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GEQT.TO vs. VVL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GEQT.TO vs. VVL.TO

Last updated Jul 18, 2026
Documentation

GEQT.TO (iShares ESG Equity ETF Portfolio) and VVL.TO (Vanguard Global Value Factor ETF CAD) are both Global Equities funds. Both are actively managed. Over the past 5 years, GEQT.TO returned 13.51%/yr vs 15.08%/yr for VVL.TO. A 0.50 correlation means they provide meaningful diversification when combined. GEQT.TO charges 0.25%/yr vs 0.38%/yr for VVL.TO.

Performance

GEQT.TO vs. VVL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Equity ETF Portfolio (GEQT.TO) and Vanguard Global Value Factor ETF CAD (VVL.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, GEQT.TO achieves a 14.24% return, which is significantly lower than VVL.TO's 17.21% return.

GEQT.TO

1D
-0.65%
1M
-1.53%
6M
10.03%
YTD
14.24%
1Y
22.29%
3Y*
21.35%
5Y*
13.51%
10Y*
—

VVL.TO

1D
-0.88%
1M
3.91%
6M
11.32%
YTD
17.21%
1Y
30.32%
3Y*
20.05%
5Y*
15.08%
10Y*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEQT.TO vs. VVL.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
GEQT.TO
iShares ESG Equity ETF Portfolio		14.24%17.86%25.42%22.35%-15.19%21.99%7.15%
VVL.TO
Vanguard Global Value Factor ETF CAD		17.21%18.01%15.01%16.57%0.50%29.77%18.43%

Correlation

The correlation between GEQT.TO and VVL.TO is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.59

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

0.55

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

0.50

The correlation between GEQT.TO and VVL.TO has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

GEQT.TO vs. VVL.TO - Sectors Allocation Comparison

Sectors
GEQT.TO
VVL.TO

Technology

40.1%
10.5%

Financial Services

32.6%
25.3%

Industrials

6.1%
9.8%

Basic Materials

6.1%
6.0%

Consumer Cyclical

3.9%
14.8%

Healthcare

3.4%
10.8%

Communication Services

2.1%
6.1%

Consumer Defensive

1.9%
6.5%

Real Estate

1.5%
0.9%

Utilities

1.0%
0.0%

Energy

0.1%
9.4%

Technology

GEQT.TO
40.1%
VVL.TO
10.5%

Financial Services

GEQT.TO
32.6%
VVL.TO
25.3%

Industrials

GEQT.TO
6.1%
VVL.TO
9.8%

Basic Materials

GEQT.TO
6.1%
VVL.TO
6.0%

Consumer Cyclical

GEQT.TO
3.9%
VVL.TO
14.8%

Healthcare

GEQT.TO
3.4%
VVL.TO
10.8%

Communication Services

GEQT.TO
2.1%
VVL.TO
6.1%

Consumer Defensive

GEQT.TO
1.9%
VVL.TO
6.5%

Real Estate

GEQT.TO
1.5%
VVL.TO
0.9%

Utilities

GEQT.TO
1.0%
VVL.TO
0.0%

Energy

GEQT.TO
0.1%
VVL.TO
9.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Equity ETF Portfolio

Vanguard Global Value Factor ETF CAD

Often compared with GEQT.TO:
GEQT.TO vs. XEQT.TOGEQT.TO vs. GGRO.TOGEQT.TO vs. ZAG.TOGEQT.TO vs. GBAL.TOGEQT.TO vs. XEN.TOGEQT.TO vs. XBAL.TOGEQT.TO vs. VT
Often compared with VVL.TO:
VVL.TO vs. VFV.TOVVL.TO vs. XEQT.TOVVL.TO vs. VTVVVL.TO vs. VTVVL.TO vs. ZID.TOVVL.TO vs. SCHDVVL.TO vs. VGG.TO

Return for Risk

GEQT.TO vs. VVL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GEQT.TO
GEQT.TO Risk / Return Rank: 5858
Overall Rank
GEQT.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GEQT.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
GEQT.TO Omega Ratio Rank: 5353
Omega Ratio Rank
GEQT.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
GEQT.TO Martin Ratio Rank: 6969
Martin Ratio Rank
VVL.TO
VVL.TO Risk / Return Rank: 8585
Overall Rank
VVL.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VVL.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
VVL.TO Omega Ratio Rank: 8383
Omega Ratio Rank
VVL.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
VVL.TO Martin Ratio Rank: 8585
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.

GEQT.TO vs. VVL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Equity ETF Portfolio (GEQT.TO) and Vanguard Global Value Factor ETF CAD (VVL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

GEQT.TOVVL.TODifference
Sharpe ratioReturn per unit of total volatility
1.49
2.21

-0.72

Sortino ratioReturn per unit of downside risk
2.09
3.20

-1.11

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

2.41

3.45

-1.04

Martin ratioReturn relative to average drawdown

9.65

13.60

-3.95

GEQT.TO vs. VVL.TO - Sharpe Ratio Comparison

The current GEQT.TO Sharpe Ratio is 1.49, which is lower than the VVL.TO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of GEQT.TO and VVL.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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Drawdowns

GEQT.TO vs. VVL.TO - Drawdown Comparison

The maximum GEQT.TO drawdown since its inception was -23.66%, smaller than the maximum VVL.TO drawdown of -43.88%. Use the drawdown chart below to compare losses from any high point for GEQT.TO and VVL.TO.

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Drawdown Indicators

GEQT.TOVVL.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.66%

-43.88%

+20.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-8.83%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-18.07%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-18.07%

-5.59%

Max Drawdown (10Y)

Largest decline over 10 years

—

-43.88%

—

Current Drawdown

Current decline from peak

-3.45%

-0.88%

-2.57%

Average Drawdown

Average peak-to-trough decline

-5.04%

-5.73%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.24%

+0.08%

Volatility

GEQT.TO vs. VVL.TO - Volatility Comparison

iShares ESG Equity ETF Portfolio (GEQT.TO) has a higher volatility of 5.12% compared to Vanguard Global Value Factor ETF CAD (VVL.TO) at 3.21%. This indicates that GEQT.TO's price experiences larger fluctuations and is considered to be riskier than VVL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GEQT.TOVVL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

3.21%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

9.57%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.11%

13.84%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

16.07%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

18.77%

-1.41%

GEQT.TO vs. VVL.TO - Expense Ratio Comparison

GEQT.TO has a 0.25% expense ratio, which is lower than VVL.TO's 0.38% expense ratio.

Dividends

GEQT.TO vs. VVL.TO - Dividend Comparison

GEQT.TO's dividend yield for the trailing twelve months is around 1.16%, less than VVL.TO's 1.61% yield.

PositionTTM2025202420232022202120202019201820172016
GEQT.TO
iShares ESG Equity ETF Portfolio		1.16%1.26%1.38%1.58%1.82%1.32%0.87%0.00%0.00%0.00%0.00%
VVL.TO
Vanguard Global Value Factor ETF CAD		1.61%1.89%2.19%2.69%2.57%1.50%1.70%2.65%2.15%1.35%0.60%

Frequently Asked Questions

GEQT.TO and VVL.TO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GEQT.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GEQT.TO is cheaper with a 0.25% expense ratio, compared with 0.38% for VVL.TO.

They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for GEQT.TO and 0.38% for VVL.TO.

Portfolio Optimizer

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