PortfoliosLab logoPortfoliosLab logo
VI.TO vs. XAW.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VI.TO vs. XAW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO) and iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VI.TO vs. XAW.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VI.TO
Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged)
4.02%24.50%10.41%19.38%-7.76%17.72%2.78%21.88%-11.36%18.06%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
-0.55%15.87%26.31%18.45%-11.84%18.38%12.37%19.82%-2.28%16.10%

Returns By Period

In the year-to-date period, VI.TO achieves a 4.02% return, which is significantly higher than XAW.TO's -0.55% return. Over the past 10 years, VI.TO has underperformed XAW.TO with an annualized return of 10.68%, while XAW.TO has yielded a comparatively higher 11.87% annualized return.


VI.TO

1D
2.43%
1M
-6.73%
YTD
4.02%
6M
11.39%
1Y
24.93%
3Y*
16.27%
5Y*
11.21%
10Y*
10.68%

XAW.TO

1D
2.89%
1M
-4.43%
YTD
-0.55%
6M
1.14%
1Y
16.64%
3Y*
17.31%
5Y*
11.27%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VI.TO vs. XAW.TO - Expense Ratio Comparison

Both VI.TO and XAW.TO have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VI.TO vs. XAW.TO — Risk / Return Rank

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

VI.TO
VI.TO Risk / Return Rank: 8181
Overall Rank
VI.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VI.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VI.TO Omega Ratio Rank: 8484
Omega Ratio Rank
VI.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
VI.TO Martin Ratio Rank: 8181
Martin Ratio Rank

XAW.TO
XAW.TO Risk / Return Rank: 6161
Overall Rank
XAW.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XAW.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XAW.TO Omega Ratio Rank: 6363
Omega Ratio Rank
XAW.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
XAW.TO Martin Ratio Rank: 6464
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.

VI.TO vs. XAW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO) and iShares Core MSCI All Country World ex Canada Index ETF (XAW.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.


VI.TOXAW.TODifference

Sharpe ratio

Return per unit of total volatility

1.52

0.97

+0.55

Sortino ratio

Return per unit of downside risk

2.12

1.41

+0.71

Omega ratio

Gain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratio

Return relative to maximum drawdown

2.17

1.40

+0.77

Martin ratio

Return relative to average drawdown

8.96

5.92

+3.03

VI.TO vs. XAW.TO - Sharpe Ratio Comparison

The current VI.TO Sharpe Ratio is 1.52, which is higher than the XAW.TO Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VI.TO and XAW.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VI.TOXAW.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.97

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.84

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.79

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.71

-0.11

Correlation

The correlation between VI.TO and XAW.TO is 0.74, 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

VI.TO vs. XAW.TO - Dividend Comparison

VI.TO's dividend yield for the trailing twelve months is around 2.40%, more than XAW.TO's 1.34% yield.


TTM20252024202320222021202020192018201720162015
VI.TO
Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged)
2.40%2.44%2.58%2.59%2.87%2.31%1.98%2.64%2.75%2.08%1.62%0.27%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
1.34%1.33%1.61%1.71%1.79%1.77%1.49%2.02%2.29%1.92%1.80%1.83%

Drawdowns

VI.TO vs. XAW.TO - Drawdown Comparison

The maximum VI.TO drawdown since its inception was -33.54%, which is greater than XAW.TO's maximum drawdown of -27.32%. Use the drawdown chart below to compare losses from any high point for VI.TO and XAW.TO.


Loading graphics...

Drawdown Indicators


VI.TOXAW.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.54%

-27.32%

-6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-12.29%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.65%

-21.02%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-27.32%

-6.22%

Current Drawdown

Current decline from peak

-7.01%

-5.50%

-1.51%

Average Drawdown

Average peak-to-trough decline

-4.23%

-3.96%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.91%

-0.23%

Volatility

VI.TO vs. XAW.TO - Volatility Comparison

Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO) has a higher volatility of 6.88% compared to iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) at 6.20%. This indicates that VI.TO's price experiences larger fluctuations and is considered to be riskier than XAW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VI.TOXAW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

6.20%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

9.73%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.49%

17.20%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

13.46%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

15.08%

+0.73%