VDU.TO vs. KNGG.TO

Last updated Jun 4, 2026

VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) and KNGG.TO (Brompton Global Cash Flow Kings ETF) are both Global Equities funds. VDU.TO is passively managed, while KNGG.TO is actively managed. At a 0.11 correlation, their price movements are largely independent.

Performance

VDU.TO vs. KNGG.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 Global Cash Flow Kings ETF (KNGG.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

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%

KNGG.TO

• 1D: 0.00%
• 1M: 4.79%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)
VDU.TO Vanguard FTSE Developed All Cap ex U.S. Index ETF	11.71%
KNGG.TO Brompton Global Cash Flow Kings ETF	6.03%

Correlation

The correlation between VDU.TO and KNGG.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 1, 2026	0.11

Return for Risk

VDU.TO vs. KNGG.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

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. KNGG.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 Global Cash Flow Kings ETF (KNGG.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	KNGG.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.28	—	—
Sortino ratio: Return per unit of downside risk	3.13	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	2.92	—	—
Martin ratio: Return relative to average drawdown	12.06	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VDU.TO	KNGG.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	—	—
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	2.48	-1.79

Drawdowns

VDU.TO vs. KNGG.TO - Drawdown Comparison

The maximum VDU.TO drawdown since its inception was -29.19%, which is greater than KNGG.TO's maximum drawdown of -3.26%. Use the drawdown chart below to compare losses from any high point for VDU.TO and KNGG.TO.

Drawdown Indicators

	VDU.TO	KNGG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-29.19%	-3.26%	-25.93%
Max Drawdown (1Y) Largest decline over 1 year	-11.47%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.10%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-29.19%	—	—
Current Drawdown Current decline from peak	-0.45%	-0.56%	+0.11%
Average Drawdown Average peak-to-trough decline	-4.66%	-1.19%	-3.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	—	—

Volatility

Volatility by Period

	VDU.TO	KNGG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.68%	16.22%	-1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.50%	16.22%	-2.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.75%	16.22%	-1.47%

Dividends

VDU.TO vs. KNGG.TO - Dividend Comparison

VDU.TO's dividend yield for the trailing twelve months is around 2.09%, while KNGG.TO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KNGG.TO Brompton Global Cash Flow Kings ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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 KNGG.TO in my portfolio?

VDU.TO and KNGG.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

They also come from different issuers: Vanguard and Brompton.