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VDY.TO vs. XCV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDY.TO vs. XCV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and iShares Canadian Value Index ETF (XCV.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, VDY.TO achieves a 23.81% return, which is significantly higher than XCV.TO's 22.37% return. Both investments have delivered pretty close results over the past 10 years, with VDY.TO having a 14.58% annualized return and XCV.TO not far behind at 13.88%.


VDY.TO

1D
0.65%
1M
5.11%
YTD
23.81%
6M
23.43%
1Y
49.57%
3Y*
27.42%
5Y*
17.91%
10Y*
14.58%

XCV.TO

1D
0.64%
1M
5.49%
YTD
22.37%
6M
20.31%
1Y
47.19%
3Y*
28.48%
5Y*
18.73%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDY.TO vs. XCV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
23.81%29.21%21.44%8.41%-0.23%36.60%-1.37%21.42%-10.09%8.32%
XCV.TO
iShares Canadian Value Index ETF
22.37%32.30%21.41%9.62%1.98%32.81%-2.43%18.14%-11.06%8.85%

Correlation

The correlation between VDY.TO and XCV.TO is 0.92, 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

0.92

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

0.90

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

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

0.80

The correlation between VDY.TO and XCV.TO shifts across timeframes, from 0.80 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VDY.TO vs. XCV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VDY.TO
VDY.TO Risk / Return Rank: 9898
Overall Rank
VDY.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9898
Martin Ratio Rank

XCV.TO
XCV.TO Risk / Return Rank: 9898
Overall Rank
XCV.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XCV.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XCV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XCV.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XCV.TO Martin Ratio Rank: 9898
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.

VDY.TO vs. XCV.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 iShares Canadian Value Index ETF (XCV.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.TOXCV.TODifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

2.21

2.08

+0.13

Calmar ratioReturn relative to maximum drawdown

15.94

12.42

+3.52

Martin ratioReturn relative to average drawdown

64.95

46.72

+18.23

VDY.TO vs. XCV.TO - Sharpe Ratio Comparison

The current VDY.TO Sharpe Ratio is 5.98, which is comparable to the XCV.TO Sharpe Ratio of 5.26. The chart below compares the historical Sharpe Ratios of VDY.TO and XCV.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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Drawdowns

VDY.TO vs. XCV.TO - Drawdown Comparison

The maximum VDY.TO drawdown since its inception was -39.21%, smaller than the maximum XCV.TO drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for VDY.TO and XCV.TO.


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Drawdown Indicators


VDY.TOXCV.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.21%

-52.45%

+13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-3.84%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-10.38%

-9.71%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-18.06%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-41.18%

+1.97%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.47%

-6.61%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

1.02%

-0.26%

Volatility

VDY.TO vs. XCV.TO - Volatility Comparison

Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and iShares Canadian Value Index ETF (XCV.TO) have volatilities of 3.27% and 3.23%, 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


VDY.TOXCV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.23%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

7.72%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

8.32%

9.08%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.58%

12.84%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

15.53%

+0.42%

VDY.TO vs. XCV.TO - Expense Ratio Comparison

VDY.TO has a 0.22% expense ratio, which is lower than XCV.TO's 0.55% expense ratio.


Dividends

VDY.TO vs. XCV.TO - Dividend Comparison

VDY.TO's dividend yield for the trailing twelve months is around 2.83%, more than XCV.TO's 2.27% yield.


PositionTTM20252024202320222021202020192018201720162015
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
2.83%3.59%4.37%4.64%4.42%3.46%4.59%4.25%4.44%3.42%3.25%4.11%
XCV.TO
iShares Canadian Value Index ETF
2.27%2.78%3.84%4.00%3.28%2.18%3.46%3.16%3.23%2.49%2.57%3.26%

Frequently Asked Questions


With a correlation of 0.92, VDY.TO and XCV.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.55% for XCV.TO.

VDY.TO is categorized as Dividend, while XCV.TO is Canada Equities. VDY.TO tracks FTSE Canada High Dividend Yield Index, while XCV.TO tracks Morningstar Canada GR CAD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VDY.TO and 0.55% for XCV.TO.

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