PortfoliosLab logoPortfoliosLab logo
IUSC.DE vs. VDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSC.DE vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

IUSC.DE vs. VDY.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

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


Return for Risk

IUSC.DE vs. VDY.TO — Risk / Return Rank

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

IUSC.DE
IUSC.DE Risk / Return Rank: 5555
Overall Rank
IUSC.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IUSC.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUSC.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IUSC.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IUSC.DE Martin Ratio Rank: 5454
Martin Ratio Rank

VDY.TO
VDY.TO Risk / Return Rank: 9898
Overall Rank
VDY.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9898
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.

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.DEVDY.TODifference
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

IUSC.DE vs. VDY.TO - Sharpe Ratio Comparison

The current IUSC.DE Sharpe Ratio is 1.85, which is lower than the VDY.TO Sharpe Ratio of 4.49. The chart below compares the historical Sharpe Ratios of IUSC.DE and VDY.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.


Loading charts...

Sharpe Ratios by Period


IUSC.DEVDY.TODifference

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.


Loading charts...

Drawdown Indicators


IUSC.DEVDY.TODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.12%

-1.27%

-9.85%

Average Drawdown

Average peak-to-trough decline

-25.36%

-7.47%

-17.89%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


IUSC.DEVDY.TODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IUSC.DE and VDY.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer