PortfoliosLab logoPortfoliosLab logo
VVL.TO vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVL.TO vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Global Value Factor ETF CAD (VVL.TO) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VVL.TO vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

VVL.TO
VVL.TO Risk / Return Rank: 7272
Overall Rank
VVL.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VVL.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
VVL.TO Omega Ratio Rank: 7373
Omega Ratio Rank
VVL.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
VVL.TO Martin Ratio Rank: 7272
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
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.

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.TOSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.61

+0.65

Sortino ratio

Return per unit of downside risk

1.77

0.93

+0.84

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratio

Return relative to maximum drawdown

1.79

0.84

+0.95

Martin ratio

Return relative to average drawdown

7.07

1.86

+5.22

VVL.TO vs. SCHD - Sharpe Ratio Comparison

The current VVL.TO Sharpe Ratio is 1.26, which is higher than the SCHD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VVL.TO and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VVL.TOSCHDDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


VVL.TOSCHDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.83%

-2.89%

-1.94%

Average Drawdown

Average peak-to-trough decline

-5.79%

-3.34%

-2.45%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


VVL.TOSCHDDifference

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%