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

Performance

TTTX.TO vs. VEF.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 US (VEF.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
TTTX.TO
Global X Innovative Bluechip Top 10 Index ETF
-5.40%18.31%21.44%
VEF.TO
Vanguard FTSE Developed All Cap Ex US
5.64%24.61%-1.25%

Returns By Period

In the year-to-date period, TTTX.TO achieves a -5.40% return, which is significantly lower than VEF.TO's 5.64% return.


TTTX.TO

1D
3.50%
1M
-0.47%
YTD
-5.40%
6M
-2.07%
1Y
22.21%
3Y*
5Y*
10Y*

VEF.TO

1D
1.47%
1M
-4.17%
YTD
5.64%
6M
12.04%
1Y
27.38%
3Y*
16.79%
5Y*
11.44%
10Y*
10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

TTTX.TO vs. VEF.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: 5454
Overall Rank
TTTX.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TTTX.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
TTTX.TO Omega Ratio Rank: 5757
Omega Ratio Rank
TTTX.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
TTTX.TO Martin Ratio Rank: 4747
Martin Ratio Rank

VEF.TO
VEF.TO Risk / Return Rank: 8484
Overall Rank
VEF.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VEF.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
VEF.TO Omega Ratio Rank: 8787
Omega Ratio Rank
VEF.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
VEF.TO Martin Ratio Rank: 8585
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. VEF.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 US (VEF.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.TOVEF.TODifference

Sharpe ratio

Return per unit of total volatility

1.00

1.69

-0.69

Sortino ratio

Return per unit of downside risk

1.56

2.30

-0.75

Omega ratio

Gain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratio

Return relative to maximum drawdown

1.63

2.48

-0.85

Martin ratio

Return relative to average drawdown

5.15

10.40

-5.25

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

The current TTTX.TO Sharpe Ratio is 1.00, which is lower than the VEF.TO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of TTTX.TO and VEF.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


TTTX.TOVEF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.69

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.67

+0.18

Correlation

The correlation between TTTX.TO and VEF.TO is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TTTX.TO vs. VEF.TO - Dividend Comparison

TTTX.TO's dividend yield for the trailing twelve months is around 0.11%, less than VEF.TO's 2.25% yield.


TTM20252024202320222021202020192018201720162015
TTTX.TO
Global X Innovative Bluechip Top 10 Index ETF
0.11%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEF.TO
Vanguard FTSE Developed All Cap Ex US
2.25%2.61%2.55%2.50%2.21%2.55%1.73%2.41%2.64%2.21%2.31%2.39%

Drawdowns

TTTX.TO vs. VEF.TO - Drawdown Comparison

The maximum TTTX.TO drawdown since its inception was -23.27%, smaller than the maximum VEF.TO drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for TTTX.TO and VEF.TO.


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Drawdown Indicators


TTTX.TOVEF.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-33.03%

+9.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-11.16%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

Current Drawdown

Current decline from peak

-8.58%

-5.16%

-3.42%

Average Drawdown

Average peak-to-trough decline

-4.43%

-4.30%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

2.66%

+1.73%

Volatility

TTTX.TO vs. VEF.TO - Volatility Comparison

Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) and Vanguard FTSE Developed All Cap Ex US (VEF.TO) have volatilities of 6.80% and 6.49%, 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


TTTX.TOVEF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

6.49%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

10.07%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

16.29%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

13.29%

+7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

15.47%

+5.64%