PortfoliosLab logoPortfoliosLab logo
VUDV.TO vs. VIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUDV.TO vs. VIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. High Dividend Yield Index ETF (VUDV.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


VUDV.TO

1D
0.00%
1M
4.69%
YTD
6M
1Y
3Y*
5Y*
10Y*

VIU.TO

1D
-0.44%
1M
7.93%
YTD
16.73%
6M
17.50%
1Y
33.05%
3Y*
20.38%
5Y*
11.99%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUDV.TO vs. VIU.TO - Yearly Performance Comparison


Correlation

The correlation between VUDV.TO and VIU.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.30

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

VUDV.TO vs. VIU.TO — Risk / Return Rank

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

VUDV.TO

VIU.TO
VIU.TO Risk / Return Rank: 6262
Overall Rank
VIU.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIU.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VIU.TO Omega Ratio Rank: 6666
Omega Ratio Rank
VIU.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VIU.TO Martin Ratio Rank: 6262
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.

VUDV.TO vs. VIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. High Dividend Yield Index ETF (VUDV.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VUDV.TO vs. VIU.TO - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


VUDV.TOVIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

7.57

0.62

+6.95

Drawdowns

VUDV.TO vs. VIU.TO - Drawdown Comparison

The maximum VUDV.TO drawdown since its inception was -0.68%, smaller than the maximum VIU.TO drawdown of -29.15%. Use the drawdown chart below to compare losses from any high point for VUDV.TO and VIU.TO.


Loading charts...

Drawdown Indicators


VUDV.TOVIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.68%

-29.15%

+28.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

Max Drawdown (10Y)

Largest decline over 10 years

-29.15%

Current Drawdown

Current decline from peak

0.00%

-0.44%

+0.44%

Average Drawdown

Average peak-to-trough decline

-0.16%

-5.34%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

Volatility

VUDV.TO vs. VIU.TO - Volatility Comparison


Loading charts...

Volatility by Period


VUDV.TOVIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.57%

15.31%

-7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

13.90%

-6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

15.12%

-7.55%

VUDV.TO vs. VIU.TO - Expense Ratio Comparison

VUDV.TO has a 0.28% expense ratio, which is higher than VIU.TO's 0.23% expense ratio.


Dividends

VUDV.TO vs. VIU.TO - Dividend Comparison

VUDV.TO has not paid dividends to shareholders, while VIU.TO's dividend yield for the trailing twelve months is around 2.16%.


PositionTTM20252024202320222021202020192018201720162015
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF
2.16%2.48%2.55%2.65%2.75%2.37%1.97%2.67%2.75%2.12%1.71%0.27%
VUDV.TO
Vanguard U.S. High Dividend Yield Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VUDV.TO and VIU.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIU.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIU.TO is cheaper with a 0.23% expense ratio, compared with 0.28% for VUDV.TO.

VUDV.TO is categorized as Dividend, while VIU.TO is International Equity. VUDV.TO tracks FTSE High Dividend Yield Index, while VIU.TO tracks FTSE Developed All Cap ex North America Index. Their fees differ too: 0.28% for VUDV.TO and 0.23% for VIU.TO.

Portfolio Optimizer

Find the right allocation for VUDV.TO and VIU.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