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TDGB.L vs. VFV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDGB.L and VFV.TO is 0.49, 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.


-0.50.00.51.00.5

Performance

TDGB.L vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.03%
10.78%
TDGB.L
VFV.TO

Key characteristics

Sharpe Ratio

TDGB.L:

1.40

VFV.TO:

2.61

Sortino Ratio

TDGB.L:

13.90

VFV.TO:

3.64

Omega Ratio

TDGB.L:

2.80

VFV.TO:

1.48

Calmar Ratio

TDGB.L:

19.67

VFV.TO:

4.06

Martin Ratio

TDGB.L:

55.47

VFV.TO:

18.41

Ulcer Index

TDGB.L:

1.96%

VFV.TO:

1.68%

Daily Std Dev

TDGB.L:

77.43%

VFV.TO:

11.82%

Max Drawdown

TDGB.L:

-37.34%

VFV.TO:

-27.43%

Current Drawdown

TDGB.L:

-0.32%

VFV.TO:

-0.48%

Returns By Period

In the year-to-date period, TDGB.L achieves a 8.58% return, which is significantly higher than VFV.TO's 3.48% return.


TDGB.L

YTD

8.58%

1M

2.21%

6M

10.79%

1Y

108.28%

5Y*

43.31%

10Y*

N/A

VFV.TO

YTD

3.48%

1M

0.85%

6M

14.99%

1Y

31.34%

5Y*

16.20%

10Y*

14.42%

*Annualized

Compare stocks, funds, or ETFs

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


TDGB.L vs. VFV.TO - Expense Ratio Comparison

TDGB.L has a 0.38% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.


TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
Expense ratio chart for TDGB.L: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

TDGB.L vs. VFV.TO — Risk-Adjusted Performance Rank

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

TDGB.L
The Risk-Adjusted Performance Rank of TDGB.L is 9191
Overall Rank
The Sharpe Ratio Rank of TDGB.L is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TDGB.L is 9999
Sortino Ratio Rank
The Omega Ratio Rank of TDGB.L is 9999
Omega Ratio Rank
The Calmar Ratio Rank of TDGB.L is 9999
Calmar Ratio Rank
The Martin Ratio Rank of TDGB.L is 9898
Martin Ratio Rank

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 9393
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDGB.L vs. VFV.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and Vanguard S&P 500 Index ETF (VFV.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.


Sharpe ratio
The chart of Sharpe ratio for TDGB.L, currently valued at 1.36, compared to the broader market0.002.004.001.361.81
The chart of Sortino ratio for TDGB.L, currently valued at 11.43, compared to the broader market-2.000.002.004.006.008.0010.0012.0011.432.48
The chart of Omega ratio for TDGB.L, currently valued at 2.42, compared to the broader market0.501.001.502.002.503.002.421.34
The chart of Calmar ratio for TDGB.L, currently valued at 13.65, compared to the broader market0.005.0010.0015.0013.652.70
The chart of Martin ratio for TDGB.L, currently valued at 37.70, compared to the broader market0.0020.0040.0060.0080.00100.0037.7011.14
TDGB.L
VFV.TO

The current TDGB.L Sharpe Ratio is 1.40, which is lower than the VFV.TO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of TDGB.L and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.36
1.81
TDGB.L
VFV.TO

Dividends

TDGB.L vs. VFV.TO - Dividend Comparison

TDGB.L's dividend yield for the trailing twelve months is around 190.02%, more than VFV.TO's 0.96% yield.


TTM20242023202220212020201920182017201620152014
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
190.02%206.32%52.52%4.40%4.06%4.16%3.90%0.00%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%

Drawdowns

TDGB.L vs. VFV.TO - Drawdown Comparison

The maximum TDGB.L drawdown since its inception was -37.34%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for TDGB.L and VFV.TO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.54%
0
TDGB.L
VFV.TO

Volatility

TDGB.L vs. VFV.TO - Volatility Comparison

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) has a higher volatility of 2.96% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 2.76%. This indicates that TDGB.L's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.96%
2.76%
TDGB.L
VFV.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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