-1.40%

-4.28%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.89%

-0.58%

Volatility

CWIN.TO vs. VIDY.TO - Volatility Comparison

The current volatility for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) is 4.75%, while Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) has a volatility of 6.86%. This indicates that CWIN.TO experiences smaller price fluctuations and is considered to be less risky than VIDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWIN.TOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

6.86%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

9.96%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

15.84%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

13.28%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

16.47%

-2.30%