VDU.TO vs. CIE.NEO
VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) and CIE.NEO (iShares International Fundamental Common Class) are both Global Equities funds - VDU.TO tracks the FTSE Developed All Cap ex US Index while CIE.NEO tracks the FTSE RAFI Developed ex US 1000 Index. Both are passively managed. Over the past 10 years, VDU.TO returned 10.28%/yr vs 11.89%/yr for CIE.NEO. A 0.75 correlation means they provide meaningful diversification when combined. VDU.TO charges 0.22%/yr vs 0.73%/yr for CIE.NEO.
Performance
VDU.TO vs. CIE.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, VDU.TO achieves a 16.22% return, which is significantly lower than CIE.NEO's 17.83% return. Over the past 10 years, VDU.TO has underperformed CIE.NEO with an annualized return of 10.28%, while CIE.NEO has yielded a comparatively higher 11.89% annualized 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%
CIE.NEO
- 1D
- -0.39%
- 1M
- 6.26%
- YTD
- 17.83%
- 6M
- 19.92%
- 1Y
- 39.49%
- 3Y*
- 25.09%
- 5Y*
- 15.50%
- 10Y*
- 11.89%
VDU.TO vs. CIE.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDU.TO Vanguard FTSE Developed All Cap ex U.S. Index ETF | 16.22% | 27.97% | 11.37% | 14.56% | -9.89% | 10.23% | 7.06% | 15.90% | -8.11% | 17.64% |
CIE.NEO iShares International Fundamental Common Class | 17.83% | 34.92% | 12.83% | 15.59% | -2.83% | 14.42% | 1.33% | 11.29% | -8.19% | 16.74% |
Correlation
The correlation between VDU.TO and CIE.NEO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2013 | 0.75 |
The correlation between VDU.TO and CIE.NEO shifts across timeframes, from 0.75 (all time) to 0.86 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VDU.TO vs. CIE.NEO — Risk / Return Rank
VDU.TO
CIE.NEO
VDU.TO vs. CIE.NEO - 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 iShares International Fundamental Common Class (CIE.NEO). 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 | CIE.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.54 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.57 | -0.66 |
| Martin ratioReturn relative to average drawdown | 12.06 | 14.78 | -2.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDU.TO | CIE.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.85 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.13 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.66 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.44 | +0.26 |
Drawdowns
VDU.TO vs. CIE.NEO - Drawdown Comparison
The maximum VDU.TO drawdown since its inception was -29.19%, smaller than the maximum CIE.NEO drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for VDU.TO and CIE.NEO.
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Drawdown Indicators
| VDU.TO | CIE.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.19% | -40.08% | +10.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.10% | -0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -15.44% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -20.55% | -3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -29.19% | -40.08% | +10.89% |
Current DrawdownCurrent decline from peak | -0.45% | -0.39% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -7.13% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.68% | +0.09% |
Volatility
VDU.TO vs. CIE.NEO - Volatility Comparison
Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a higher volatility of 5.23% compared to iShares International Fundamental Common Class (CIE.NEO) at 4.85%. This indicates that VDU.TO's price experiences larger fluctuations and is considered to be riskier than CIE.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDU.TO | CIE.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 4.85% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 11.56% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.68% | 13.95% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 13.85% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.75% | 18.19% | -3.44% |
VDU.TO vs. CIE.NEO - Expense Ratio Comparison
VDU.TO has a 0.22% expense ratio, which is lower than CIE.NEO's 0.73% expense ratio.
Dividends
VDU.TO vs. CIE.NEO - Dividend Comparison
VDU.TO's dividend yield for the trailing twelve months is around 2.09%, less than CIE.NEO's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIE.NEO iShares International Fundamental Common Class | 2.12% | 2.53% | 2.82% | 3.08% | 3.32% | 2.89% | 2.15% | 3.63% | 3.12% | 2.67% | 2.80% | 2.44% |
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
VDU.TO and CIE.NEO have a correlation of 0.86, 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 0.73% for CIE.NEO.
VDU.TO tracks FTSE Developed All Cap ex US Index, while CIE.NEO tracks FTSE RAFI Developed ex US 1000 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VDU.TO and 0.73% for CIE.NEO.
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