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VUS.TO vs. DFUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VUS.TO vs. DFUS

Last updated Jun 4, 2026

VUS.TO (Vanguard U.S. Total Market Index ETF (CAD-hedged)) and DFUS (Dimensional U.S. Equity Market ETF) are both Large Cap Blend Equities funds. VUS.TO is passively managed, while DFUS is actively managed. Over the past 3 years, VUS.TO returned 19.29%/yr vs 23.84%/yr for DFUS. Their correlation of 0.85 suggests significant overlap in exposure. VUS.TO charges 0.17%/yr vs 0.09%/yr for DFUS.

Performance

VUS.TO vs. DFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) and Dimensional U.S. Equity Market ETF (DFUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUS.TO is traded in CAD, while DFUS is traded in USD. To make them comparable, the DFUS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUS.TO achieves a 9.96% return, which is significantly lower than DFUS's 12.67% return.

VUS.TO

1D
-0.73%
1M
4.98%
YTD
9.96%
6M
8.19%
1Y
23.82%
3Y*
19.29%
5Y*
10.63%
10Y*
13.09%

DFUS

1D
-0.26%
1M
7.34%
YTD
12.67%
6M
10.76%
1Y
30.29%
3Y*
23.84%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUS.TO vs. DFUS - Yearly Performance Comparison

2026 (YTD)20252024202320222021
VUS.TO
Vanguard U.S. Total Market Index ETF (CAD-hedged)		9.96%13.31%22.11%24.21%-20.86%9.86%
DFUS
Dimensional U.S. Equity Market ETF		12.67%12.07%35.02%23.58%-12.52%16.53%

Correlation

The correlation between VUS.TO and DFUS is 0.83, 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

0.83

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2021

0.85

The correlation between VUS.TO and DFUS has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

VUS.TO vs. DFUS - Sectors Allocation Comparison

Sectors
VUS.TO
DFUS

Technology

31.5%
17.4%

Financial Services

12.5%
20.2%

Healthcare

10.2%
4.1%

Consumer Cyclical

10.0%
13.0%

Industrials

9.9%
9.5%

Communication Services

9.7%
23.5%

Consumer Defensive

5.0%
2.6%

Energy

4.2%
5.3%

Utilities

2.5%
3.0%

Real Estate

2.5%
0.0%

Basic Materials

2.2%
1.1%

Technology

VUS.TO
31.5%
DFUS
17.4%

Financial Services

VUS.TO
12.5%
DFUS
20.2%

Healthcare

VUS.TO
10.2%
DFUS
4.1%

Consumer Cyclical

VUS.TO
10.0%
DFUS
13.0%

Industrials

VUS.TO
9.9%
DFUS
9.5%

Communication Services

VUS.TO
9.7%
DFUS
23.5%

Consumer Defensive

VUS.TO
5.0%
DFUS
2.6%

Energy

VUS.TO
4.2%
DFUS
5.3%

Utilities

VUS.TO
2.5%
DFUS
3.0%

Real Estate

VUS.TO
2.5%
DFUS
0.0%

Basic Materials

VUS.TO
2.2%
DFUS
1.1%

Compare stocks, funds, or ETFs

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Vanguard U.S. Total Market Index ETF (CAD-hedged)

Dimensional U.S. Equity Market ETF

Often compared with VUS.TO:
VUS.TO vs. XEQT.TOVUS.TO vs. VUN.TOVUS.TO vs. VOOVUS.TO vs. SPUSVUS.TO vs. XUU.TOVUS.TO vs. VTIVUS.TO vs. CNCL.TO
Often compared with DFUS:
DFUS vs. VTIDFUS vs. VOODFUS vs. SPYDFUS vs. DFUVXDFUS vs. AVUSDFUS vs. DFATDFUS vs. QQQ

Return for Risk

VUS.TO vs. DFUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUS.TO
VUS.TO Risk / Return Rank: 5757
Overall Rank
VUS.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VUS.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VUS.TO Omega Ratio Rank: 5757
Omega Ratio Rank
VUS.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VUS.TO Martin Ratio Rank: 6262
Martin Ratio Rank
DFUS
DFUS Risk / Return Rank: 6969
Overall Rank
DFUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DFUS Sortino Ratio Rank: 6969
Sortino Ratio Rank
DFUS Omega Ratio Rank: 6969
Omega Ratio Rank
DFUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
DFUS Martin Ratio Rank: 7575
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.

VUS.TO vs. DFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) and Dimensional U.S. Equity Market ETF (DFUS). 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.

VUS.TODFUSDifference
Sharpe ratioReturn per unit of total volatility
1.94
2.53

-0.59

Sortino ratioReturn per unit of downside risk
2.69
3.42

-0.73

Omega ratioGain probability vs. loss probability

1.35

1.47

-0.13

Calmar ratioReturn relative to maximum drawdown

2.47

3.51

-1.04

Martin ratioReturn relative to average drawdown

10.99

13.28

-2.29

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

VUS.TO vs. DFUS - Sharpe Ratio Comparison

The current VUS.TO Sharpe Ratio is 1.94, which is comparable to the DFUS Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of VUS.TO and DFUS, 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

VUS.TODFUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

2.53

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

1.09

-0.29

Drawdowns

VUS.TO vs. DFUS - Drawdown Comparison

The maximum VUS.TO drawdown since its inception was -36.70%, which is greater than DFUS's maximum drawdown of -22.73%. Use the drawdown chart below to compare losses from any high point for VUS.TO and DFUS.

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Drawdown Indicators

VUS.TODFUSDifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-22.73%

-13.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-8.66%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-19.84%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-26.25%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

—

—

Current Drawdown

Current decline from peak

-0.73%

-0.26%

-0.47%

Average Drawdown

Average peak-to-trough decline

-4.33%

-4.96%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.29%

-0.12%

Volatility

VUS.TO vs. DFUS - Volatility Comparison

Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) has a higher volatility of 3.14% compared to Dimensional U.S. Equity Market ETF (DFUS) at 2.99%. This indicates that VUS.TO's price experiences larger fluctuations and is considered to be riskier than DFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VUS.TODFUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

2.99%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

9.09%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

12.05%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

15.26%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

15.26%

+2.82%

VUS.TO vs. DFUS - Expense Ratio Comparison

VUS.TO has a 0.17% expense ratio, which is higher than DFUS's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VUS.TO vs. DFUS - Dividend Comparison

VUS.TO's dividend yield for the trailing twelve months is around 0.75%, less than DFUS's 0.83% yield.

PositionTTM20252024202320222021202020192018201720162015
DFUS
Dimensional U.S. Equity Market ETF		0.83%0.88%1.04%1.33%1.48%0.85%0.00%0.00%0.00%0.00%0.00%0.00%
VUS.TO
Vanguard U.S. Total Market Index ETF (CAD-hedged)		0.75%0.84%0.97%1.07%1.23%0.95%1.11%1.39%1.60%1.32%1.49%1.59%

Frequently Asked Questions

VUS.TO and DFUS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFUS is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFUS is cheaper with a 0.09% expense ratio, compared with 0.17% for VUS.TO.

They also come from different issuers: Vanguard and Dimensional. Their fees differ too: 0.17% for VUS.TO and 0.09% for DFUS.

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