VUN.TO vs. VUDV.TO
VUN.TO (Vanguard U.S. Total Market Index ETF) and VUDV.TO (Vanguard U.S. High Dividend Yield Index ETF) are both exchange-traded funds - VUN.TO is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index CAD, while VUDV.TO is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. At a 0.29 correlation, their price movements are largely independent. VUN.TO charges 0.17%/yr vs 0.28%/yr for VUDV.TO.
Performance
VUN.TO vs. VUDV.TO - Performance Comparison
Loading charts...
Returns By Period
VUN.TO
- 1D
- -0.39%
- 1M
- 7.17%
- YTD
- 12.43%
- 6M
- 10.44%
- 1Y
- 29.34%
- 3Y*
- 23.05%
- 5Y*
- 15.50%
- 10Y*
- 15.43%
VUDV.TO
- 1D
- 0.00%
- 1M
- 4.69%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUN.TO vs. VUDV.TO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
VUN.TO Vanguard U.S. Total Market Index ETF | 15.24% |
VUDV.TO Vanguard U.S. High Dividend Yield Index ETF | 8.94% |
Correlation
The correlation between VUN.TO and VUDV.TO is 0.29, 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 | 0.29 |
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
VUN.TO vs. VUDV.TO — Risk / Return Rank
VUN.TO
VUDV.TO
VUN.TO vs. VUDV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (VUN.TO) and Vanguard U.S. High Dividend Yield Index ETF (VUDV.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.
| VUN.TO | VUDV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.45 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | — | — |
| Martin ratioReturn relative to average drawdown | 12.96 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VUN.TO | VUDV.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 7.57 | -6.56 |
Drawdowns
VUN.TO vs. VUDV.TO - Drawdown Comparison
The maximum VUN.TO drawdown since its inception was -28.19%, which is greater than VUDV.TO's maximum drawdown of -0.68%. Use the drawdown chart below to compare losses from any high point for VUN.TO and VUDV.TO.
Loading charts...
Drawdown Indicators
| VUN.TO | VUDV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -0.68% | -27.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.88% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.19% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -0.16% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | — | — |
Volatility
VUN.TO vs. VUDV.TO - Volatility Comparison
Loading charts...
Volatility by Period
| VUN.TO | VUDV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.81% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 7.57% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 7.57% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 7.57% | +9.13% |
VUN.TO vs. VUDV.TO - Expense Ratio Comparison
VUN.TO has a 0.17% expense ratio, which is lower than VUDV.TO's 0.28% expense ratio.
Dividends
VUN.TO vs. VUDV.TO - Dividend Comparison
VUN.TO's dividend yield for the trailing twelve months is around 0.74%, while VUDV.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUN.TO Vanguard U.S. Total Market Index ETF | 0.74% | 0.84% | 0.93% | 1.10% | 1.21% | 0.97% | 1.15% | 1.45% | 1.52% | 1.39% | 1.49% | 1.49% |
Frequently Asked Questions
VUN.TO and VUDV.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUN.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUN.TO is cheaper with a 0.17% expense ratio, compared with 0.28% for VUDV.TO.
VUN.TO is categorized as Large Cap Blend Equities, while VUDV.TO is Dividend. VUN.TO tracks CRSP US Total Market Index CAD, while VUDV.TO tracks FTSE High Dividend Yield Index. Their fees differ too: 0.17% for VUN.TO and 0.28% for VUDV.TO.
Find the right allocation for VUN.TO and VUDV.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