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

VDU.TO vs. VXUS

Last updated Aug 4, 2026
Documentation

VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - VDU.TO is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, VDU.TO returned 10.12%/yr vs 10.22%/yr for VXUS. Their 0.68 correlation means they have sometimes moved together and sometimes differently. VDU.TO charges 0.22%/yr vs 0.05%/yr for VXUS.

Performance

VDU.TO vs. VXUS - 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 Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDU.TO is traded in CAD, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with VDU.TO having a 16.08% return and VXUS slightly lower at 15.96%. Both investments have delivered pretty close results over the past 10 years, with VDU.TO having a 10.12% annualized return and VXUS not far ahead at 10.22%.

VDU.TO

1D
-0.46%
1M
-1.58%
6M
9.52%
YTD
16.08%
1Y
30.94%
3Y*
19.41%
5Y*
11.64%
10Y*
10.12%
ALL TIME*
9.93%

VXUS

1D
0.52%
1M
-1.23%
6M
9.67%
YTD
15.96%
1Y
29.65%
3Y*
20.06%
5Y*
11.13%
10Y*
10.22%
ALL TIME*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

VDU.TO

Vanguard FTSE Developed All Cap ex U.S. Index ETF
CA$601.69KCA$734.63KCA$1.16M

VXUS

Vanguard Total International Stock ETF
CA$514.20MCA$565.98MCA$709.94M

VDU.TO vs. VXUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		16.08%27.97%11.37%14.56%-9.89%10.22%7.06%15.90%-8.11%17.64%
VXUS
Vanguard Total International Stock ETF		15.96%26.31%13.97%13.11%-10.76%8.93%8.04%16.73%-7.23%18.83%

Correlation

The correlation between VDU.TO and VXUS is 0.86, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.86

Correlation (3Y)
Balances recent behavior with more history.

0.82

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.74

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2013

0.68

The correlation between VDU.TO and VXUS shifts across timeframes, from 0.68 (all time) to 0.86 (1 year), reflecting how their relationship changes across market environments.

VDU.TO vs. VXUS - Sectors Allocation Comparison

Sectors
VDU.TO
VXUS

Financial Services

23.1%
23.2%

Technology

18.5%
23.7%

Industrials

17.8%
14.5%

Healthcare

7.9%
6.8%

Basic Materials

7.1%
6.6%

Consumer Cyclical

6.9%
6.8%

Consumer Defensive

5.4%
4.8%

Energy

4.4%
4.2%

Utilities

3.1%
2.9%

Communication Services

2.8%
3.8%

Real Estate

2.3%
1.7%

Financial Services

VDU.TO
23.1%
VXUS
23.2%

Technology

VDU.TO
18.5%
VXUS
23.7%

Industrials

VDU.TO
17.8%
VXUS
14.5%

Healthcare

VDU.TO
7.9%
VXUS
6.8%

Basic Materials

VDU.TO
7.1%
VXUS
6.6%

Consumer Cyclical

VDU.TO
6.9%
VXUS
6.8%

Consumer Defensive

VDU.TO
5.4%
VXUS
4.8%

Energy

VDU.TO
4.4%
VXUS
4.2%

Utilities

VDU.TO
3.1%
VXUS
2.9%

Communication Services

VDU.TO
2.8%
VXUS
3.8%

Real Estate

VDU.TO
2.3%
VXUS
1.7%

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

Vanguard Total International Stock ETF

Often compared with VDU.TO:
VDU.TO vs. VIU.TOVDU.TO vs. VEF.TOVDU.TO vs. XEF.TOVDU.TO vs. ZEA.TOVDU.TO vs. VIDY.TOVDU.TO vs. VFV.TOVDU.TO vs. BANK.TO
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

VDU.TO vs. VXUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VDU.TO
VDU.TO Risk / Return Rank: 7777
Overall Rank
VDU.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VDU.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VDU.TO Omega Ratio Rank: 8080
Omega Ratio Rank
VDU.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
VDU.TO Martin Ratio Rank: 7777
Martin Ratio Rank
VXUS
VXUS Risk / Return Rank: 7272
Overall Rank
VXUS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 7070
Sortino Ratio Rank
VXUS Omega Ratio Rank: 7373
Omega Ratio Rank
VXUS Calmar Ratio Rank: 7171
Calmar Ratio Rank
VXUS Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VDU.TO vs. VXUS - 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 Total International Stock ETF (VXUS). 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.TOVXUSDifference
Sharpe ratioReturn per unit of total volatility
1.87
1.72

+0.15

Sortino ratioReturn per unit of downside risk
2.57
2.38

+0.19

Omega ratioGain probability vs. loss probability

1.34

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

2.64

2.72

-0.08

Martin ratioReturn relative to average drawdown

10.12

9.78

+0.34

VDU.TO vs. VXUS - Sharpe Ratio Comparison

The current VDU.TO Sharpe Ratio is 1.87, which is comparable to the VXUS Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of VDU.TO and VXUS, 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. VXUS - Drawdown Comparison

The maximum VDU.TO drawdown since its inception was -29.19%, roughly equal to the maximum VXUS drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for VDU.TO and VXUS.

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Drawdown Indicators

VDU.TOVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-29.19%

-29.20%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-10.95%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-14.25%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-23.04%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-29.19%

-29.20%

+0.01%

Current Drawdown

Current decline from peak

-3.53%

-3.45%

-0.08%

Average Drawdown

Average peak-to-trough decline

-4.63%

-5.21%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.04%

-0.06%

Volatility

VDU.TO vs. VXUS - Volatility Comparison

Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) and Vanguard Total International Stock ETF (VXUS) have volatilities of 5.16% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VDU.TOVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

5.17%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

15.21%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

17.32%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

17.37%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

18.18%

-3.51%

VDU.TO vs. VXUS - Expense Ratio Comparison

VDU.TO has a 0.22% expense ratio, which is higher than VXUS's 0.05% expense ratio. However, 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. VXUS - Dividend Comparison

VDU.TO's dividend yield for the trailing twelve months is around 2.02%, less than VXUS's 2.57% yield.

PositionTTM20252024202320222021202020192018201720162015
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		2.02%2.61%2.55%2.54%2.14%2.66%1.64%2.48%2.61%2.25%2.41%2.24%
VXUS
Vanguard Total International Stock ETF		2.57%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

VDU.TO and VXUS 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, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.22% for VDU.TO.

VDU.TO is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. VDU.TO tracks FTSE Developed All Cap ex US Index, while VXUS tracks FTSE Global All Cap ex US Index. Their fees differ too: 0.22% for VDU.TO and 0.05% for VXUS.

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