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VDU.TO vs. CIE.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDU.TO vs. CIE.NEO - 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 iShares International Fundamental Common Class (CIE.NEO). The values are adjusted to include any dividend payments, if applicable.

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

VDU.TO vs. CIE.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

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

CIE.NEO
CIE.NEO Risk / Return Rank: 8282
Overall Rank
CIE.NEO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CIE.NEO Sortino Ratio Rank: 8686
Sortino Ratio Rank
CIE.NEO Omega Ratio Rank: 8787
Omega Ratio Rank
CIE.NEO Calmar Ratio Rank: 7272
Calmar Ratio Rank
CIE.NEO Martin Ratio Rank: 7777
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.

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.TOCIE.NEODifference
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

VDU.TO vs. CIE.NEO - Sharpe Ratio Comparison

The current VDU.TO Sharpe Ratio is 2.28, which is comparable to the CIE.NEO Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of VDU.TO and CIE.NEO, 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


VDU.TOCIE.NEODifference

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.TOCIE.NEODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.45%

-0.39%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.66%

-7.13%

+2.47%

Ulcer Index

Depth 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.TOCIE.NEODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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