IUSC.DE vs. VDY.TO
IUSC.DE (iShares MSCI EM Latin America UCITS ETF (Dist)) and VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) are both exchange-traded funds - IUSC.DE is a Latin America Equities fund tracking the MSCI Emerging Markets Latin America 10/40, while VDY.TO is a Dividend fund tracking the FTSE Canada High Dividend Yield Index. Both are passively managed. Over the past 10 years, IUSC.DE returned 6.94%/yr vs 12.80%/yr for VDY.TO. At a 0.43 correlation, their price movements are largely independent. IUSC.DE charges 0.20%/yr vs 0.22%/yr for VDY.TO.
Performance
IUSC.DE vs. VDY.TO - Performance Comparison
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Different Trading Currencies
IUSC.DE is traded in EUR, while VDY.TO is traded in CAD. To make them comparable, the VDY.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSC.DE achieves a 10.69% return, which is significantly lower than VDY.TO's 20.63% return. Over the past 10 years, IUSC.DE has underperformed VDY.TO with an annualized return of 6.94%, while VDY.TO has yielded a comparatively higher 12.80% annualized return.
IUSC.DE
- 1D
- -0.68%
- 1M
- -7.19%
- YTD
- 10.69%
- 6M
- 8.24%
- 1Y
- 33.46%
- 3Y*
- 10.03%
- 5Y*
- 9.18%
- 10Y*
- 6.94%
VDY.TO
- 1D
- 0.00%
- 1M
- 2.54%
- YTD
- 20.63%
- 6M
- 21.98%
- 1Y
- 42.31%
- 3Y*
- 21.69%
- 5Y*
- 15.07%
- 10Y*
- 12.80%
IUSC.DE vs. VDY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSC.DE iShares MSCI EM Latin America UCITS ETF (Dist) | 10.69% | 36.88% | -22.89% | 28.61% | 15.20% | -3.88% | -19.69% | 18.47% | -2.77% | 6.14% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 21.81% | 19.32% | 18.52% | 7.55% | -1.14% | 48.09% | -7.69% | 30.37% | -13.18% | 1.97% |
Correlation
The correlation between IUSC.DE and VDY.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | 0.43 |
Over the past year, the correlation between IUSC.DE and VDY.TO has dropped to 0.19 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
IUSC.DE vs. VDY.TO — Risk / Return Rank
IUSC.DE
VDY.TO
IUSC.DE vs. VDY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) 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.
| IUSC.DE | VDY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.84 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 14.96 | -11.96 |
| Martin ratioReturn relative to average drawdown | 9.20 | 49.44 | -40.24 |
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
| IUSC.DE | VDY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 4.49 | -2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.07 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.67 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.57 | -0.50 |
Drawdowns
IUSC.DE vs. VDY.TO - Drawdown Comparison
The maximum IUSC.DE drawdown since its inception was -58.97%, which is greater than VDY.TO's maximum drawdown of -44.18%. Use the drawdown chart below to compare losses from any high point for IUSC.DE and VDY.TO.
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Drawdown Indicators
| IUSC.DE | VDY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.97% | -44.18% | -14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -2.84% | -8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -25.76% | -16.76% | -9.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -20.88% | -4.88% |
Max Drawdown (10Y)Largest decline over 10 years | -49.91% | -44.18% | -5.73% |
Current DrawdownCurrent decline from peak | -11.12% | -1.27% | -9.85% |
Average DrawdownAverage peak-to-trough decline | -25.36% | -7.47% | -17.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 0.86% | +2.77% |
Volatility
IUSC.DE vs. VDY.TO - Volatility Comparison
iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) has a higher volatility of 5.36% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 3.62%. This indicates that IUSC.DE's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSC.DE | VDY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 3.62% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 7.39% | +7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 9.48% | +8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.76% | 14.22% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.22% | 19.10% | +6.12% |
IUSC.DE vs. VDY.TO - Expense Ratio Comparison
IUSC.DE has a 0.20% 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
IUSC.DE vs. VDY.TO - Dividend Comparison
IUSC.DE's dividend yield for the trailing twelve months is around 3.02%, more than VDY.TO's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSC.DE iShares MSCI EM Latin America UCITS ETF (Dist) | 3.02% | 3.20% | 5.24% | 3.98% | 6.78% | 2.68% | 1.65% | 2.07% | 1.88% | 1.41% | 1.22% | 2.65% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 2.87% | 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
IUSC.DE and VDY.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSC.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSC.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for VDY.TO.
IUSC.DE is categorized as Latin America Equities, while VDY.TO is Dividend. IUSC.DE tracks MSCI Emerging Markets Latin America 10/40, while VDY.TO tracks FTSE Canada High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IUSC.DE and 0.22% for VDY.TO.
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