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VIDY.TO vs. XDSR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIDY.TO vs. XDSR.TO

Last updated Jun 4, 2026

VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) and XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) are both Foreign Large Cap Equities funds - VIDY.TO tracks the FTSE Developed ex North America High Dividend Yield Index while XDSR.TO tracks the MSCI EAFE Choice ESG Screened Index. Both are passively managed. Over the past 5 years, VIDY.TO returned 15.12%/yr vs 9.25%/yr for XDSR.TO. A 0.67 correlation means they provide meaningful diversification when combined. VIDY.TO charges 0.31%/yr vs 0.28%/yr for XDSR.TO.

Performance

VIDY.TO vs. XDSR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIDY.TO achieves a 10.45% return, which is significantly lower than XDSR.TO's 11.94% 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*
—

XDSR.TO

1D
-0.28%
1M
7.47%
YTD
11.94%
6M
11.21%
1Y
19.37%
3Y*
15.96%
5Y*
9.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIDY.TO vs. XDSR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
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%15.94%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		11.94%16.05%12.43%16.82%-14.11%10.05%161.23%

Correlation

The correlation between VIDY.TO and XDSR.TO is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.82

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

0.76

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

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.67

The correlation between VIDY.TO and XDSR.TO shifts across timeframes, from 0.67 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

VIDY.TO vs. XDSR.TO - Sectors Allocation Comparison

Sectors
VIDY.TO
XDSR.TO

Financial Services

40.7%
28.9%

Healthcare

9.4%
9.9%

Consumer Defensive

8.8%
2.5%

Energy

7.2%

-

Consumer Cyclical

7.2%
4.3%

Industrials

7.1%
14.1%

Utilities

6.4%
0.5%

Basic Materials

6.3%
4.4%

Communication Services

4.4%
6.1%

Technology

1.3%
19.4%

Real Estate

1.3%
3.1%

Financial Services

VIDY.TO
40.7%
XDSR.TO
28.9%

Healthcare

VIDY.TO
9.4%
XDSR.TO
9.9%

Consumer Defensive

VIDY.TO
8.8%
XDSR.TO
2.5%

Energy

VIDY.TO
7.2%
XDSR.TO

-

Consumer Cyclical

VIDY.TO
7.2%
XDSR.TO
4.3%

Industrials

VIDY.TO
7.1%
XDSR.TO
14.1%

Utilities

VIDY.TO
6.4%
XDSR.TO
0.5%

Basic Materials

VIDY.TO
6.3%
XDSR.TO
4.4%

Communication Services

VIDY.TO
4.4%
XDSR.TO
6.1%

Technology

VIDY.TO
1.3%
XDSR.TO
19.4%

Real Estate

VIDY.TO
1.3%
XDSR.TO
3.1%

Compare stocks, funds, or ETFs

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

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

iShares ESG Advanced MSCI EAFE Index ETF

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VIDY.TO vs. VDY.TOVIDY.TO vs. VIU.TOVIDY.TO vs. VEQT.TOVIDY.TO vs. XEF.TOVIDY.TO vs. VFV.TOVIDY.TO vs. VEE.TOVIDY.TO vs. VDU.TO
Often compared with XDSR.TO:
XDSR.TO vs. XSEA.TOXDSR.TO vs. XSEM.TOXDSR.TO vs. XEN.TOXDSR.TO vs. XAW.TOXDSR.TO vs. IMTMXDSR.TO vs. XUSR.TOXDSR.TO vs. XEQT.TO

Return for Risk

VIDY.TO vs. XDSR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIDY.TO
VIDY.TO Risk / Return Rank: 5959
Overall Rank
VIDY.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 6262
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 5757
Martin Ratio Rank
XDSR.TO
XDSR.TO Risk / Return Rank: 3636
Overall Rank
XDSR.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDSR.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
XDSR.TO Omega Ratio Rank: 3535
Omega Ratio Rank
XDSR.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
XDSR.TO Martin Ratio Rank: 4040
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.

VIDY.TO vs. XDSR.TO - 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 ESG Advanced MSCI EAFE Index ETF (XDSR.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.

VIDY.TOXDSR.TODifference
Sharpe ratioReturn per unit of total volatility
2.11
1.29

+0.82

Sortino ratioReturn per unit of downside risk
2.94
1.94

+1.01

Omega ratioGain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratioReturn relative to maximum drawdown

2.66

1.61

+1.04

Martin ratioReturn relative to average drawdown

10.28

6.32

+3.95

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

VIDY.TO vs. XDSR.TO - Sharpe Ratio Comparison

The current VIDY.TO Sharpe Ratio is 2.11, which is higher than the XDSR.TO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of VIDY.TO and XDSR.TO, 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

VIDY.TOXDSR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.29

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.63

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.56

+0.16

Drawdowns

VIDY.TO vs. XDSR.TO - Drawdown Comparison

The maximum VIDY.TO drawdown since its inception was -31.99%, which is greater than XDSR.TO's maximum drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for VIDY.TO and XDSR.TO.

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Drawdown Indicators

VIDY.TOXDSR.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.99%

-29.13%

-2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-12.06%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-15.63%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

-29.13%

+10.11%

Current Drawdown

Current decline from peak

-2.28%

-0.28%

-2.00%

Average Drawdown

Average peak-to-trough decline

-4.25%

-6.09%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.07%

-0.37%

Volatility

VIDY.TO vs. XDSR.TO - Volatility Comparison

The current volatility for Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) is 4.18%, while iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) has a volatility of 4.96%. This indicates that VIDY.TO experiences smaller price fluctuations and is considered to be less risky than XDSR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VIDY.TOXDSR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.96%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

12.48%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.21%

15.05%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

14.77%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

48.12%

-31.68%

VIDY.TO vs. XDSR.TO - Expense Ratio Comparison

VIDY.TO has a 0.31% expense ratio, which is higher than XDSR.TO's 0.28% expense ratio.

Dividends

VIDY.TO vs. XDSR.TO - Dividend Comparison

VIDY.TO's dividend yield for the trailing twelve months is around 2.47%, more than XDSR.TO's 1.64% yield.

PositionTTM20252024202320222021202020192018
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%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		1.64%1.84%1.94%1.94%2.27%1.45%0.77%0.00%0.00%

Frequently Asked Questions

VIDY.TO and XDSR.TO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDSR.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDSR.TO is cheaper with a 0.28% expense ratio, compared with 0.31% for VIDY.TO.

VIDY.TO tracks FTSE Developed ex North America High Dividend Yield Index, while XDSR.TO tracks MSCI EAFE Choice ESG Screened Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.31% for VIDY.TO and 0.28% for XDSR.TO.

Portfolio Optimizer

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