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

Performance

TILV.TO vs. VIG - 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 Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TILV.TO is traded in CAD, while VIG is traded in USD. To make them comparable, the VIG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TILV.TO achieves a 6.87% return, which is significantly lower than VIG's 8.94% return.


TILV.TO

1D
-0.05%
1M
0.99%
YTD
6.87%
6M
6.51%
1Y
13.37%
3Y*
14.53%
5Y*
10.23%
10Y*

VIG

1D
0.22%
1M
5.86%
YTD
8.94%
6M
6.57%
1Y
21.17%
3Y*
17.84%
5Y*
13.78%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TILV.TO vs. VIG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TILV.TO
TD Q International Low Volatility ETF
6.87%19.69%13.19%8.85%-4.94%14.06%-5.88%4.32%
VIG
Vanguard Dividend Appreciation ETF
8.94%8.93%27.04%11.99%-3.37%22.64%13.48%9.16%

Correlation

The correlation between TILV.TO and VIG is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 13, 2019

0.27

The correlation between TILV.TO and VIG shifts across timeframes, from 0.27 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

TILV.TO vs. VIG - Sectors Allocation Comparison


Sectors
TILV.TO
VIG

Financial Services

21.0%
20.6%

Consumer Defensive

19.0%
10.1%

Communication Services

17.3%
0.5%

Industrials

11.2%
11.8%

Healthcare

9.8%
16.5%

Utilities

8.1%
3.2%

Real Estate

4.8%

-

Energy

4.8%
3.5%

Consumer Cyclical

2.8%
4.7%

Basic Materials

0.6%
3.5%

Technology

0.6%
26.2%

Financial Services

TILV.TO
21.0%
VIG
20.6%

Consumer Defensive

TILV.TO
19.0%
VIG
10.1%

Communication Services

TILV.TO
17.3%
VIG
0.5%

Industrials

TILV.TO
11.2%
VIG
11.8%

Healthcare

TILV.TO
9.8%
VIG
16.5%

Utilities

TILV.TO
8.1%
VIG
3.2%

Real Estate

TILV.TO
4.8%
VIG

-

Energy

TILV.TO
4.8%
VIG
3.5%

Consumer Cyclical

TILV.TO
2.8%
VIG
4.7%

Basic Materials

TILV.TO
0.6%
VIG
3.5%

Technology

TILV.TO
0.6%
VIG
26.2%

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Return for Risk

TILV.TO vs. VIG — 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: 3636
Overall Rank
TILV.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TILV.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILV.TO Omega Ratio Rank: 3535
Omega Ratio Rank
TILV.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
TILV.TO Martin Ratio Rank: 4040
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5656
Overall Rank
VIG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6060
Sortino Ratio Rank
VIG Omega Ratio Rank: 5656
Omega Ratio Rank
VIG Calmar Ratio Rank: 5050
Calmar Ratio Rank
VIG Martin Ratio Rank: 5656
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. VIG - 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 Dividend Appreciation ETF (VIG). 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.TOVIGDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.23

1.38

-0.15

Calmar ratioReturn relative to maximum drawdown

1.89

3.06

-1.17

Martin ratioReturn relative to average drawdown

6.15

11.49

-5.34

TILV.TO vs. VIG - Sharpe Ratio Comparison

The current TILV.TO Sharpe Ratio is 1.21, which is lower than the VIG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of TILV.TO and VIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TILV.TOVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.09

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.10

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.10

-0.44

Drawdowns

TILV.TO vs. VIG - Drawdown Comparison

The maximum TILV.TO drawdown since its inception was -26.64%, which is greater than VIG's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for TILV.TO and VIG.


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Drawdown Indicators


TILV.TOVIGDifference

Max Drawdown

Largest peak-to-trough decline

-26.64%

-25.31%

-1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-6.94%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

-15.28%

+7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-18.08%

+1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-25.31%

Current Drawdown

Current decline from peak

-4.73%

0.00%

-4.73%

Average Drawdown

Average peak-to-trough decline

-4.28%

-2.57%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.85%

+0.33%

Volatility

TILV.TO vs. VIG - Volatility Comparison

TD Q International Low Volatility ETF (TILV.TO) has a higher volatility of 5.45% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.25%. This indicates that TILV.TO's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILV.TOVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

2.25%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

7.84%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

10.17%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.04%

12.54%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.67%

14.64%

-2.97%

TILV.TO vs. VIG - Expense Ratio Comparison

TILV.TO has a 0.40% expense ratio, which is higher than VIG's 0.04% expense ratio.


Dividends

TILV.TO vs. VIG - Dividend Comparison

TILV.TO's dividend yield for the trailing twelve months is around 2.95%, more than VIG's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
TILV.TO
TD Q International Low Volatility ETF
2.95%3.08%3.34%3.51%2.81%2.78%2.99%2.10%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions


TILV.TO and VIG have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIG is cheaper with a 0.04% expense ratio, compared with 0.40% for TILV.TO.

TILV.TO is categorized as Foreign Large Cap Equities, while VIG is Dividend. They also come from different issuers: TD and Vanguard. Their fees differ too: 0.40% for TILV.TO and 0.04% for VIG.

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