VDU.TO vs. BREA.TO

Last updated Jun 4, 2026

VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) and BREA.TO (Brompton Sustainable Real Assets Dividend ETF) are both Global Equities funds. VDU.TO is passively managed, while BREA.TO is actively managed. Over the past 5 years, VDU.TO returned 11.99%/yr vs 14.53%/yr for BREA.TO. At a 0.40 correlation, their price movements are largely independent. VDU.TO charges 0.22%/yr vs 0.96%/yr for BREA.TO.

Performance

VDU.TO vs. BREA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) and Brompton Sustainable Real Assets Dividend ETF (BREA.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDU.TO achieves a 16.22% return, which is significantly higher than BREA.TO's 14.61% return.

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%

BREA.TO

• 1D: 0.99%
• 1M: 0.38%
• YTD: 14.61%
• 6M: 14.48%
• 1Y: 26.76%
• 3Y*: 23.21%
• 5Y*: 14.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VDU.TO Vanguard FTSE Developed All Cap ex U.S. Index ETF	16.22%	27.97%	11.37%	14.56%	-9.89%	10.23%	24.02%
BREA.TO Brompton Sustainable Real Assets Dividend ETF	14.61%	21.56%	23.40%	6.31%	-2.35%	18.66%	10.37%

Correlation

The correlation between VDU.TO and BREA.TO is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (All Time) Calculated using the full available price history since May 5, 2020	0.40

Over the past year, VDU.TO and BREA.TO have become more correlated (0.62) than their long-term average of 0.40, meaning their price movements have been converging.

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

Sectors	VDU.TO	BREA.TO
Financial Services	23.3%	-
Industrials	19.2%	45.9%
Technology	13.8%	4.8%
Healthcare	8.2%	-
Basic Materials	7.5%	5.4%
Consumer Cyclical	7.5%	-
Consumer Defensive	5.6%	-
Energy	5.4%	19.9%
Communication Services	3.4%	9.9%
Utilities	3.3%	10.1%
Real Estate	2.7%	4.1%

Return for Risk

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

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

VDU.TO

VDU.TO Risk / Return Rank: 65
VDU.TO Sharpe Ratio Rank: 68
VDU.TO Sortino Ratio Rank: 67
VDU.TO Omega Ratio Rank: 68
VDU.TO Calmar Ratio Rank: 58
VDU.TO Martin Ratio Rank: 65

BREA.TO

BREA.TO Risk / Return Rank: 60
BREA.TO Sharpe Ratio Rank: 57
BREA.TO Sortino Ratio Rank: 56
BREA.TO Omega Ratio Rank: 60
BREA.TO Calmar Ratio Rank: 66
BREA.TO Martin Ratio Rank: 63

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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) and Brompton Sustainable Real Assets Dividend ETF (BREA.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.

	VDU.TO	BREA.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.92	+0.36
Sortino ratio: Return per unit of downside risk	3.13	2.67	+0.46
Omega ratio: Gain probability vs. loss probability	1.42	1.36	+0.06
Calmar ratio: Return relative to maximum drawdown	2.92	3.25	-0.33
Martin ratio: Return relative to average drawdown	12.06	11.21	+0.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VDU.TO Sharpe Ratio is 2.28, which is comparable to the BREA.TO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of VDU.TO and BREA.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.

Sharpe Ratios by Period

	VDU.TO	BREA.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.92	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	0.89	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.96	-0.26

Drawdowns

VDU.TO vs. BREA.TO - Drawdown Comparison

The maximum VDU.TO drawdown since its inception was -29.19%, which is greater than BREA.TO's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for VDU.TO and BREA.TO.

Drawdown Indicators

	VDU.TO	BREA.TO	Difference
Max Drawdown Largest peak-to-trough decline	-29.19%	-19.15%	-10.04%
Max Drawdown (1Y) Largest decline over 1 year	-11.47%	-8.35%	-3.12%
Max Drawdown (3Y) Largest decline over 3 years	-14.02%	-16.36%	+2.34%
Max Drawdown (5Y) Largest decline over 5 years	-24.10%	-19.15%	-4.95%
Max Drawdown (10Y) Largest decline over 10 years	-29.19%	—	—
Current Drawdown Current decline from peak	-0.45%	-2.33%	+1.88%
Average Drawdown Average peak-to-trough decline	-4.66%	-4.40%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.42%	+0.35%

Volatility

VDU.TO vs. BREA.TO - Volatility Comparison

Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a higher volatility of 5.23% compared to Brompton Sustainable Real Assets Dividend ETF (BREA.TO) at 4.70%. This indicates that VDU.TO's price experiences larger fluctuations and is considered to be riskier than BREA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDU.TO	BREA.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	4.70%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	12.47%	11.30%	+1.17%
Volatility (1Y) Calculated over the trailing 1-year period	14.68%	14.19%	+0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.50%	16.34%	-2.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.75%	15.68%	-0.93%

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

VDU.TO has a 0.22% expense ratio, which is lower than BREA.TO's 0.96% expense ratio.

Dividends

VDU.TO vs. BREA.TO - Dividend Comparison

VDU.TO's dividend yield for the trailing twelve months is around 2.09%, less than BREA.TO's 4.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BREA.TO Brompton Sustainable Real Assets Dividend ETF	4.85%	4.95%	4.89%	5.17%	4.81%	4.12%	3.08%	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

Can I hold both VDU.TO and BREA.TO in my portfolio?

VDU.TO and BREA.TO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VDU.TO or BREA.TO?

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.

Which ETF is cheaper, VDU.TO or BREA.TO?

VDU.TO is cheaper with a 0.22% expense ratio, compared with 0.96% for BREA.TO.

What is the main difference between VDU.TO and BREA.TO?

They also come from different issuers: Vanguard and Brompton Funds. Their fees differ too: 0.22% for VDU.TO and 0.96% for BREA.TO.