DS.TO vs. VDY.TO

Last updated Jun 5, 2026

DS.TO (Dividend Select 15 Corp.) is a stock, while VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) is Dividend fund tracking the FTSE Canada High Dividend Yield Index. At a 0.23 correlation, their price movements are largely independent.

Performance

DS.TO vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dividend Select 15 Corp. (DS.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DS.TO achieves a 11.26% return, which is significantly lower than VDY.TO's 21.16% return.

DS.TO

• 1D: 0.00%
• 1M: 4.23%
• YTD: 11.26%
• 6M: 12.63%
• 1Y: 33.11%
• 3Y*: 17.43%
• 5Y*: 10.30%
• 10Y*: 10.10%

VDY.TO

• 1D: -0.68%
• 1M: 4.42%
• YTD: 21.16%
• 6M: 21.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DS.TO vs. VDY.TO - Yearly Performance Comparison

	2026 (YTD)	2025
DS.TO Dividend Select 15 Corp.	11.26%	19.82%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	21.16%	21.33%

Correlation

The correlation between DS.TO and VDY.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	0.23

Return for Risk

DS.TO vs. VDY.TO — Risk / Return Rank

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

DS.TO

DS.TO Risk / Return Rank: 89
DS.TO Sharpe Ratio Rank: 88
DS.TO Sortino Ratio Rank: 86
DS.TO Omega Ratio Rank: 87
DS.TO Calmar Ratio Rank: 91
DS.TO Martin Ratio Rank: 94

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.

DS.TO vs. VDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Select 15 Corp. (DS.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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.

	DS.TO	VDY.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.06	—	—
Sortino ratio: Return per unit of downside risk	2.81	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	4.90	—	—
Martin ratio: Return relative to average drawdown	17.60	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DS.TO	VDY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	5.72	-5.72

Drawdowns

DS.TO vs. VDY.TO - Drawdown Comparison

The maximum DS.TO drawdown since its inception was -43.13%, which is greater than VDY.TO's maximum drawdown of -3.12%. Use the drawdown chart below to compare losses from any high point for DS.TO and VDY.TO.

Drawdown Indicators

	DS.TO	VDY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	-3.12%	-40.01%
Max Drawdown (1Y) Largest decline over 1 year	-6.62%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.68%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.25%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	—	—
Current Drawdown Current decline from peak	-1.12%	-0.68%	-0.44%
Average Drawdown Average peak-to-trough decline	-8.36%	-0.43%	-7.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	—	—

Volatility

Volatility by Period

	DS.TO	VDY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	8.31%	+7.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.36%	8.31%	+7.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.42%	8.31%	+11.11%

Dividends

DS.TO vs. VDY.TO - Dividend Comparison

DS.TO's dividend yield for the trailing twelve months is around 9.01%, more than VDY.TO's 2.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DS.TO Dividend Select 15 Corp.	9.01%	9.15%	9.35%	10.99%	11.09%	8.07%	9.98%	9.81%	12.03%	10.13%	9.19%	12.15%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	2.89%	3.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DS.TO and VDY.TO in my portfolio?

DS.TO and VDY.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.