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GWO.TO vs. VIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GWO.TO vs. VIU.TO

Last updated Jul 22, 2026
Documentation

GWO.TO (Great-West Lifeco Inc.) is a stock, while VIU.TO (Vanguard FTSE Developed All Cap ex North America Index ETF) is International Equity fund tracking the FTSE Developed All Cap ex North America Index. Over the past 10 years, GWO.TO returned 16.14%/yr vs 10.37%/yr for VIU.TO. At a 0.32 correlation, their price movements are largely independent.

Performance

GWO.TO vs. VIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Great-West Lifeco Inc. (GWO.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.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, GWO.TO achieves a 39.01% return, which is significantly higher than VIU.TO's 16.95% return. Over the past 10 years, GWO.TO has outperformed VIU.TO with an annualized return of 16.14%, while VIU.TO has yielded a comparatively lower 10.37% annualized return.

GWO.TO

1D
0.66%
1M
4.72%
6M
45.05%
YTD
39.01%
1Y
84.54%
3Y*
38.21%
5Y*
26.07%
10Y*
16.14%
ALL TIME*
11.04%

VIU.TO

1D
2.23%
1M
-2.88%
6M
12.88%
YTD
16.95%
1Y
30.63%
3Y*
19.79%
5Y*
11.81%
10Y*
10.37%
ALL TIME*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GWO.TO vs. VIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GWO.TO
Great-West Lifeco Inc.		39.01%48.38%14.28%47.70%-12.58%31.45%-2.64%24.53%-15.76%4.08%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		16.95%28.36%10.73%15.67%-10.63%9.76%7.57%15.31%-7.37%19.23%

Correlation

The correlation between GWO.TO and VIU.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.20

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

0.29

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

0.31

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2015

0.32

The correlation between GWO.TO and VIU.TO shifts across timeframes, from 0.15 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Great-West Lifeco Inc.

Vanguard FTSE Developed All Cap ex North America Index ETF

Often compared with GWO.TO:
GWO.TO vs. MFC.TOGWO.TO vs. POW.TOGWO.TO vs. SLF.TOGWO.TO vs. ABX.TOGWO.TO vs. CAR-UN.TOGWO.TO vs. FM.TOGWO.TO vs. WELL.TO
Often compared with VIU.TO:
VIU.TO vs. XEF.TOVIU.TO vs. VIDY.TOVIU.TO vs. VCN.TOVIU.TO vs. VFV.TOVIU.TO vs. VDU.TOVIU.TO vs. XEQT.TOVIU.TO vs. VEQT.TO

Return for Risk

GWO.TO vs. VIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GWO.TO
GWO.TO Risk / Return Rank: 9999
Overall Rank
GWO.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GWO.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
GWO.TO Omega Ratio Rank: 9999
Omega Ratio Rank
GWO.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
GWO.TO Martin Ratio Rank: 9898
Martin Ratio Rank
VIU.TO
VIU.TO Risk / Return Rank: 7474
Overall Rank
VIU.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VIU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
VIU.TO Omega Ratio Rank: 7878
Omega Ratio Rank
VIU.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
VIU.TO Martin Ratio Rank: 7575
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.

GWO.TO vs. VIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifeco Inc. (GWO.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.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.

GWO.TOVIU.TODifference
Sharpe ratioReturn per unit of total volatility
5.10
1.81

+3.29

Sortino ratioReturn per unit of downside risk
6.23
2.50

+3.73

Omega ratioGain probability vs. loss probability

1.89

1.34

+0.55

Calmar ratioReturn relative to maximum drawdown

6.89

2.62

+4.27

Martin ratioReturn relative to average drawdown

26.23

10.07

+16.16

GWO.TO vs. VIU.TO - Sharpe Ratio Comparison

The current GWO.TO Sharpe Ratio is 5.10, which is higher than the VIU.TO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of GWO.TO and VIU.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

GWO.TO vs. VIU.TO - Drawdown Comparison

The maximum GWO.TO drawdown since its inception was -67.52%, which is greater than VIU.TO's maximum drawdown of -29.15%. Use the drawdown chart below to compare losses from any high point for GWO.TO and VIU.TO.

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Drawdown Indicators

GWO.TOVIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-67.52%

-29.15%

-38.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-11.74%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-12.82%

-14.26%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-27.64%

-25.34%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-44.96%

-29.15%

-15.81%

Current Drawdown

Current decline from peak

-0.77%

-3.48%

+2.71%

Average Drawdown

Average peak-to-trough decline

-11.29%

-5.29%

-6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.05%

+0.18%

Volatility

GWO.TO vs. VIU.TO - Volatility Comparison

The current volatility for Great-West Lifeco Inc. (GWO.TO) is 4.67%, while Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) has a volatility of 5.97%. This indicates that GWO.TO experiences smaller price fluctuations and is considered to be less risky than VIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GWO.TOVIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

5.97%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

15.15%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

17.02%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

14.32%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

15.04%

+5.68%

Dividends

GWO.TO vs. VIU.TO - Dividend Comparison

GWO.TO's dividend yield for the trailing twelve months is around 2.77%, more than VIU.TO's 2.27% yield.

PositionTTM20252024202320222021202020192018201720162015
GWO.TO
Great-West Lifeco Inc.		2.77%3.60%4.66%4.74%6.26%4.75%5.77%4.97%5.52%4.18%3.94%3.78%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		2.27%2.48%2.56%2.66%2.76%2.38%1.98%2.68%2.76%2.13%1.72%0.28%

Frequently Asked Questions

GWO.TO and VIU.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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