NRGY.TO vs. VDE
Compare and contrast key facts about Global X Equal Weight Canadian Oil & Gas Index ETF (NRGY.TO) and Vanguard Energy ETF (VDE).
NRGY.TO and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NRGY.TO is a passively managed fund by Global X that tracks the performance of the Mirae Asset Equal Weight Canadian Oil & Gas Index. It was launched on Nov 6, 2024. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both NRGY.TO and VDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NRGY.TO vs. VDE - Performance Comparison
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NRGY.TO vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NRGY.TO Global X Equal Weight Canadian Oil & Gas Index ETF | 27.04% | 14.36% | -3.17% |
VDE Vanguard Energy ETF | 34.92% | 2.20% | -2.87% |
Different Trading Currencies
NRGY.TO is traded in CAD, while VDE is traded in USD. To make them comparable, the VDE values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NRGY.TO achieves a 27.04% return, which is significantly lower than VDE's 40.08% return.
NRGY.TO
- 1D
- -3.20%
- 1M
- 5.67%
- YTD
- 27.04%
- 6M
- 28.38%
- 1Y
- 36.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDE
- 1D
- 0.00%
- 1M
- 10.02%
- YTD
- 40.08%
- 6M
- 38.95%
- 1Y
- 32.99%
- 3Y*
- 19.60%
- 5Y*
- 26.82%
- 10Y*
- 11.98%
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NRGY.TO vs. VDE - Expense Ratio Comparison
NRGY.TO has a 0.49% expense ratio, which is higher than VDE's 0.10% expense ratio.
Return for Risk
NRGY.TO vs. VDE — Risk / Return Rank
NRGY.TO
VDE
NRGY.TO vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Oil & Gas Index ETF (NRGY.TO) and Vanguard Energy ETF (VDE). 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.
| NRGY.TO | VDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 1.33 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.71 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.64 | +0.66 |
Martin ratioReturn relative to average drawdown | 8.57 | 3.83 | +4.74 |
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
| NRGY.TO | VDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.33 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.10 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.47 | 0.41 | +1.06 |
Correlation
The correlation between NRGY.TO and VDE is 0.70, 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
NRGY.TO vs. VDE - Dividend Comparison
NRGY.TO's dividend yield for the trailing twelve months is around 3.24%, more than VDE's 2.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRGY.TO Global X Equal Weight Canadian Oil & Gas Index ETF | 3.24% | 3.87% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.36% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
NRGY.TO vs. VDE - Drawdown Comparison
The maximum NRGY.TO drawdown since its inception was -16.59%, smaller than the maximum VDE drawdown of -65.56%. Use the drawdown chart below to compare losses from any high point for NRGY.TO and VDE.
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Drawdown Indicators
| NRGY.TO | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.59% | -74.20% | +57.61% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -18.91% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.29% | — |
Current DrawdownCurrent decline from peak | -4.12% | -5.74% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -20.06% | +16.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 6.61% | -2.26% |
Volatility
NRGY.TO vs. VDE - Volatility Comparison
Global X Equal Weight Canadian Oil & Gas Index ETF (NRGY.TO) and Vanguard Energy ETF (VDE) have volatilities of 5.15% and 5.30%, 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
| NRGY.TO | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 5.30% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 13.78% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.02% | 24.85% | -5.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 24.41% | -5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 27.44% | -8.47% |