VDY.TO vs. CLSA.TO
VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) and CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) are both Dividend funds. VDY.TO is passively managed, while CLSA.TO is actively managed. Over the past year, VDY.TO returned 52.46% vs 85.70% for CLSA.TO. Their 0.60 correlation means they have sometimes moved together and sometimes differently. VDY.TO charges 0.22%/yr vs 0.60%/yr for CLSA.TO.
Performance
VDY.TO vs. CLSA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, VDY.TO achieves a 28.99% return, which is significantly lower than CLSA.TO's 38.64% return.
VDY.TO
- 1D
- -0.14%
- 1M
- 3.60%
- 6M
- 26.36%
- YTD
- 28.99%
- 1Y
- 52.46%
- 3Y*
- 28.21%
- 5Y*
- 19.25%
- 10Y*
- 14.82%
- ALL TIME*
- 13.17%
CLSA.TO
- 1D
- -1.24%
- 1M
- 2.12%
- 6M
- 35.87%
- YTD
- 38.64%
- 1Y
- 85.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 77.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$729.27K | CA$519.45K | CA$344.99K | |
| CA$16.58M | CA$18.51M | CA$18.79M |
VDY.TO vs. CLSA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 28.99% | 27.79% |
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 38.64% | 57.14% |
Correlation
The correlation between VDY.TO and CLSA.TO is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.60 |
The correlation between VDY.TO and CLSA.TO has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.
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Return for Risk
VDY.TO vs. CLSA.TO — Risk / Return Rank
VDY.TO
CLSA.TO
VDY.TO vs. CLSA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.
| VDY.TO | CLSA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 2.13 | 2.02 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 16.61 | 7.68 | +8.93 |
| Martin ratioReturn relative to average drawdown | 66.25 | 33.27 | +32.98 |
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Drawdowns
VDY.TO vs. CLSA.TO - Drawdown Comparison
The maximum VDY.TO drawdown since its inception was -39.21%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for VDY.TO and CLSA.TO.
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Drawdown Indicators
| VDY.TO | CLSA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.21% | -11.73% | -27.48% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -10.78% | +7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -10.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.17% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.21% | — | — |
Current DrawdownCurrent decline from peak | -0.47% | -2.91% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -1.26% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.49% | -1.71% |
Volatility
VDY.TO vs. CLSA.TO - Volatility Comparison
The current volatility for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) is 3.18%, while Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a volatility of 5.83%. This indicates that VDY.TO experiences smaller price fluctuations and is considered to be less risky than CLSA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDY.TO | CLSA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 5.83% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.08% | 13.50% | -6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.86% | 15.19% | -6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.57% | 16.52% | -4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.92% | 16.52% | -0.60% |
VDY.TO vs. CLSA.TO - Expense Ratio Comparison
VDY.TO has a 0.22% expense ratio, which is lower than CLSA.TO's 0.60% expense ratio.
Dividends
VDY.TO vs. CLSA.TO - Dividend Comparison
VDY.TO's dividend yield for the trailing twelve months is around 2.99%, less than CLSA.TO's 9.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 9.27% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 2.79% | 3.59% | 4.37% | 4.64% | 4.42% | 3.46% | 4.59% | 4.25% | 4.44% | 3.42% | 3.25% | 4.11% |
Frequently Asked Questions
VDY.TO and CLSA.TO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDY.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDY.TO is cheaper with a 0.22% expense ratio, compared with 0.60% for CLSA.TO.
They also come from different issuers: Vanguard and Brompton. Their fees differ too: 0.22% for VDY.TO and 0.60% for CLSA.TO.
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