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VEE.TO vs. CMR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEE.TO vs. CMR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) and iShares Premium Money Market ETF (CMR.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, VEE.TO achieves a 13.54% return, which is significantly higher than CMR.TO's 0.97% return. Over the past 10 years, VEE.TO has outperformed CMR.TO with an annualized return of 9.01%, while CMR.TO has yielded a comparatively lower 1.89% annualized return.


VEE.TO

1D
-0.90%
1M
4.93%
YTD
13.54%
6M
12.96%
1Y
31.71%
3Y*
18.62%
5Y*
7.50%
10Y*
9.01%

CMR.TO

1D
0.00%
1M
0.19%
YTD
0.97%
6M
1.05%
1Y
2.37%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEE.TO vs. CMR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF
13.54%19.32%19.06%6.24%-12.78%0.05%12.32%14.33%-7.95%22.55%
CMR.TO
iShares Premium Money Market ETF
0.97%2.68%4.70%4.70%1.71%0.00%0.47%1.63%1.29%0.63%

Correlation

The correlation between VEE.TO and CMR.TO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

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

-0.00

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

0.02

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2011

-0.01

The correlation between VEE.TO and CMR.TO shifts across timeframes, from -0.12 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VEE.TO vs. CMR.TO — Risk / Return Rank

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

VEE.TO
VEE.TO Risk / Return Rank: 6060
Overall Rank
VEE.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VEE.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
VEE.TO Omega Ratio Rank: 6363
Omega Ratio Rank
VEE.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VEE.TO Martin Ratio Rank: 5959
Martin Ratio Rank

CMR.TO
CMR.TO Risk / Return Rank: 9999
Overall Rank
CMR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
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.

VEE.TO vs. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) and iShares Premium Money Market ETF (CMR.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.


VEE.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility

-8.53

Sortino ratioReturn per unit of downside risk

-18.22

Omega ratioGain probability vs. loss probability

1.39

9.57

-8.18

Calmar ratioReturn relative to maximum drawdown

2.97

25.44

-22.47

Martin ratioReturn relative to average drawdown

10.74

187.33

-176.58

VEE.TO vs. CMR.TO - Sharpe Ratio Comparison

The current VEE.TO Sharpe Ratio is 2.08, which is lower than the CMR.TO Sharpe Ratio of 10.61. The chart below compares the historical Sharpe Ratios of VEE.TO and CMR.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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Sharpe Ratios by Period


VEE.TOCMR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

10.61

-8.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

10.67

-10.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

7.02

-6.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

3.84

-3.40

Drawdowns

VEE.TO vs. CMR.TO - Drawdown Comparison

The maximum VEE.TO drawdown since its inception was -29.84%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for VEE.TO and CMR.TO.


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Drawdown Indicators


VEE.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.84%

-0.52%

-29.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-0.09%

-10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-14.97%

-0.09%

-14.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.10%

-0.09%

-26.01%

Max Drawdown (10Y)

Largest decline over 10 years

-29.84%

-0.14%

-29.70%

Current Drawdown

Current decline from peak

-0.90%

-0.02%

-0.88%

Average Drawdown

Average peak-to-trough decline

-8.73%

-0.01%

-8.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.01%

+2.95%

Volatility

VEE.TO vs. CMR.TO - Volatility Comparison

Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) has a higher volatility of 6.04% compared to iShares Premium Money Market ETF (CMR.TO) at 0.05%. This indicates that VEE.TO's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEE.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

0.05%

+5.99%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

0.18%

+12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

0.22%

+15.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

0.28%

+15.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

0.27%

+16.70%

VEE.TO vs. CMR.TO - Expense Ratio Comparison

VEE.TO has a 0.25% expense ratio, which is higher than CMR.TO's 0.14% 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

VEE.TO vs. CMR.TO - Dividend Comparison

VEE.TO's dividend yield for the trailing twelve months is around 1.91%, less than CMR.TO's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF
1.91%2.26%2.45%2.83%3.35%2.18%1.61%2.71%2.21%1.89%1.99%2.53%

Frequently Asked Questions


VEE.TO and CMR.TO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMR.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMR.TO is cheaper with a 0.14% expense ratio, compared with 0.25% for VEE.TO.

VEE.TO is categorized as Emerging Markets Equities, while CMR.TO is Money Market. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.25% for VEE.TO and 0.14% for CMR.TO.

Portfolio Optimizer

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