HDI.DE vs. VEQT.TO

Last updated Jun 5, 2026

HDI.DE (The Home Depot Inc) is a stock, while VEQT.TO (Vanguard All-Equity ETF Portfolio) is Global Equities fund actively managed by Vanguard. At a 0.26 correlation, their price movements are largely independent.

Performance

HDI.DE vs. VEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in The Home Depot Inc (HDI.DE) and Vanguard All-Equity ETF Portfolio (VEQT.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

HDI.DE is traded in EUR, while VEQT.TO is traded in CAD. To make them comparable, the VEQT.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HDI.DE achieves a -8.34% return, which is significantly lower than VEQT.TO's 10.90% return.

HDI.DE

• 1D: -0.36%
• 1M: -1.64%
• YTD: -8.34%
• 6M: -10.68%
• 1Y: -15.59%
• 3Y*: 1.22%
• 5Y*: 3.13%
• 10Y*: —

VEQT.TO

• 1D: -2.08%
• 1M: 1.15%
• YTD: 10.90%
• 6M: 10.85%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HDI.DE vs. VEQT.TO - Yearly Performance Comparison

	2026 (YTD)	2025
HDI.DE The Home Depot Inc	-8.34%	-7.81%
VEQT.TO Vanguard All-Equity ETF Portfolio	10.90%	12.44%

Correlation

The correlation between HDI.DE and VEQT.TO is 0.26, 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	0.26

Return for Risk

HDI.DE vs. VEQT.TO — Risk / Return Rank

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

HDI.DE

HDI.DE Risk / Return Rank: 16
HDI.DE Sharpe Ratio Rank: 13
HDI.DE Sortino Ratio Rank: 13
HDI.DE Omega Ratio Rank: 16
HDI.DE Calmar Ratio Rank: 22
HDI.DE Martin Ratio Rank: 15

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.

HDI.DE vs. VEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Home Depot Inc (HDI.DE) and Vanguard All-Equity ETF Portfolio (VEQT.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.

	HDI.DE	VEQT.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	—	—
Sortino ratio: Return per unit of downside risk	-0.84	—	—
Omega ratio: Gain probability vs. loss probability	0.91	—	—
Calmar ratio: Return relative to maximum drawdown	-0.57	—	—
Martin ratio: Return relative to average drawdown	-1.20	—	—
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

	HDI.DE	VEQT.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.66	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	2.10	-1.85

Drawdowns

HDI.DE vs. VEQT.TO - Drawdown Comparison

The maximum HDI.DE drawdown since its inception was -35.47%, which is greater than VEQT.TO's maximum drawdown of -6.86%. Use the drawdown chart below to compare losses from any high point for HDI.DE and VEQT.TO.

Drawdown Indicators

	HDI.DE	VEQT.TO	Difference
Max Drawdown Largest peak-to-trough decline	-35.47%	-6.86%	-28.61%
Max Drawdown (1Y) Largest decline over 1 year	-27.96%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-35.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.47%	—	—
Current Drawdown Current decline from peak	-32.35%	-2.33%	-30.02%
Average Drawdown Average peak-to-trough decline	-13.19%	-0.94%	-12.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.36%	—	—

Volatility

Volatility by Period

	HDI.DE	VEQT.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.12%	11.90%	+12.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.60%	11.90%	+11.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.72%	11.90%	+13.82%

Dividends

HDI.DE vs. VEQT.TO - Dividend Comparison

HDI.DE's dividend yield for the trailing twelve months is around 3.22%, more than VEQT.TO's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
HDI.DE The Home Depot Inc	2.57%	2.36%	1.91%	2.12%	2.08%	1.32%	2.04%	0.54%
VEQT.TO Vanguard All-Equity ETF Portfolio	1.28%	1.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HDI.DE and VEQT.TO in my portfolio?

HDI.DE and VEQT.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.