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

VDU.TO vs. VEQT.TO

Last updated Jun 4, 2026

VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) and VEQT.TO (Vanguard All-Equity ETF Portfolio) are both Global Equities funds from Vanguard. VDU.TO is passively managed, while VEQT.TO is actively managed. Over the past 5 years, VDU.TO returned 11.99%/yr vs 14.01%/yr for VEQT.TO. Their correlation of 0.88 suggests significant overlap in exposure. VDU.TO charges 0.22%/yr vs 0.24%/yr for VEQT.TO.

Performance

VDU.TO vs. VEQT.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 Vanguard All-Equity ETF Portfolio (VEQT.TO). 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 higher than VEQT.TO's 12.75% 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%

VEQT.TO

1D
-0.54%
1M
6.10%
YTD
12.75%
6M
12.66%
1Y
31.65%
3Y*
22.37%
5Y*
14.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
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%10.95%
VEQT.TO
Vanguard All-Equity ETF Portfolio		12.75%20.37%24.73%16.70%-10.76%19.62%11.42%12.94%

Correlation

The correlation between VDU.TO and VEQT.TO is 0.88, 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

0.88

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2019

0.88

The correlation between VDU.TO and VEQT.TO has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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

Sectors
VDU.TO
VEQT.TO

Financial Services

23.3%
20.7%

Industrials

19.2%
11.6%

Technology

13.8%
20.3%

Healthcare

8.2%
6.6%

Basic Materials

7.5%
8.6%

Consumer Cyclical

7.5%
7.8%

Consumer Defensive

5.6%
4.5%

Energy

5.4%
8.7%

Communication Services

3.4%
6.0%

Utilities

3.3%
2.8%

Real Estate

2.7%
2.2%

Financial Services

VDU.TO
23.3%
VEQT.TO
20.7%

Industrials

VDU.TO
19.2%
VEQT.TO
11.6%

Technology

VDU.TO
13.8%
VEQT.TO
20.3%

Healthcare

VDU.TO
8.2%
VEQT.TO
6.6%

Basic Materials

VDU.TO
7.5%
VEQT.TO
8.6%

Consumer Cyclical

VDU.TO
7.5%
VEQT.TO
7.8%

Consumer Defensive

VDU.TO
5.6%
VEQT.TO
4.5%

Energy

VDU.TO
5.4%
VEQT.TO
8.7%

Communication Services

VDU.TO
3.4%
VEQT.TO
6.0%

Utilities

VDU.TO
3.3%
VEQT.TO
2.8%

Real Estate

VDU.TO
2.7%
VEQT.TO
2.2%

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

Vanguard All-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 VEQT.TO:
VEQT.TO vs. XEQT.TOVEQT.TO vs. VFV.TOVEQT.TO vs. VGRO.TOVEQT.TO vs. VOOVEQT.TO vs. ZEQT.TOVEQT.TO vs. SPYVEQT.TO vs. VBAL.TO

Return for Risk

VDU.TO vs. VEQT.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: 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
VEQT.TO
VEQT.TO Risk / Return Rank: 8181
Overall Rank
VEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 8383
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. VEQT.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 Vanguard All-Equity ETF Portfolio (VEQT.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.TOVEQT.TODifference
Sharpe ratioReturn per unit of total volatility
2.28
2.74

-0.46

Sortino ratioReturn per unit of downside risk
3.13
3.77

-0.64

Omega ratioGain probability vs. loss probability

1.42

1.51

-0.09

Calmar ratioReturn relative to maximum drawdown

2.92

3.95

-1.03

Martin ratioReturn relative to average drawdown

12.06

17.38

-5.32

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. VEQT.TO - Sharpe Ratio Comparison

The current VDU.TO Sharpe Ratio is 2.28, which is comparable to the VEQT.TO Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of VDU.TO and VEQT.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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Sharpe Ratios by Period

VDU.TOVEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.74

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.09

-0.20

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

0.91

-0.21

Drawdowns

VDU.TO vs. VEQT.TO - Drawdown Comparison

The maximum VDU.TO drawdown since its inception was -29.19%, roughly equal to the maximum VEQT.TO drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for VDU.TO and VEQT.TO.

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Drawdown Indicators

VDU.TOVEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.19%

-30.45%

+1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-8.05%

-3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-15.46%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-18.32%

-5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-29.19%

—

—

Current Drawdown

Current decline from peak

-0.45%

-0.54%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.66%

-3.71%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.83%

+0.94%

Volatility

VDU.TO vs. VEQT.TO - Volatility Comparison

Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a higher volatility of 5.23% compared to Vanguard All-Equity ETF Portfolio (VEQT.TO) at 3.68%. This indicates that VDU.TO's price experiences larger fluctuations and is considered to be riskier than VEQT.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.TOVEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

3.68%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

9.37%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.68%

11.61%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

12.90%

+0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

15.77%

-1.02%

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

VDU.TO has a 0.22% expense ratio, which is lower than VEQT.TO's 0.24% 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. VEQT.TO - Dividend Comparison

VDU.TO's dividend yield for the trailing twelve months is around 2.09%, more than VEQT.TO's 1.26% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VEQT.TO
Vanguard All-Equity ETF Portfolio		1.26%1.42%1.58%1.88%2.09%1.40%1.48%1.42%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VDU.TO and VEQT.TO have a correlation of 0.88, 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 0.24% for VEQT.TO.

Their fees differ too: 0.22% for VDU.TO and 0.24% for VEQT.TO.

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