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VGG.TO vs. NNRG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VGG.TO vs. NNRG.NEO

Last updated Jun 4, 2026

VGG.TO (Vanguard U.S. Dividend Appreciation Index ETF) and NNRG.NEO (Ninepoint Energy ETF) are both exchange-traded funds - VGG.TO is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while NNRG.NEO is a Energy Equities fund tracking the S&P/TSX Capped Energy Total Return Index. Both are passively managed. Over the past 5 years, VGG.TO returned 13.16%/yr vs 33.81%/yr for NNRG.NEO. At a 0.12 correlation, their price movements are largely independent. VGG.TO charges 0.30%/yr vs 1.79%/yr for NNRG.NEO.

Performance

VGG.TO vs. NNRG.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) and Ninepoint Energy ETF (NNRG.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGG.TO achieves a 8.57% return, which is significantly lower than NNRG.NEO's 45.59% return.

VGG.TO

1D
0.23%
1M
6.00%
YTD
8.57%
6M
6.30%
1Y
20.66%
3Y*
17.22%
5Y*
13.16%
10Y*
13.46%

NNRG.NEO

1D
1.60%
1M
-1.33%
YTD
45.59%
6M
38.09%
1Y
66.96%
3Y*
26.11%
5Y*
33.81%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGG.TO vs. NNRG.NEO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF		8.57%8.61%26.49%11.58%-4.21%17.24%
NNRG.NEO
Ninepoint Energy ETF		45.59%19.14%13.26%-4.21%66.18%55.91%

Correlation

The correlation between VGG.TO and NNRG.NEO is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.00

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

0.09

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

0.12

Correlation (All Time)
Calculated using the full available price history since May 12, 2021

0.12

The correlation between VGG.TO and NNRG.NEO shifts across timeframes, from -0.00 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

VGG.TO vs. NNRG.NEO - Sectors Allocation Comparison

Sectors
VGG.TO
NNRG.NEO

Technology

26.2%

-

Financial Services

20.6%

-

Healthcare

16.5%

-

Industrials

11.8%

-

Consumer Defensive

10.1%

-

Consumer Cyclical

4.7%

-

Energy

3.5%
100.0%

Basic Materials

3.5%

-

Utilities

3.2%

-

Communication Services

0.5%

-

Real Estate

-

-

Technology

VGG.TO
26.2%
NNRG.NEO

-

Financial Services

VGG.TO
20.6%
NNRG.NEO

-

Healthcare

VGG.TO
16.5%
NNRG.NEO

-

Industrials

VGG.TO
11.8%
NNRG.NEO

-

Consumer Defensive

VGG.TO
10.1%
NNRG.NEO

-

Consumer Cyclical

VGG.TO
4.7%
NNRG.NEO

-

Energy

VGG.TO
3.5%
NNRG.NEO
100.0%

Basic Materials

VGG.TO
3.5%
NNRG.NEO

-

Utilities

VGG.TO
3.2%
NNRG.NEO

-

Communication Services

VGG.TO
0.5%
NNRG.NEO

-

Real Estate

VGG.TO

-

NNRG.NEO

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard U.S. Dividend Appreciation Index ETF

Ninepoint Energy ETF

Often compared with VGG.TO:
VGG.TO vs. VFV.TOVGG.TO vs. VIGVGG.TO vs. SCHDVGG.TO vs. VUN.TOVGG.TO vs. ZUQ.TOVGG.TO vs. DGROVGG.TO vs. ZNQ.TO
Often compared with NNRG.NEO:
NNRG.NEO vs. XEG.TONNRG.NEO vs. DXMO.TONNRG.NEO vs. EFX.TONNRG.NEO vs. ENCC.TONNRG.NEO vs. IXCNNRG.NEO vs. CIF.TONNRG.NEO vs. FRU.TO

Return for Risk

VGG.TO vs. NNRG.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VGG.TO
VGG.TO Risk / Return Rank: 5959
Overall Rank
VGG.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VGG.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
VGG.TO Omega Ratio Rank: 5858
Omega Ratio Rank
VGG.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VGG.TO Martin Ratio Rank: 6060
Martin Ratio Rank
NNRG.NEO
NNRG.NEO Risk / Return Rank: 7979
Overall Rank
NNRG.NEO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NNRG.NEO Sortino Ratio Rank: 7272
Sortino Ratio Rank
NNRG.NEO Omega Ratio Rank: 7575
Omega Ratio Rank
NNRG.NEO Calmar Ratio Rank: 9292
Calmar Ratio Rank
NNRG.NEO Martin Ratio Rank: 7070
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.

VGG.TO vs. NNRG.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) and Ninepoint Energy ETF (NNRG.NEO). 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.

VGG.TONNRG.NEODifference
Sharpe ratioReturn per unit of total volatility
2.03
2.74

-0.71

Sortino ratioReturn per unit of downside risk
2.93
3.29

-0.36

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.09

Calmar ratioReturn relative to maximum drawdown

2.94

6.21

-3.27

Martin ratioReturn relative to average drawdown

10.93

13.09

-2.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGG.TO vs. NNRG.NEO - Sharpe Ratio Comparison

The current VGG.TO Sharpe Ratio is 2.03, which is comparable to the NNRG.NEO Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of VGG.TO and NNRG.NEO, 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

VGG.TONNRG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

2.74

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.98

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.07

-0.09

Drawdowns

VGG.TO vs. NNRG.NEO - Drawdown Comparison

The maximum VGG.TO drawdown since its inception was -24.58%, smaller than the maximum NNRG.NEO drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for VGG.TO and NNRG.NEO.

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Drawdown Indicators

VGG.TONNRG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-24.58%

-35.78%

+11.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-10.84%

+3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

-23.52%

+7.96%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-35.78%

+17.26%

Max Drawdown (10Y)

Largest decline over 10 years

-24.58%

—

—

Current Drawdown

Current decline from peak

0.00%

-4.70%

+4.70%

Average Drawdown

Average peak-to-trough decline

-2.93%

-9.58%

+6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

5.13%

-3.24%

Volatility

VGG.TO vs. NNRG.NEO - Volatility Comparison

The current volatility for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) is 2.59%, while Ninepoint Energy ETF (NNRG.NEO) has a volatility of 10.24%. This indicates that VGG.TO experiences smaller price fluctuations and is considered to be less risky than NNRG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VGG.TONNRG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

10.24%

-7.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

20.69%

-12.83%

Volatility (1Y)

Calculated over the trailing 1-year period

10.23%

24.53%

-14.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.63%

34.60%

-21.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

34.56%

-19.59%

VGG.TO vs. NNRG.NEO - Expense Ratio Comparison

VGG.TO has a 0.30% expense ratio, which is lower than NNRG.NEO's 1.79% expense ratio.

Dividends

VGG.TO vs. NNRG.NEO - Dividend Comparison

VGG.TO's dividend yield for the trailing twelve months is around 1.02%, more than NNRG.NEO's 0.51% yield.

PositionTTM20252024202320222021202020192018201720162015
NNRG.NEO
Ninepoint Energy ETF		0.51%0.37%0.39%0.38%9.08%1.92%0.00%0.00%0.00%0.00%0.00%0.00%
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF		1.02%1.16%1.23%1.37%1.35%1.21%1.25%1.24%1.50%1.46%1.63%1.70%

Frequently Asked Questions

VGG.TO and NNRG.NEO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGG.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGG.TO is cheaper with a 0.30% expense ratio, compared with 1.79% for NNRG.NEO.

VGG.TO is categorized as Dividend, while NNRG.NEO is Energy Equities. VGG.TO tracks S&P U.S. Dividend Growers Index, while NNRG.NEO tracks S&P/TSX Capped Energy Total Return Index. They also come from different issuers: Vanguard and Ninepoint. Their fees differ too: 0.30% for VGG.TO and 1.79% for NNRG.NEO.

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