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

VDU.TO vs. GEQT.TO

Last updated Jul 1, 2026
See Documentation

VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) and GEQT.TO (iShares ESG Equity ETF Portfolio) are both Global Equities funds. VDU.TO is passively managed, while GEQT.TO is actively managed. Over the past 5 years, VDU.TO returned 12.35%/yr vs 14.52%/yr for GEQT.TO. A 0.62 correlation means they provide meaningful diversification when combined. VDU.TO charges 0.22%/yr vs 0.25%/yr for GEQT.TO.

Performance

VDU.TO vs. GEQT.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 iShares ESG Equity ETF Portfolio (GEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VDU.TO having a 18.46% return and GEQT.TO slightly lower at 18.33%.

VDU.TO

1D
0.33%
1M
2.60%
YTD
18.46%
6M
18.00%
1Y
33.09%
3Y*
21.18%
5Y*
12.35%
10Y*
10.83%

GEQT.TO

1D
1.15%
1M
4.70%
YTD
18.33%
6M
17.61%
1Y
29.22%
3Y*
23.67%
5Y*
14.52%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		18.46%27.97%11.37%14.56%-9.89%10.22%11.01%
GEQT.TO
iShares ESG Equity ETF Portfolio		18.33%17.86%25.42%22.35%-15.19%21.99%7.15%

Correlation

The correlation between VDU.TO and GEQT.TO is 0.82, 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

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

0.62

Over the past year, VDU.TO and GEQT.TO have become more correlated (0.82) than their long-term average of 0.62, meaning their price movements have been converging.

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

Sectors
VDU.TO
GEQT.TO

Financial Services

22.7%
33.4%

Industrials

17.8%
5.1%

Technology

16.9%
44.5%

Healthcare

7.9%
2.3%

Basic Materials

7.8%
5.5%

Consumer Cyclical

7.4%
2.7%

Consumer Defensive

5.4%
2.0%

Energy

4.8%
0.0%

Communication Services

3.3%
1.8%

Utilities

3.1%
1.1%

Real Estate

2.3%
1.1%

Financial Services

VDU.TO
22.7%
GEQT.TO
33.4%

Industrials

VDU.TO
17.8%
GEQT.TO
5.1%

Technology

VDU.TO
16.9%
GEQT.TO
44.5%

Healthcare

VDU.TO
7.9%
GEQT.TO
2.3%

Basic Materials

VDU.TO
7.8%
GEQT.TO
5.5%

Consumer Cyclical

VDU.TO
7.4%
GEQT.TO
2.7%

Consumer Defensive

VDU.TO
5.4%
GEQT.TO
2.0%

Energy

VDU.TO
4.8%
GEQT.TO
0.0%

Communication Services

VDU.TO
3.3%
GEQT.TO
1.8%

Utilities

VDU.TO
3.1%
GEQT.TO
1.1%

Real Estate

VDU.TO
2.3%
GEQT.TO
1.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE Developed All Cap ex U.S. Index ETF

iShares ESG Equity ETF Portfolio

Often compared with VDU.TO:
VDU.TO vs. VIU.TOVDU.TO vs. VEF.TOVDU.TO vs. ZEA.TOVDU.TO vs. XEF.TOVDU.TO vs. VIDY.TOVDU.TO vs. VFV.TOVDU.TO vs. BANK.TO
Often compared with GEQT.TO:
GEQT.TO vs. XEQT.TOGEQT.TO vs. GGRO.TOGEQT.TO vs. ZAG.TOGEQT.TO vs. GBAL.TOGEQT.TO vs. XEN.TOGEQT.TO vs. XBAL.TOGEQT.TO vs. VT

Return for Risk

VDU.TO vs. GEQT.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: 7575
Overall Rank
VDU.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VDU.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
VDU.TO Omega Ratio Rank: 7979
Omega Ratio Rank
VDU.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VDU.TO Martin Ratio Rank: 7575
Martin Ratio Rank
GEQT.TO
GEQT.TO Risk / Return Rank: 7474
Overall Rank
GEQT.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GEQT.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
GEQT.TO Omega Ratio Rank: 7272
Omega Ratio Rank
GEQT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
GEQT.TO Martin Ratio Rank: 7979
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. GEQT.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 iShares ESG Equity ETF Portfolio (GEQT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VDU.TOGEQT.TODifference
Sharpe ratioReturn per unit of total volatility
2.12
2.01

+0.11

Sortino ratioReturn per unit of downside risk
2.88
2.77

+0.12

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

2.90

3.16

-0.26

Martin ratioReturn relative to average drawdown

11.81

12.85

-1.04

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

The current VDU.TO Sharpe Ratio is 2.12, which is comparable to the GEQT.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of VDU.TO and GEQT.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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Drawdowns

VDU.TO vs. GEQT.TO - Drawdown Comparison

The maximum VDU.TO drawdown since its inception was -29.19%, which is greater than GEQT.TO's maximum drawdown of -23.66%. Use the drawdown chart below to compare losses from any high point for VDU.TO and GEQT.TO.

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Drawdown Indicators

VDU.TOGEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.19%

-23.66%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-9.29%

-2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-18.02%

+4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-23.66%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-29.19%

—

—

Current Drawdown

Current decline from peak

-1.55%

0.00%

-1.55%

Average Drawdown

Average peak-to-trough decline

-4.64%

-5.06%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.28%

+0.53%

Volatility

VDU.TO vs. GEQT.TO - Volatility Comparison

Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a higher volatility of 6.40% compared to iShares ESG Equity ETF Portfolio (GEQT.TO) at 5.93%. This indicates that VDU.TO's price experiences larger fluctuations and is considered to be riskier than GEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VDU.TOGEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

5.93%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

12.28%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

14.61%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

17.66%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

17.35%

-2.71%

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

VDU.TO has a 0.22% expense ratio, which is lower than GEQT.TO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VDU.TO vs. GEQT.TO - Dividend Comparison

VDU.TO's dividend yield for the trailing twelve months is around 1.98%, more than GEQT.TO's 1.12% yield.

PositionTTM20252024202320222021202020192018201720162015
GEQT.TO
iShares ESG Equity ETF Portfolio		1.12%1.26%1.38%1.58%1.82%1.32%0.87%0.00%0.00%0.00%0.00%0.00%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		1.98%2.61%2.55%2.54%2.14%2.66%1.64%2.48%2.61%2.25%2.41%2.24%

Frequently Asked Questions

VDU.TO and GEQT.TO have a correlation of 0.82, 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 0.25% for GEQT.TO.

They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VDU.TO and 0.25% for GEQT.TO.

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