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TILV.TO vs. VIDY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

TILV.TO vs. VIDY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about TD Q International Low Volatility ETF (TILV.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO).

TILV.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. TILV.TO is an actively managed fund by TD. It was launched on May 7, 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

TILV.TO vs. VIDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q International Low Volatility ETF (TILV.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). The values are adjusted to include any dividend payments, if applicable.

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TILV.TO vs. VIDY.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
TILV.TO
TD Q International Low Volatility ETF		9.13%19.69%13.19%8.85%-4.94%14.06%-5.88%4.32%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		6.94%34.37%13.41%15.46%1.54%14.21%-2.65%4.06%

Returns By Period

In the year-to-date period, TILV.TO achieves a 9.13% return, which is significantly higher than VIDY.TO's 6.94% return.

TILV.TO

1D
1.91%
1M
-2.20%
YTD
9.13%
6M
11.75%
1Y
18.26%
3Y*
15.30%
5Y*
11.23%
10Y*
—

VIDY.TO

1D
2.67%
1M
-4.81%
YTD
6.94%
6M
13.11%
1Y
27.84%
3Y*
21.50%
5Y*
15.22%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TD Q International Low Volatility ETF

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

Often compared with TILV.TO:
TILV.TO vs. VVO.TOTILV.TO vs. TINF.TOTILV.TO vs. FCRI.TOTILV.TO vs. QDX.TOTILV.TO vs. FCIL.NEOTILV.TO vs. ZLI.TOTILV.TO vs. RIDH.TO
Often compared with VIDY.TO:
VIDY.TO vs. VDY.TOVIDY.TO vs. VIU.TOVIDY.TO vs. VEQT.TOVIDY.TO vs. XEF.TOVIDY.TO vs. VFV.TOVIDY.TO vs. VEE.TOVIDY.TO vs. VDU.TO

TILV.TO vs. VIDY.TO - Expense Ratio Comparison

TILV.TO has a 0.40% expense ratio, which is higher than VIDY.TO's 0.31% expense ratio.

TILV.TO
TD Q International Low Volatility ETF
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

Return for Risk

TILV.TO vs. VIDY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TILV.TO
TILV.TO Risk / Return Rank: 8181
Overall Rank
TILV.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TILV.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
TILV.TO Omega Ratio Rank: 7878
Omega Ratio Rank
TILV.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
TILV.TO Martin Ratio Rank: 8282
Martin Ratio Rank
VIDY.TO
VIDY.TO Risk / Return Rank: 8787
Overall Rank
VIDY.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 8989
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8686
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.

TILV.TO vs. VIDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q International Low Volatility ETF (TILV.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.

TILV.TOVIDY.TODifference

Sharpe ratio

Return per unit of total volatility

1.59

1.77

-0.17

Sortino ratio

Return per unit of downside risk

2.14

2.35

-0.21

Omega ratio

Gain probability vs. loss probability

1.31

1.35

-0.05

Calmar ratio

Return relative to maximum drawdown

2.42

2.32

+0.11

Martin ratio

Return relative to average drawdown

9.39

9.51

-0.11

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TILV.TO vs. VIDY.TO - Sharpe Ratio Comparison

The current TILV.TO Sharpe Ratio is 1.59, which is comparable to the VIDY.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of TILV.TO and VIDY.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.

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Sharpe Ratios by Period

TILV.TOVIDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.77

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

1.15

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.71

0.00

Correlation

The correlation between TILV.TO and VIDY.TO is 0.42, 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

TILV.TO vs. VIDY.TO - Dividend Comparison

TILV.TO's dividend yield for the trailing twelve months is around 2.89%, more than VIDY.TO's 2.55% yield.

TTM20252024202320222021202020192018
TILV.TO
TD Q International Low Volatility ETF		2.89%3.08%3.34%3.51%2.81%2.78%2.99%2.10%0.00%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		2.55%2.80%3.59%3.89%4.37%3.28%3.34%3.36%0.93%

Drawdowns

TILV.TO vs. VIDY.TO - Drawdown Comparison

The maximum TILV.TO drawdown since its inception was -26.64%, smaller than the maximum VIDY.TO drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for TILV.TO and VIDY.TO.

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Drawdown Indicators

TILV.TOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.64%

-31.99%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-11.73%

+4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-19.02%

+2.70%

Current Drawdown

Current decline from peak

-2.20%

-5.39%

+3.19%

Average Drawdown

Average peak-to-trough decline

-4.31%

-4.28%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.89%

-0.93%

Volatility

TILV.TO vs. VIDY.TO - Volatility Comparison

The current volatility for TD Q International Low Volatility ETF (TILV.TO) is 5.49%, while Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) has a volatility of 6.86%. This indicates that TILV.TO experiences smaller price fluctuations and is considered to be less risky than VIDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TILV.TOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

6.86%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

9.96%

-2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

15.84%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.90%

13.28%

-3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

16.47%

-4.90%