ESPX.AS vs. VDY.TO
ESPX.AS (iShares S&P 500 Scored and Screened UCITS ETF USD Acc) and VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) are both exchange-traded funds - ESPX.AS is a S&P 500 fund tracking the S&P 500 ESG Index Net (USD), while VDY.TO is a Dividend fund tracking the FTSE Canada High Dividend Yield Index. Both are passively managed. Over the past 3 years, ESPX.AS returned 21.73%/yr vs 24.80%/yr for VDY.TO. At a 0.34 correlation, their price movements are largely independent. ESPX.AS charges 0.07%/yr vs 0.22%/yr for VDY.TO.
Performance
ESPX.AS vs. VDY.TO - Performance Comparison
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Different Trading Currencies
ESPX.AS is traded in USD, while VDY.TO is traded in CAD. To make them comparable, the VDY.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESPX.AS achieves a 9.25% return, which is significantly lower than VDY.TO's 19.75% return.
ESPX.AS
- 1D
- -0.78%
- 1M
- 4.78%
- YTD
- 9.25%
- 6M
- 10.56%
- 1Y
- 30.66%
- 3Y*
- 21.73%
- 5Y*
- —
- 10Y*
- —
VDY.TO
- 1D
- 0.00%
- 1M
- 3.00%
- YTD
- 19.75%
- 6M
- 23.47%
- 1Y
- 45.10%
- 3Y*
- 24.80%
- 5Y*
- 14.10%
- 10Y*
- 13.27%
ESPX.AS vs. VDY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ESPX.AS iShares S&P 500 Scored and Screened UCITS ETF USD Acc | 9.25% | 18.32% | 24.83% | 28.30% | -6.93% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 19.10% | 35.39% | 11.18% | 10.87% | -5.31% |
Correlation
The correlation between ESPX.AS and VDY.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2022 | 0.34 |
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Return for Risk
ESPX.AS vs. VDY.TO — Risk / Return Rank
ESPX.AS
VDY.TO
ESPX.AS vs. VDY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) 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.
| ESPX.AS | VDY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.86 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 13.24 | -9.84 |
| Martin ratioReturn relative to average drawdown | 15.28 | 42.78 | -27.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESPX.AS | VDY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 4.64 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.54 | +0.70 |
Drawdowns
ESPX.AS vs. VDY.TO - Drawdown Comparison
The maximum ESPX.AS drawdown since its inception was -19.44%, smaller than the maximum VDY.TO drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for ESPX.AS and VDY.TO.
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Drawdown Indicators
| ESPX.AS | VDY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.44% | -44.60% | +25.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -3.42% | -5.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -13.50% | -5.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.09% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.60% | — |
Current DrawdownCurrent decline from peak | -0.78% | -0.87% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -9.03% | +5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.06% | +0.93% |
Volatility
ESPX.AS vs. VDY.TO - Volatility Comparison
iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) have volatilities of 3.39% and 3.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESPX.AS | VDY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.34% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 7.91% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 9.78% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 15.46% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 19.38% | -4.31% |
ESPX.AS vs. VDY.TO - Expense Ratio Comparison
ESPX.AS has a 0.07% expense ratio, which is lower than VDY.TO's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESPX.AS vs. VDY.TO - Dividend Comparison
ESPX.AS has not paid dividends to shareholders, while VDY.TO's dividend yield for the trailing twelve months is around 2.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESPX.AS iShares S&P 500 Scored and Screened UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 2.90% | 3.59% | 4.40% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% |
Frequently Asked Questions
ESPX.AS and VDY.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESPX.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESPX.AS is cheaper with a 0.07% expense ratio, compared with 0.22% for VDY.TO.
ESPX.AS is categorized as S&P 500, while VDY.TO is Dividend. ESPX.AS tracks S&P 500 ESG Index Net (USD), while VDY.TO tracks FTSE Canada High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for ESPX.AS and 0.22% for VDY.TO.
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