HEQT.TO vs. VIDY.TO
Compare and contrast key facts about Horizons All-Equity Asset Allocation ETF (HEQT.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO).
HEQT.TO and VIDY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HEQT.TO is an actively managed fund by Horizons. It was launched on Sep 13, 2019. VIDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed ex North America High Dividend Yield Index. It was launched on Aug 21, 2018.
Performance
HEQT.TO vs. VIDY.TO - Performance Comparison
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HEQT.TO vs. VIDY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HEQT.TO Horizons All-Equity Asset Allocation ETF | 1.15% | 19.82% | 25.95% | 31.63% | -12.65% | 23.11% | 16.34% | 7.76% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 8.23% | 34.37% | 13.41% | 15.46% | 1.54% | 14.21% | -2.65% | 3.76% |
Returns By Period
In the year-to-date period, HEQT.TO achieves a 1.15% return, which is significantly lower than VIDY.TO's 8.23% return.
HEQT.TO
- 1D
- 0.85%
- 1M
- -3.24%
- YTD
- 1.15%
- 6M
- 3.29%
- 1Y
- 21.21%
- 3Y*
- 22.36%
- 5Y*
- 15.15%
- 10Y*
- —
VIDY.TO
- 1D
- 1.21%
- 1M
- -2.09%
- YTD
- 8.23%
- 6M
- 13.51%
- 1Y
- 30.02%
- 3Y*
- 21.99%
- 5Y*
- 15.50%
- 10Y*
- —
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HEQT.TO vs. VIDY.TO - Expense Ratio Comparison
HEQT.TO has a 0.20% expense ratio, which is lower than VIDY.TO's 0.31% expense ratio.
Return for Risk
HEQT.TO vs. VIDY.TO — Risk / Return Rank
HEQT.TO
VIDY.TO
HEQT.TO vs. VIDY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizons All-Equity Asset Allocation ETF (HEQT.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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.
| HEQT.TO | VIDY.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.90 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.85 | 2.51 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.38 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.51 | -0.66 |
Martin ratioReturn relative to average drawdown | 8.12 | 10.18 | -2.06 |
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
| HEQT.TO | VIDY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.90 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 1.17 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.72 | +0.24 |
Correlation
The correlation between HEQT.TO and VIDY.TO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HEQT.TO vs. VIDY.TO - Dividend Comparison
HEQT.TO's dividend yield for the trailing twelve months is around 1.76%, less than VIDY.TO's 2.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HEQT.TO Horizons All-Equity Asset Allocation ETF | 1.76% | 1.70% | 3.22% | 7.85% | 7.31% | 0.48% | 1.40% | 0.22% | 0.00% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 2.52% | 2.80% | 3.59% | 3.89% | 4.37% | 3.28% | 3.34% | 3.36% | 0.93% |
Drawdowns
HEQT.TO vs. VIDY.TO - Drawdown Comparison
The maximum HEQT.TO drawdown since its inception was -31.82%, roughly equal to the maximum VIDY.TO drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for HEQT.TO and VIDY.TO.
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Drawdown Indicators
| HEQT.TO | VIDY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.82% | -31.99% | +0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.73% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.25% | -19.02% | -5.23% |
Current DrawdownCurrent decline from peak | -4.38% | -4.24% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -4.28% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.89% | -0.29% |
Volatility
HEQT.TO vs. VIDY.TO - Volatility Comparison
Horizons All-Equity Asset Allocation ETF (HEQT.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) have volatilities of 6.21% and 6.27%, 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
| HEQT.TO | VIDY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 6.27% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 10.01% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 15.88% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 13.29% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 16.48% | +0.79% |