VVL.TO vs. SCHD
Compare and contrast key facts about Vanguard Global Value Factor ETF CAD (VVL.TO) and Schwab U.S. Dividend Equity ETF (SCHD).
VVL.TO and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VVL.TO is an actively managed fund by Vanguard. It was launched on Jun 14, 2016. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
VVL.TO vs. SCHD - Performance Comparison
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VVL.TO vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VVL.TO Vanguard Global Value Factor ETF CAD | 3.80% | 21.53% | 14.96% | 16.51% | 0.45% | 29.74% | -3.32% | 13.38% | -9.42% | 12.32% |
SCHD Schwab U.S. Dividend Equity ETF | 14.32% | -0.44% | 21.25% | 2.24% | 3.64% | 28.70% | 13.08% | 21.03% | 2.45% | 13.15% |
Different Trading Currencies
VVL.TO is traded in CAD, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VVL.TO achieves a 3.80% return, which is significantly lower than SCHD's 13.67% return.
VVL.TO
- 1D
- 2.04%
- 1M
- -3.64%
- YTD
- 3.80%
- 6M
- 8.67%
- 1Y
- 24.81%
- 3Y*
- 18.53%
- 5Y*
- 13.27%
- 10Y*
- —
SCHD
- 1D
- 0.00%
- 1M
- -1.25%
- YTD
- 13.67%
- 6M
- 13.74%
- 1Y
- 9.55%
- 3Y*
- 12.91%
- 5Y*
- 10.57%
- 10Y*
- 13.00%
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VVL.TO vs. SCHD - Expense Ratio Comparison
VVL.TO has a 0.38% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
VVL.TO vs. SCHD — Risk / Return Rank
VVL.TO
SCHD
VVL.TO vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Value Factor ETF CAD (VVL.TO) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| VVL.TO | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.61 | +0.65 |
Sortino ratioReturn per unit of downside risk | 1.77 | 0.93 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.13 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 0.84 | +0.95 |
Martin ratioReturn relative to average drawdown | 7.07 | 1.86 | +5.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VVL.TO | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.61 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.11 | -0.48 |
Correlation
The correlation between VVL.TO and SCHD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VVL.TO vs. SCHD - Dividend Comparison
VVL.TO's dividend yield for the trailing twelve months is around 1.82%, less than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVL.TO Vanguard Global Value Factor ETF CAD | 1.82% | 1.89% | 2.19% | 2.65% | 2.52% | 1.48% | 1.67% | 2.60% | 2.11% | 1.33% | 0.59% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
VVL.TO vs. SCHD - Drawdown Comparison
The maximum VVL.TO drawdown since its inception was -43.93%, which is greater than SCHD's maximum drawdown of -26.93%. Use the drawdown chart below to compare losses from any high point for VVL.TO and SCHD.
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Drawdown Indicators
| VVL.TO | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -33.37% | -10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -12.74% | -1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -16.85% | -1.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -4.83% | -2.89% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -3.34% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.89% | -0.26% |
Volatility
VVL.TO vs. SCHD - Volatility Comparison
Vanguard Global Value Factor ETF CAD (VVL.TO) has a higher volatility of 5.32% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.72%. This indicates that VVL.TO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVL.TO | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 2.72% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 8.37% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 15.80% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 12.64% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 15.17% | +3.68% |