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VE.TO vs. IDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VE.TO vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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VE.TO vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF
0.12%29.58%10.77%16.67%-10.07%15.65%3.00%18.14%-7.96%18.82%
IDV
iShares International Select Dividend ETF
9.86%45.18%12.93%7.89%0.27%10.99%-7.53%17.48%-2.77%12.12%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, VE.TO achieves a 0.12% return, which is significantly lower than IDV's 7.04% return. Over the past 10 years, VE.TO has underperformed IDV with an annualized return of 9.42%, while IDV has yielded a comparatively higher 10.62% annualized return.


VE.TO

1D
3.10%
1M
-6.68%
YTD
0.12%
6M
4.21%
1Y
16.44%
3Y*
15.23%
5Y*
10.71%
10Y*
9.42%

IDV

1D
0.00%
1M
-4.91%
YTD
7.04%
6M
15.63%
1Y
36.31%
3Y*
22.97%
5Y*
14.46%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VE.TO vs. IDV - Expense Ratio Comparison

VE.TO has a 0.22% expense ratio, which is lower than IDV's 0.49% expense ratio.


Return for Risk

VE.TO vs. IDV — Risk / Return Rank

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

VE.TO
VE.TO Risk / Return Rank: 5555
Overall Rank
VE.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VE.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VE.TO Omega Ratio Rank: 5656
Omega Ratio Rank
VE.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
VE.TO Martin Ratio Rank: 5252
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 9797
Overall Rank
IDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDV Omega Ratio Rank: 9797
Omega Ratio Rank
IDV Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDV Martin Ratio Rank: 9797
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.

VE.TO vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO) and iShares International Select Dividend ETF (IDV). 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.


VE.TOIDVDifference

Sharpe ratio

Return per unit of total volatility

1.01

2.64

-1.63

Sortino ratio

Return per unit of downside risk

1.43

3.24

-1.81

Omega ratio

Gain probability vs. loss probability

1.20

1.53

-0.33

Calmar ratio

Return relative to maximum drawdown

1.25

3.24

-1.99

Martin ratio

Return relative to average drawdown

4.86

14.54

-9.68

VE.TO vs. IDV - Sharpe Ratio Comparison

The current VE.TO Sharpe Ratio is 1.01, which is lower than the IDV Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of VE.TO and IDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VE.TOIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.64

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.19

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.71

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.71

-0.19

Correlation

The correlation between VE.TO and IDV is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VE.TO vs. IDV - Dividend Comparison

VE.TO's dividend yield for the trailing twelve months is around 2.58%, less than IDV's 4.61% yield.


TTM20252024202320222021202020192018201720162015
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF
2.58%2.58%2.97%2.97%3.20%2.97%2.41%3.79%3.57%2.22%2.33%2.47%
IDV
iShares International Select Dividend ETF
4.61%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Drawdowns

VE.TO vs. IDV - Drawdown Comparison

The maximum VE.TO drawdown since its inception was -31.66%, smaller than the maximum IDV drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for VE.TO and IDV.


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Drawdown Indicators


VE.TOIDVDifference

Max Drawdown

Largest peak-to-trough decline

-31.66%

-70.14%

+38.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

-10.76%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-29.19%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-31.66%

-42.50%

+10.84%

Current Drawdown

Current decline from peak

-7.46%

-4.55%

-2.91%

Average Drawdown

Average peak-to-trough decline

-5.63%

-15.53%

+9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.41%

+0.85%

Volatility

VE.TO vs. IDV - Volatility Comparison

Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO) has a higher volatility of 7.86% compared to iShares International Select Dividend ETF (IDV) at 6.26%. This indicates that VE.TO's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VE.TOIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

6.26%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

9.00%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

13.81%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

12.26%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

15.01%

+1.04%