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

Performance

VIDY.TO vs. XIT.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 S&P/TSX Capped Information Technology Index ETF (XIT.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 17.58% return, which is significantly higher than XIT.TO's -13.73% return.


VIDY.TO

1D
0.98%
1M
3.97%
6M
13.54%
YTD
17.58%
1Y
31.61%
3Y*
23.05%
5Y*
16.44%
10Y*
ALL TIME*
11.96%

XIT.TO

1D
-0.10%
1M
-5.92%
6M
-5.28%
YTD
-13.73%
1Y
-6.86%
3Y*
12.98%
5Y*
2.87%
10Y*
16.43%
ALL TIME*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.96MCA$2.16MCA$2.22M
CA$932.35KCA$850.30KCA$1.09M

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


2026 (YTD)20252024202320222021202020192018
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
17.58%35.07%11.97%15.46%1.57%14.26%-2.63%12.64%-6.56%
XIT.TO
iShares S&P/TSX Capped Information Technology Index ETF
-13.73%15.48%30.02%55.56%-35.85%10.74%45.91%60.84%-8.61%

Correlation

The correlation between VIDY.TO and XIT.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.36

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

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.35

The correlation between VIDY.TO and XIT.TO shifts across timeframes, from 0.24 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

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


Sectors
VIDY.TO
XIT.TO

Financial Services

42.6%
0.8%

Healthcare

9.6%

-

Consumer Defensive

8.8%

-

Industrials

7.0%
0.2%

Consumer Cyclical

6.9%

-

Basic Materials

6.3%

-

Energy

6.2%

-

Utilities

6.1%

-

Communication Services

4.0%

-

Technology

1.2%
99.8%

Real Estate

1.1%

-

Financial Services

VIDY.TO
42.6%
XIT.TO
0.8%

Healthcare

VIDY.TO
9.6%
XIT.TO

-

Consumer Defensive

VIDY.TO
8.8%
XIT.TO

-

Industrials

VIDY.TO
7.0%
XIT.TO
0.2%

Consumer Cyclical

VIDY.TO
6.9%
XIT.TO

-

Basic Materials

VIDY.TO
6.3%
XIT.TO

-

Energy

VIDY.TO
6.2%
XIT.TO

-

Utilities

VIDY.TO
6.1%
XIT.TO

-

Communication Services

VIDY.TO
4.0%
XIT.TO

-

Technology

VIDY.TO
1.2%
XIT.TO
99.8%

Real Estate

VIDY.TO
1.1%
XIT.TO

-

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Return for Risk

VIDY.TO vs. XIT.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: 8888
Overall Rank
VIDY.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 9292
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8484
Martin Ratio Rank

XIT.TO
XIT.TO Risk / Return Rank: 1010
Overall Rank
XIT.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XIT.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XIT.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XIT.TO Calmar Ratio Rank: 99
Calmar Ratio Rank
XIT.TO Martin Ratio Rank: 1010
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. XIT.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 S&P/TSX Capped Information Technology Index ETF (XIT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VIDY.TOXIT.TODifference
Sharpe ratioReturn per unit of total volatility

+2.61

Sortino ratioReturn per unit of downside risk

+3.41

Omega ratioGain probability vs. loss probability

1.44

0.99

+0.45

Calmar ratioReturn relative to maximum drawdown

3.03

-0.22

+3.24

Martin ratioReturn relative to average drawdown

11.68

-0.40

+12.08

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

The current VIDY.TO Sharpe Ratio is 2.39, which is higher than the XIT.TO Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of VIDY.TO and XIT.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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Drawdowns

VIDY.TO vs. XIT.TO - Drawdown Comparison

The maximum VIDY.TO drawdown since its inception was -31.99%, smaller than the maximum XIT.TO drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for VIDY.TO and XIT.TO.


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Drawdown Indicators


VIDY.TOXIT.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.99%

-56.92%

+24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-31.93%

+21.45%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-31.93%

+18.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.01%

-54.15%

+35.14%

Max Drawdown (10Y)

Largest decline over 10 years

-54.15%

Current Drawdown

Current decline from peak

-0.11%

-22.99%

+22.88%

Average Drawdown

Average peak-to-trough decline

-4.21%

-17.01%

+12.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

17.17%

-14.46%

Volatility

VIDY.TO vs. XIT.TO - Volatility Comparison

The current volatility for Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) is 3.19%, while iShares S&P/TSX Capped Information Technology Index ETF (XIT.TO) has a volatility of 5.47%. This indicates that VIDY.TO experiences smaller price fluctuations and is considered to be less risky than XIT.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.TOXIT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

5.47%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

24.09%

-12.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

31.75%

-18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.53%

29.47%

-15.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

28.59%

-12.21%

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

VIDY.TO has a 0.31% expense ratio, which is lower than XIT.TO's 0.60% expense ratio.


Dividends

VIDY.TO vs. XIT.TO - Dividend Comparison

VIDY.TO's dividend yield for the trailing twelve months is around 2.87%, while XIT.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
2.87%2.80%3.64%3.91%4.39%3.30%3.36%3.37%0.02%0.00%0.00%0.00%
XIT.TO
iShares S&P/TSX Capped Information Technology Index ETF
0.00%0.00%0.00%0.00%0.00%0.03%0.00%0.34%0.00%0.15%0.18%0.10%

Frequently Asked Questions


VIDY.TO and XIT.TO have a correlation of 0.24, 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 0.60% for XIT.TO.

VIDY.TO is categorized as Foreign Large Cap Equities, while XIT.TO is Technology Equities. VIDY.TO tracks FTSE Developed ex North America High Dividend Yield Index, while XIT.TO tracks S&P/TSX Capped Information Technology Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.31% for VIDY.TO and 0.60% for XIT.TO.

Portfolio Optimizer

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