VIDY.TO vs. IMEU.AS
VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) and IMEU.AS (iShares Core MSCI Europe UCITS ETF EUR (Dist)) are both exchange-traded funds - VIDY.TO is a Foreign Large Cap Equities fund tracking the FTSE Developed ex North America High Dividend Yield Index, while IMEU.AS is a Europe Equities fund tracking the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, VIDY.TO returned 15.12%/yr vs 11.93%/yr for IMEU.AS. A 0.64 correlation means they provide meaningful diversification when combined. VIDY.TO charges 0.31%/yr vs 1.00%/yr for IMEU.AS.
Performance
VIDY.TO vs. IMEU.AS - Performance Comparison
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Different Trading Currencies
VIDY.TO is traded in CAD, while IMEU.AS is traded in EUR. To make them comparable, the IMEU.AS values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VIDY.TO achieves a 10.45% return, which is significantly higher than IMEU.AS's 6.96% return.
VIDY.TO
- 1D
- -0.53%
- 1M
- 3.26%
- YTD
- 10.45%
- 6M
- 11.80%
- 1Y
- 27.71%
- 3Y*
- 22.64%
- 5Y*
- 15.12%
- 10Y*
- —
IMEU.AS
- 1D
- -0.51%
- 1M
- 5.12%
- YTD
- 6.96%
- 6M
- 8.66%
- 1Y
- 20.10%
- 3Y*
- 17.76%
- 5Y*
- 11.93%
- 10Y*
- 10.18%
VIDY.TO vs. IMEU.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 10.45% | 34.37% | 13.41% | 15.46% | 1.54% | 14.21% | -2.65% | 13.21% | -5.68% |
IMEU.AS iShares Core MSCI Europe UCITS ETF EUR (Dist) | 6.96% | 29.76% | 11.01% | 16.75% | -8.53% | 16.10% | 3.56% | 17.08% | -8.18% |
Correlation
The correlation between VIDY.TO and IMEU.AS is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2018 | 0.64 |
The correlation between VIDY.TO and IMEU.AS has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
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Return for Risk
VIDY.TO vs. IMEU.AS — Risk / Return Rank
VIDY.TO
IMEU.AS
VIDY.TO vs. IMEU.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) and iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS). 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.
| VIDY.TO | IMEU.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.26 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.80 | +0.86 |
| Martin ratioReturn relative to average drawdown | 10.28 | 6.73 | +3.55 |
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
| VIDY.TO | IMEU.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.42 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.79 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.60 | +0.12 |
Drawdowns
VIDY.TO vs. IMEU.AS - Drawdown Comparison
The maximum VIDY.TO drawdown since its inception was -31.99%, which is greater than IMEU.AS's maximum drawdown of -29.32%. Use the drawdown chart below to compare losses from any high point for VIDY.TO and IMEU.AS.
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Drawdown Indicators
| VIDY.TO | IMEU.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.99% | -29.32% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -11.03% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -13.89% | -16.21% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -25.47% | +6.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.32% | — |
Current DrawdownCurrent decline from peak | -2.28% | -1.88% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -5.84% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.96% | -0.26% |
Volatility
VIDY.TO vs. IMEU.AS - Volatility Comparison
The current volatility for Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) is 4.18%, while iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) has a volatility of 5.40%. This indicates that VIDY.TO experiences smaller price fluctuations and is considered to be less risky than IMEU.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIDY.TO | IMEU.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 5.40% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 11.53% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.21% | 13.98% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 14.96% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 15.41% | +1.03% |
VIDY.TO vs. IMEU.AS - Expense Ratio Comparison
VIDY.TO has a 0.31% expense ratio, which is lower than IMEU.AS's 1.00% expense ratio.
Dividends
VIDY.TO vs. IMEU.AS - Dividend Comparison
VIDY.TO's dividend yield for the trailing twelve months is around 2.47%, less than IMEU.AS's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMEU.AS iShares Core MSCI Europe UCITS ETF EUR (Dist) | 2.55% | 2.55% | 2.87% | 2.88% | 2.93% | 2.25% | 2.08% | 3.06% | 3.23% | 2.64% | 2.85% | 2.67% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 2.47% | 2.80% | 3.59% | 3.89% | 4.37% | 3.28% | 3.34% | 3.36% | 0.93% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VIDY.TO and IMEU.AS have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VIDY.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VIDY.TO is cheaper with a 0.31% expense ratio, compared with 1.00% for IMEU.AS.
VIDY.TO is categorized as Foreign Large Cap Equities, while IMEU.AS is Europe Equities. VIDY.TO tracks FTSE Developed ex North America High Dividend Yield Index, while IMEU.AS tracks MSCI Europe NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.31% for VIDY.TO and 1.00% for IMEU.AS.
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