VVL.TO vs. ZEA.TO
Compare and contrast key facts about Vanguard Global Value Factor ETF CAD (VVL.TO) and BMO MSCI EAFE Index ETF (ZEA.TO).
VVL.TO and ZEA.TO 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. ZEA.TO is a passively managed fund by BMO that tracks the performance of the MSCI EAFE Index. It was launched on Feb 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVL.TO or ZEA.TO.
Correlation
The correlation between VVL.TO and ZEA.TO is 0.77, 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.
Performance
VVL.TO vs. ZEA.TO - Performance Comparison
Key characteristics
VVL.TO:
1.32
ZEA.TO:
1.50
VVL.TO:
1.93
ZEA.TO:
2.12
VVL.TO:
1.25
ZEA.TO:
1.26
VVL.TO:
1.85
ZEA.TO:
2.55
VVL.TO:
5.52
ZEA.TO:
8.18
VVL.TO:
3.11%
ZEA.TO:
1.97%
VVL.TO:
12.99%
ZEA.TO:
10.70%
VVL.TO:
-43.93%
ZEA.TO:
-27.80%
VVL.TO:
-2.03%
ZEA.TO:
-0.52%
Returns By Period
In the year-to-date period, VVL.TO achieves a 3.91% return, which is significantly lower than ZEA.TO's 7.13% return.
VVL.TO
3.91%
-0.24%
8.51%
17.17%
12.87%
N/A
ZEA.TO
7.13%
3.75%
6.64%
16.29%
8.19%
6.65%
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VVL.TO vs. ZEA.TO - Expense Ratio Comparison
VVL.TO has a 0.38% expense ratio, which is higher than ZEA.TO's 0.22% expense ratio.
Risk-Adjusted Performance
VVL.TO vs. ZEA.TO — Risk-Adjusted Performance Rank
VVL.TO
ZEA.TO
VVL.TO vs. ZEA.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Value Factor ETF CAD (VVL.TO) and BMO MSCI EAFE Index ETF (ZEA.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.
Dividends
VVL.TO vs. ZEA.TO - Dividend Comparison
VVL.TO's dividend yield for the trailing twelve months is around 2.11%, less than ZEA.TO's 2.60% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVL.TO Vanguard Global Value Factor ETF CAD | 2.11% | 2.19% | 2.65% | 2.52% | 1.48% | 1.67% | 2.60% | 2.11% | 1.33% | 0.59% | 0.00% | 0.00% |
ZEA.TO BMO MSCI EAFE Index ETF | 2.60% | 2.78% | 3.02% | 3.08% | 2.49% | 2.74% | 2.95% | 3.05% | 2.40% | 2.80% | 2.43% | 2.37% |
Drawdowns
VVL.TO vs. ZEA.TO - Drawdown Comparison
The maximum VVL.TO drawdown since its inception was -43.93%, which is greater than ZEA.TO's maximum drawdown of -27.80%. Use the drawdown chart below to compare losses from any high point for VVL.TO and ZEA.TO. For additional features, visit the drawdowns tool.
Volatility
VVL.TO vs. ZEA.TO - Volatility Comparison
The current volatility for Vanguard Global Value Factor ETF CAD (VVL.TO) is 2.40%, while BMO MSCI EAFE Index ETF (ZEA.TO) has a volatility of 2.81%. This indicates that VVL.TO experiences smaller price fluctuations and is considered to be less risky than ZEA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.