VDU.TO vs. XIU.TO
VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) and XIU.TO (iShares S&P/TSX 60 Index ETF) are both exchange-traded funds - VDU.TO is a Global Equities fund tracking the FTSE Developed All Cap ex US Index, while XIU.TO is a Canada Equities fund tracking the S&P/TSX 60 Index. Both are passively managed. Over the past 10 years, VDU.TO returned 11.01%/yr vs 13.04%/yr for XIU.TO. A 0.65 correlation means they provide meaningful diversification when combined. VDU.TO charges 0.22%/yr vs 0.18%/yr for XIU.TO.
Performance
VDU.TO vs. XIU.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VDU.TO achieves a 16.78% return, which is significantly higher than XIU.TO's 11.35% return. Over the past 10 years, VDU.TO has underperformed XIU.TO with an annualized return of 11.01%, while XIU.TO has yielded a comparatively higher 13.04% annualized return.
VDU.TO
- 1D
- 0.54%
- 1M
- 3.27%
- YTD
- 16.78%
- 6M
- 18.08%
- 1Y
- 34.50%
- 3Y*
- 20.21%
- 5Y*
- 11.89%
- 10Y*
- 11.01%
XIU.TO
- 1D
- 0.62%
- 1M
- 3.42%
- YTD
- 11.35%
- 6M
- 12.04%
- 1Y
- 32.96%
- 3Y*
- 22.94%
- 5Y*
- 14.53%
- 10Y*
- 13.04%
VDU.TO vs. XIU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDU.TO Vanguard FTSE Developed All Cap ex U.S. Index ETF | 16.78% | 27.97% | 11.37% | 14.56% | -9.89% | 10.22% | 7.06% | 15.90% | -8.11% | 17.64% |
XIU.TO iShares S&P/TSX 60 Index ETF | 11.35% | 28.89% | 20.73% | 11.85% | -6.35% | 28.06% | 5.27% | 21.81% | -7.82% | 9.58% |
Correlation
The correlation between VDU.TO and XIU.TO is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2013 | 0.65 |
The correlation between VDU.TO and XIU.TO has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
VDU.TO vs. XIU.TO - Sectors Allocation Comparison
Sectors
VDU.TO
XIU.TO
Financial Services
Industrials
Technology
Healthcare
-
Basic Materials
Consumer Cyclical
Consumer Defensive
Energy
Communication Services
Utilities
Real Estate
Financial Services
VDU.TO
XIU.TO
Industrials
VDU.TO
XIU.TO
Technology
VDU.TO
XIU.TO
Healthcare
VDU.TO
XIU.TO
-
Basic Materials
VDU.TO
XIU.TO
Consumer Cyclical
VDU.TO
XIU.TO
Consumer Defensive
VDU.TO
XIU.TO
Energy
VDU.TO
XIU.TO
Communication Services
VDU.TO
XIU.TO
Utilities
VDU.TO
XIU.TO
Real Estate
VDU.TO
XIU.TO
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VDU.TO vs. XIU.TO — Risk / Return Rank
VDU.TO
XIU.TO
VDU.TO vs. XIU.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 S&P/TSX 60 Index ETF (XIU.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.TO | XIU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.49 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 4.26 | -1.40 |
| Martin ratioReturn relative to average drawdown | 11.70 | 19.57 | -7.88 |
Loading charts...
Drawdowns
VDU.TO vs. XIU.TO - Drawdown Comparison
The maximum VDU.TO drawdown since its inception was -29.19%, smaller than the maximum XIU.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for VDU.TO and XIU.TO.
Loading charts...
Drawdown Indicators
| VDU.TO | XIU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.19% | -46.98% | +17.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -7.65% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -12.36% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -16.36% | -7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -29.19% | -35.46% | +6.27% |
Current DrawdownCurrent decline from peak | 0.00% | -0.19% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -6.85% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.66% | +1.14% |
Volatility
VDU.TO vs. XIU.TO - Volatility Comparison
Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a higher volatility of 6.32% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 4.06%. This indicates that VDU.TO's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VDU.TO | XIU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 4.06% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 9.62% | +3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.54% | 12.03% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 12.83% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 15.02% | -0.21% |
VDU.TO vs. XIU.TO - Expense Ratio Comparison
VDU.TO has a 0.22% expense ratio, which is higher than XIU.TO's 0.18% 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. XIU.TO - Dividend Comparison
VDU.TO's dividend yield for the trailing twelve months is around 2.08%, less than XIU.TO's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDU.TO Vanguard FTSE Developed All Cap ex U.S. Index ETF | 2.08% | 2.61% | 2.55% | 2.54% | 2.14% | 2.66% | 1.64% | 2.48% | 2.61% | 2.25% | 2.41% | 2.24% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.18% | 2.39% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% |
Frequently Asked Questions
VDU.TO and XIU.TO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.22% for VDU.TO.
VDU.TO is categorized as Global Equities, while XIU.TO is Canada Equities. VDU.TO tracks FTSE Developed All Cap ex US Index, while XIU.TO tracks S&P/TSX 60 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VDU.TO and 0.18% for XIU.TO.
Find the right allocation for VDU.TO and XIU.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer