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CYH.TO vs. VDU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CYH.TO vs. VDU.TO

Last updated Jun 5, 2026

CYH.TO (iShares Global Monthly Dividend Index ETF (CAD-Hedged)) and VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) are both Global Equities funds - CYH.TO tracks the Morningstar Gbl GR CAD while VDU.TO tracks the FTSE Developed All Cap ex US Index. Both are passively managed. Over the past 10 years, CYH.TO returned 8.21%/yr vs 10.31%/yr for VDU.TO. A 0.54 correlation means they provide meaningful diversification when combined. CYH.TO charges 0.66%/yr vs 0.22%/yr for VDU.TO.

Performance

CYH.TO vs. VDU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CYH.TO achieves a 10.22% return, which is significantly lower than VDU.TO's 16.55% return. Over the past 10 years, CYH.TO has underperformed VDU.TO with an annualized return of 8.21%, while VDU.TO has yielded a comparatively higher 10.31% annualized return.

CYH.TO

1D
0.26%
1M
-0.11%
YTD
10.22%
6M
11.20%
1Y
23.68%
3Y*
16.48%
5Y*
8.53%
10Y*
8.21%

VDU.TO

1D
0.29%
1M
6.07%
YTD
16.55%
6M
17.23%
1Y
33.32%
3Y*
20.65%
5Y*
12.05%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYH.TO vs. VDU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)		10.22%18.77%12.29%3.84%-2.47%23.43%-8.71%14.38%-6.21%13.16%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		16.55%27.97%11.37%14.56%-9.89%10.23%7.06%15.90%-8.11%17.64%

Correlation

The correlation between CYH.TO and VDU.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2013

0.54

The correlation between CYH.TO and VDU.TO has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

CYH.TO vs. VDU.TO - Sectors Allocation Comparison

Sectors
CYH.TO
VDU.TO

Financial Services

23.4%
23.3%

Utilities

15.9%
3.3%

Energy

14.2%
5.4%

Consumer Defensive

11.9%
5.6%

Consumer Cyclical

8.4%
7.5%

Communication Services

8.2%
3.4%

Healthcare

5.1%
8.2%

Industrials

4.9%
19.2%

Basic Materials

3.6%
7.5%

Technology

3.4%
13.8%

Real Estate

1.1%
2.7%

Financial Services

CYH.TO
23.4%
VDU.TO
23.3%

Utilities

CYH.TO
15.9%
VDU.TO
3.3%

Energy

CYH.TO
14.2%
VDU.TO
5.4%

Consumer Defensive

CYH.TO
11.9%
VDU.TO
5.6%

Consumer Cyclical

CYH.TO
8.4%
VDU.TO
7.5%

Communication Services

CYH.TO
8.2%
VDU.TO
3.4%

Healthcare

CYH.TO
5.1%
VDU.TO
8.2%

Industrials

CYH.TO
4.9%
VDU.TO
19.2%

Basic Materials

CYH.TO
3.6%
VDU.TO
7.5%

Technology

CYH.TO
3.4%
VDU.TO
13.8%

Real Estate

CYH.TO
1.1%
VDU.TO
2.7%

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iShares Global Monthly Dividend Index ETF (CAD-Hedged)

Vanguard FTSE Developed All Cap ex U.S. Index ETF

Often compared with CYH.TO:
CYH.TO vs. XDG.TOCYH.TO vs. CUD.TOCYH.TO vs. VDY.TOCYH.TO vs. XEI.TOCYH.TO vs. ZDIVXCYH.TO vs. XDIV.TOCYH.TO vs. VEQT.TO
Often compared with VDU.TO:
VDU.TO vs. VIU.TOVDU.TO vs. VEF.TOVDU.TO vs. ZEA.TOVDU.TO vs. XEF.TOVDU.TO vs. VIDY.TOVDU.TO vs. VFV.TOVDU.TO vs. BANK.TO

Return for Risk

CYH.TO vs. VDU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CYH.TO
CYH.TO Risk / Return Rank: 7979
Overall Rank
CYH.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CYH.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
CYH.TO Omega Ratio Rank: 7474
Omega Ratio Rank
CYH.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
CYH.TO Martin Ratio Rank: 8484
Martin Ratio Rank
VDU.TO
VDU.TO Risk / Return Rank: 6868
Overall Rank
VDU.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VDU.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VDU.TO Omega Ratio Rank: 7171
Omega Ratio Rank
VDU.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
VDU.TO Martin Ratio Rank: 6767
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.

CYH.TO vs. VDU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.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.

CYH.TOVDU.TODifference
Sharpe ratioReturn per unit of total volatility
2.39
2.28

+0.11

Sortino ratioReturn per unit of downside risk
3.38
3.14

+0.25

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

4.45

2.92

+1.53

Martin ratioReturn relative to average drawdown

17.05

12.07

+4.99

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CYH.TO vs. VDU.TO - Sharpe Ratio Comparison

The current CYH.TO Sharpe Ratio is 2.39, which is comparable to the VDU.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of CYH.TO and VDU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CYH.TOVDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.28

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.90

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.70

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.70

-0.37

Drawdowns

CYH.TO vs. VDU.TO - Drawdown Comparison

The maximum CYH.TO drawdown since its inception was -61.48%, which is greater than VDU.TO's maximum drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for CYH.TO and VDU.TO.

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Drawdown Indicators

CYH.TOVDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-29.19%

-32.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.34%

-11.47%

+6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-12.13%

-14.02%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

-24.10%

+6.43%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

-29.19%

-13.11%

Current Drawdown

Current decline from peak

-1.30%

-0.16%

-1.14%

Average Drawdown

Average peak-to-trough decline

-9.94%

-4.66%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.77%

-1.38%

Volatility

CYH.TO vs. VDU.TO - Volatility Comparison

The current volatility for iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) is 2.62%, while Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a volatility of 5.02%. This indicates that CYH.TO experiences smaller price fluctuations and is considered to be less risky than VDU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CYH.TOVDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

5.02%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

12.47%

-5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

14.66%

-4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

13.50%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

14.75%

+2.27%

CYH.TO vs. VDU.TO - Expense Ratio Comparison

CYH.TO has a 0.66% expense ratio, which is higher than VDU.TO's 0.22% expense ratio.

Dividends

CYH.TO vs. VDU.TO - Dividend Comparison

CYH.TO's dividend yield for the trailing twelve months is around 3.33%, more than VDU.TO's 2.09% yield.

PositionTTM20252024202320222021202020192018201720162015
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)		3.33%3.77%4.33%4.68%4.72%3.89%4.51%4.01%3.98%3.03%3.39%3.84%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		2.09%2.61%2.55%2.54%2.14%2.67%1.64%2.48%2.61%2.26%2.41%2.25%

Frequently Asked Questions

CYH.TO and VDU.TO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDU.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDU.TO is cheaper with a 0.22% expense ratio, compared with 0.66% for CYH.TO.

CYH.TO tracks Morningstar Gbl GR CAD, while VDU.TO tracks FTSE Developed All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.66% for CYH.TO and 0.22% for VDU.TO.

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