VFV.TO vs. IDV
VFV.TO (Vanguard S&P 500 Index ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - VFV.TO is a S&P 500 fund tracking the S&P 500 Index, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 10 years, VFV.TO returned 16.02%/yr vs 11.34%/yr for IDV. At a 0.40 correlation, their price movements are largely independent. VFV.TO charges 0.09%/yr vs 0.49%/yr for IDV.
Performance
VFV.TO vs. IDV - Performance Comparison
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Different Trading Currencies
VFV.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, VFV.TO achieves a 10.42% return, which is significantly lower than IDV's 12.83% return. Over the past 10 years, VFV.TO has outperformed IDV with an annualized return of 16.02%, while IDV has yielded a comparatively lower 11.34% annualized return.
VFV.TO
- 1D
- 0.33%
- 1M
- 2.27%
- YTD
- 10.42%
- 6M
- 9.43%
- 1Y
- 26.89%
- 3Y*
- 22.95%
- 5Y*
- 16.42%
- 10Y*
- 16.02%
IDV
- 1D
- 0.47%
- 1M
- -0.36%
- YTD
- 12.83%
- 6M
- 14.88%
- 1Y
- 36.51%
- 3Y*
- 26.00%
- 5Y*
- 14.89%
- 10Y*
- 11.34%
VFV.TO vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFV.TO Vanguard S&P 500 Index ETF | 10.42% | 12.18% | 35.23% | 23.23% | -12.58% | 27.51% | 15.61% | 25.14% | 2.95% | 13.69% |
IDV iShares International Select Dividend ETF | 12.83% | 45.21% | 12.80% | 7.70% | -0.47% | 11.94% | -8.17% | 18.46% | -2.83% | 11.64% |
Correlation
The correlation between VFV.TO and IDV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | 0.40 |
The correlation between VFV.TO and IDV shifts across timeframes, from 0.28 (3 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.
VFV.TO vs. IDV - Sectors Allocation Comparison
Sectors
VFV.TO
IDV
Technology
Financial Services
Communication Services
Consumer Cyclical
Healthcare
-
Industrials
Consumer Defensive
Energy
Utilities
Real Estate
Basic Materials
Technology
VFV.TO
IDV
Financial Services
VFV.TO
IDV
Communication Services
VFV.TO
IDV
Consumer Cyclical
VFV.TO
IDV
Healthcare
VFV.TO
IDV
-
Industrials
VFV.TO
IDV
Consumer Defensive
VFV.TO
IDV
Energy
VFV.TO
IDV
Utilities
VFV.TO
IDV
Real Estate
VFV.TO
IDV
Basic Materials
VFV.TO
IDV
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Return for Risk
VFV.TO vs. IDV — Risk / Return Rank
VFV.TO
IDV
VFV.TO vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Index ETF (VFV.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.
| VFV.TO | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.48 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 4.43 | -1.30 |
| Martin ratioReturn relative to average drawdown | 11.91 | 16.34 | -4.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFV.TO | IDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 2.69 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.90 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.60 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.29 | +0.84 |
Drawdowns
VFV.TO vs. IDV - Drawdown Comparison
The maximum VFV.TO drawdown since its inception was -27.43%, smaller than the maximum IDV drawdown of -61.89%. Use the drawdown chart below to compare losses from any high point for VFV.TO and IDV.
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Drawdown Indicators
| VFV.TO | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.43% | -61.89% | +34.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -8.28% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -12.60% | -6.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -23.14% | +0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -27.43% | -37.44% | +10.01% |
Current DrawdownCurrent decline from peak | -2.03% | -2.77% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -12.66% | +9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.24% | +0.02% |
Volatility
VFV.TO vs. IDV - Volatility Comparison
The current volatility for Vanguard S&P 500 Index ETF (VFV.TO) is 3.79%, while iShares International Select Dividend ETF (IDV) has a volatility of 4.16%. This indicates that VFV.TO experiences smaller price fluctuations and is considered to be less risky 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
| VFV.TO | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.16% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 11.33% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 13.66% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 16.60% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 18.93% | -2.34% |
VFV.TO vs. IDV - Expense Ratio Comparison
VFV.TO has a 0.09% expense ratio, which is lower than IDV's 0.49% expense ratio.
Dividends
VFV.TO vs. IDV - Dividend Comparison
VFV.TO's dividend yield for the trailing twelve months is around 0.85%, less than IDV's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 4.51% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
VFV.TO Vanguard S&P 500 Index ETF | 0.85% | 0.92% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.69% | 1.51% | 1.65% | 1.63% |
Frequently Asked Questions
VFV.TO and IDV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VFV.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VFV.TO is cheaper with a 0.09% expense ratio, compared with 0.49% for IDV.
VFV.TO is categorized as S&P 500, while IDV is Global Equities. VFV.TO tracks S&P 500 Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VFV.TO and 0.49% for IDV.
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