VGG.TO vs. XDU.TO
VGG.TO (Vanguard U.S. Dividend Appreciation Index ETF) and XDU.TO (iShares Core MSCI US Quality Dividend Index ETF) are both exchange-traded funds - VGG.TO is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while XDU.TO is a Large Cap Value Equities fund tracking the Morningstar US Market TR CAD. Both are passively managed. Over the past 5 years, VGG.TO returned 13.16%/yr vs 9.04%/yr for XDU.TO. A 0.80 correlation means they provide meaningful diversification when combined. VGG.TO charges 0.30%/yr vs 0.16%/yr for XDU.TO.
Performance
VGG.TO vs. XDU.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VGG.TO achieves a 8.57% return, which is significantly lower than XDU.TO's 11.82% 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%
XDU.TO
- 1D
- 0.36%
- 1M
- 5.28%
- YTD
- 11.82%
- 6M
- 6.05%
- 1Y
- 16.98%
- 3Y*
- 11.88%
- 5Y*
- 9.04%
- 10Y*
- —
VGG.TO vs. XDU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGG.TO Vanguard U.S. Dividend Appreciation Index ETF | 8.57% | 8.61% | 26.49% | 11.58% | -4.21% | 22.23% | 12.67% | 23.32% | 5.20% | 3.88% |
XDU.TO iShares Core MSCI US Quality Dividend Index ETF | 11.82% | 2.42% | 14.09% | 3.53% | 1.36% | 20.68% | -1.03% | 15.73% | 4.46% | 3.74% |
Correlation
The correlation between VGG.TO and XDU.TO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2017 | 0.80 |
The correlation between VGG.TO and XDU.TO has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
VGG.TO vs. XDU.TO - Sectors Allocation Comparison
Sectors
VGG.TO
XDU.TO
Technology
Financial Services
Healthcare
Industrials
Consumer Defensive
Consumer Cyclical
Energy
Basic Materials
Utilities
Communication Services
Real Estate
-
-
Technology
VGG.TO
XDU.TO
Financial Services
VGG.TO
XDU.TO
Healthcare
VGG.TO
XDU.TO
Industrials
VGG.TO
XDU.TO
Consumer Defensive
VGG.TO
XDU.TO
Consumer Cyclical
VGG.TO
XDU.TO
Energy
VGG.TO
XDU.TO
Basic Materials
VGG.TO
XDU.TO
Utilities
VGG.TO
XDU.TO
Communication Services
VGG.TO
XDU.TO
Real Estate
VGG.TO
-
XDU.TO
-
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VGG.TO vs. XDU.TO — Risk / Return Rank
VGG.TO
XDU.TO
VGG.TO vs. XDU.TO - 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 iShares Core MSCI US Quality Dividend Index ETF (XDU.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.
| VGG.TO | XDU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.78 | +0.15 |
| Martin ratioReturn relative to average drawdown | 10.93 | 8.23 | +2.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VGG.TO | XDU.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.58 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.75 | +0.30 |
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 | 0.56 | +0.42 |
Drawdowns
VGG.TO vs. XDU.TO - Drawdown Comparison
The maximum VGG.TO drawdown since its inception was -24.58%, smaller than the maximum XDU.TO drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for VGG.TO and XDU.TO.
Loading charts...
Drawdown Indicators
| VGG.TO | XDU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -26.12% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -6.13% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -16.69% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | -16.69% | -1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -24.58% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -3.87% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.07% | -0.18% |
Volatility
VGG.TO vs. XDU.TO - Volatility Comparison
The current volatility for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) is 2.59%, while iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) has a volatility of 2.73%. This indicates that VGG.TO experiences smaller price fluctuations and is considered to be less risky than XDU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VGG.TO | XDU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 2.73% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 8.39% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 10.83% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.63% | 12.08% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 14.91% | +0.06% |
VGG.TO vs. XDU.TO - Expense Ratio Comparison
VGG.TO has a 0.30% expense ratio, which is higher than XDU.TO's 0.16% expense ratio.
Dividends
VGG.TO vs. XDU.TO - Dividend Comparison
VGG.TO's dividend yield for the trailing twelve months is around 1.02%, less than XDU.TO's 2.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDU.TO iShares Core MSCI US Quality Dividend Index ETF | 2.25% | 2.46% | 2.12% | 2.31% | 2.05% | 2.06% | 2.72% | 2.31% | 2.27% | 1.27% | 0.00% | 0.00% |
Frequently Asked Questions
VGG.TO and XDU.TO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDU.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDU.TO is cheaper with a 0.16% expense ratio, compared with 0.30% for VGG.TO.
VGG.TO is categorized as Dividend, while XDU.TO is Large Cap Value Equities. VGG.TO tracks S&P U.S. Dividend Growers Index, while XDU.TO tracks Morningstar US Market TR CAD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.30% for VGG.TO and 0.16% for XDU.TO.
Find the right allocation for VGG.TO and XDU.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer