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TTTX.TO vs. VDU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTTX.TO vs. VDU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) and Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTTX.TO achieves a 11.33% return, which is significantly lower than VDU.TO's 16.22% return.


TTTX.TO

1D
-0.31%
1M
5.58%
YTD
11.33%
6M
9.55%
1Y
40.57%
3Y*
5Y*
10Y*

VDU.TO

1D
-0.45%
1M
7.62%
YTD
16.22%
6M
17.26%
1Y
33.30%
3Y*
20.33%
5Y*
11.99%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTTX.TO vs. VDU.TO - Yearly Performance Comparison


2026 (YTD)20252024
TTTX.TO
Global X Innovative Bluechip Top 10 Index ETF
11.33%18.31%21.44%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF
16.22%27.97%1.13%

Correlation

The correlation between TTTX.TO and VDU.TO is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

Correlation (All Time)
Calculated using the full available price history since May 21, 2024

0.05

TTTX.TO vs. VDU.TO - Sectors Allocation Comparison


Sectors
TTTX.TO
VDU.TO

Technology

49.8%
13.8%

Healthcare

23.1%
8.2%

Communication Services

14.2%
3.4%

Consumer Cyclical

13.0%
7.5%

Basic Materials

-

7.5%

Consumer Defensive

-

5.6%

Energy

-

5.4%

Financial Services

-

23.3%

Industrials

-

19.2%

Real Estate

-

2.7%

Utilities

-

3.3%

Technology

TTTX.TO
49.8%
VDU.TO
13.8%

Healthcare

TTTX.TO
23.1%
VDU.TO
8.2%

Communication Services

TTTX.TO
14.2%
VDU.TO
3.4%

Consumer Cyclical

TTTX.TO
13.0%
VDU.TO
7.5%

Basic Materials

TTTX.TO

-

VDU.TO
7.5%

Consumer Defensive

TTTX.TO

-

VDU.TO
5.6%

Energy

TTTX.TO

-

VDU.TO
5.4%

Financial Services

TTTX.TO

-

VDU.TO
23.3%

Industrials

TTTX.TO

-

VDU.TO
19.2%

Real Estate

TTTX.TO

-

VDU.TO
2.7%

Utilities

TTTX.TO

-

VDU.TO
3.3%

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Return for Risk

TTTX.TO vs. VDU.TO — Risk / Return Rank

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

TTTX.TO
TTTX.TO Risk / Return Rank: 7777
Overall Rank
TTTX.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TTTX.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
TTTX.TO Omega Ratio Rank: 8181
Omega Ratio Rank
TTTX.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
TTTX.TO Martin Ratio Rank: 6363
Martin Ratio Rank

VDU.TO
VDU.TO Risk / Return Rank: 6565
Overall Rank
VDU.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VDU.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VDU.TO Omega Ratio Rank: 6868
Omega Ratio Rank
VDU.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VDU.TO Martin Ratio Rank: 6565
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.

TTTX.TO vs. VDU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) and Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.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.


TTTX.TOVDU.TODifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.49

1.42

+0.07

Calmar ratioReturn relative to maximum drawdown

3.69

2.92

+0.78

Martin ratioReturn relative to average drawdown

11.24

12.06

-0.82

TTTX.TO vs. VDU.TO - Sharpe Ratio Comparison

The current TTTX.TO Sharpe Ratio is 2.71, which is comparable to the VDU.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of TTTX.TO and VDU.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.


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Sharpe Ratios by Period


TTTX.TOVDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

2.28

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.70

+0.56

Drawdowns

TTTX.TO vs. VDU.TO - Drawdown Comparison

The maximum TTTX.TO drawdown since its inception was -23.27%, smaller than the maximum VDU.TO drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for TTTX.TO and VDU.TO.


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Drawdown Indicators


TTTX.TOVDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-29.19%

+5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-11.47%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

Max Drawdown (10Y)

Largest decline over 10 years

-29.19%

Current Drawdown

Current decline from peak

-0.31%

-0.45%

+0.14%

Average Drawdown

Average peak-to-trough decline

-4.19%

-4.66%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.77%

+1.06%

Volatility

TTTX.TO vs. VDU.TO - Volatility Comparison

The current volatility for Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) is 4.31%, while Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a volatility of 5.23%. This indicates that TTTX.TO experiences smaller price fluctuations and is considered to be less risky than VDU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTTX.TOVDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

5.23%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

12.47%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

14.68%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

13.50%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

14.75%

+5.94%

TTTX.TO vs. VDU.TO - Expense Ratio Comparison

TTTX.TO has a 0.60% expense ratio, which is higher than VDU.TO's 0.22% expense ratio.


Dividends

TTTX.TO vs. VDU.TO - Dividend Comparison

TTTX.TO's dividend yield for the trailing twelve months is around 0.09%, less than VDU.TO's 2.09% yield.


PositionTTM20252024202320222021202020192018201720162015
TTTX.TO
Global X Innovative Bluechip Top 10 Index ETF
0.09%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF
2.09%2.61%2.55%2.54%2.14%2.67%1.64%2.48%2.61%2.26%2.41%2.25%

Frequently Asked Questions


TTTX.TO and VDU.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDU.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDU.TO is cheaper with a 0.22% expense ratio, compared with 0.60% for TTTX.TO.

TTTX.TO tracks Mirae Asset Global Innovative Bluechip Top 10 Index, while VDU.TO tracks FTSE Developed All Cap ex US Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.60% for TTTX.TO and 0.22% for VDU.TO.

Portfolio Optimizer

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