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VVO.TO vs. TTTX.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVO.TO vs. TTTX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Global Minimum Volatility ETF (VVO.TO) and Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO). The values are adjusted to include any dividend payments, if applicable.

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VVO.TO vs. TTTX.TO - Yearly Performance Comparison


2026 (YTD)20252024
VVO.TO
Vanguard Global Minimum Volatility ETF
1.93%9.74%5.13%
TTTX.TO
Global X Innovative Bluechip Top 10 Index ETF
-8.61%18.31%21.44%

Returns By Period

In the year-to-date period, VVO.TO achieves a 1.93% return, which is significantly higher than TTTX.TO's -8.61% return.


VVO.TO

1D
1.39%
1M
-4.93%
YTD
1.93%
6M
3.00%
1Y
7.26%
3Y*
10.09%
5Y*
5.94%
10Y*

TTTX.TO

1D
-0.30%
1M
-4.19%
YTD
-8.61%
6M
-4.33%
1Y
18.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVO.TO vs. TTTX.TO - Expense Ratio Comparison

VVO.TO has a 0.39% expense ratio, which is lower than TTTX.TO's 0.60% expense ratio.


Return for Risk

VVO.TO vs. TTTX.TO — Risk / Return Rank

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

VVO.TO
VVO.TO Risk / Return Rank: 3939
Overall Rank
VVO.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VVO.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
VVO.TO Omega Ratio Rank: 3838
Omega Ratio Rank
VVO.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
VVO.TO Martin Ratio Rank: 4545
Martin Ratio Rank

TTTX.TO
TTTX.TO Risk / Return Rank: 4545
Overall Rank
TTTX.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TTTX.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
TTTX.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TTTX.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
TTTX.TO Martin Ratio Rank: 3838
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.

VVO.TO vs. TTTX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility ETF (VVO.TO) and Global X Innovative Bluechip Top 10 Index ETF (TTTX.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.


VVO.TOTTTX.TODifference

Sharpe ratio

Return per unit of total volatility

0.69

0.84

-0.15

Sortino ratio

Return per unit of downside risk

0.99

1.34

-0.35

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

1.04

1.11

-0.07

Martin ratio

Return relative to average drawdown

4.28

3.55

+0.73

VVO.TO vs. TTTX.TO - Sharpe Ratio Comparison

The current VVO.TO Sharpe Ratio is 0.69, which is comparable to the TTTX.TO Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VVO.TO and TTTX.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VVO.TOTTTX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.84

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.75

-0.19

Correlation

The correlation between VVO.TO and TTTX.TO is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VVO.TO vs. TTTX.TO - Dividend Comparison

VVO.TO's dividend yield for the trailing twelve months is around 2.09%, more than TTTX.TO's 0.11% yield.


TTM2025202420232022202120202019201820172016
VVO.TO
Vanguard Global Minimum Volatility ETF
2.09%2.13%2.05%2.68%1.55%2.30%2.23%2.22%1.87%2.07%0.71%
TTTX.TO
Global X Innovative Bluechip Top 10 Index ETF
0.11%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VVO.TO vs. TTTX.TO - Drawdown Comparison

The maximum VVO.TO drawdown since its inception was -33.20%, which is greater than TTTX.TO's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for VVO.TO and TTTX.TO.


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Drawdown Indicators


VVO.TOTTTX.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.20%

-23.27%

-9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.98%

-13.86%

+6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-14.37%

Current Drawdown

Current decline from peak

-5.00%

-11.68%

+6.68%

Average Drawdown

Average peak-to-trough decline

-3.47%

-4.42%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

4.35%

-2.65%

Volatility

VVO.TO vs. TTTX.TO - Volatility Comparison

The current volatility for Vanguard Global Minimum Volatility ETF (VVO.TO) is 3.56%, while Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) has a volatility of 5.75%. This indicates that VVO.TO experiences smaller price fluctuations and is considered to be less risky than TTTX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVO.TOTTTX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

5.75%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

12.26%

-6.45%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

22.23%

-11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

20.98%

-11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.15%

20.98%

-8.83%