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VXUS vs. VDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VXUS vs. VDY.TO

Last updated Jun 14, 2026

VXUS (Vanguard Total International Stock ETF) and VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) are both exchange-traded funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index, while VDY.TO is a Dividend fund tracking the FTSE Canada High Dividend Yield Index. Both are passively managed. Over the past 10 years, VXUS returned 10.22%/yr vs 13.61%/yr for VDY.TO. A 0.51 correlation means they provide meaningful diversification when combined. VXUS charges 0.05%/yr vs 0.22%/yr for VDY.TO.

Performance

VXUS vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VXUS achieves a 13.69% return, which is significantly lower than VDY.TO's 21.35% return. Over the past 10 years, VXUS has underperformed VDY.TO with an annualized return of 10.22%, while VDY.TO has yielded a comparatively higher 13.61% annualized return.

VXUS

1D
0.40%
1M
0.78%
YTD
13.69%
6M
15.52%
1Y
30.12%
3Y*
18.37%
5Y*
8.32%
10Y*
10.22%

VDY.TO

1D
0.47%
1M
3.28%
YTD
21.35%
6M
21.69%
1Y
45.54%
3Y*
25.54%
5Y*
14.55%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. VDY.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF		13.69%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		21.35%35.39%11.96%11.05%-6.18%36.67%1.03%26.64%-17.06%16.18%

Correlation

The correlation between VXUS and VDY.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

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

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

0.51

The correlation between VXUS and VDY.TO shifts across timeframes, from 0.37 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

VXUS vs. VDY.TO - Sectors Allocation Comparison

Sectors
VXUS
VDY.TO

Financial Services

22.3%
56.0%

Technology

18.1%
0.4%

Industrials

16.1%
0.2%

Consumer Cyclical

8.4%
3.0%

Basic Materials

7.6%
2.2%

Healthcare

7.1%
0.1%

Energy

5.2%
30.8%

Consumer Defensive

5.0%
0.4%

Communication Services

4.4%
2.8%

Utilities

3.2%
4.1%

Real Estate

2.6%

-

Financial Services

VXUS
22.3%
VDY.TO
56.0%

Technology

VXUS
18.1%
VDY.TO
0.4%

Industrials

VXUS
16.1%
VDY.TO
0.2%

Consumer Cyclical

VXUS
8.4%
VDY.TO
3.0%

Basic Materials

VXUS
7.6%
VDY.TO
2.2%

Healthcare

VXUS
7.1%
VDY.TO
0.1%

Energy

VXUS
5.2%
VDY.TO
30.8%

Consumer Defensive

VXUS
5.0%
VDY.TO
0.4%

Communication Services

VXUS
4.4%
VDY.TO
2.8%

Utilities

VXUS
3.2%
VDY.TO
4.1%

Real Estate

VXUS
2.6%
VDY.TO

-

Compare stocks, funds, or ETFs

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

Vanguard Total International Stock ETF

Vanguard FTSE Canadian High Dividend Yield Index ETF

Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF
Often compared with VDY.TO:
VDY.TO vs. XEI.TOVDY.TO vs. XDIV.TOVDY.TO vs. VCN.TOVDY.TO vs. SCHDVDY.TO vs. XIC.TOVDY.TO vs. VCE.TOVDY.TO vs. ZDV.TO

Return for Risk

VXUS vs. VDY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VXUS
VXUS Risk / Return Rank: 6161
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6363
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
Martin Ratio Rank
VDY.TO
VDY.TO Risk / Return Rank: 9898
Overall Rank
VDY.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9898
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.

VXUS vs. VDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VXUSVDY.TODifference
Sharpe ratioReturn per unit of total volatility
1.77
4.99

-3.22

Sortino ratioReturn per unit of downside risk
2.44
6.89

-4.44

Omega ratioGain probability vs. loss probability

1.33

1.94

-0.61

Calmar ratioReturn relative to maximum drawdown

2.53

12.92

-10.39

Martin ratioReturn relative to average drawdown

9.72

44.56

-34.83

VXUS vs. VDY.TO - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.77, which is lower than the VDY.TO Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of VXUS and VDY.TO, 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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Drawdowns

VXUS vs. VDY.TO - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum VDY.TO drawdown of -44.42%. Use the drawdown chart below to compare losses from any high point for VXUS and VDY.TO.

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Drawdown Indicators

VXUSVDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-44.42%

+8.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-3.59%

-7.68%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-12.92%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-23.69%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-44.42%

+8.45%

Current Drawdown

Current decline from peak

-1.47%

0.00%

-1.47%

Average Drawdown

Average peak-to-trough decline

-8.21%

-8.79%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.04%

+1.89%

Volatility

VXUS vs. VDY.TO - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.71% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 3.14%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VXUSVDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

3.14%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

7.41%

+6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

9.31%

+6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

13.44%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

17.45%

-0.25%

VXUS vs. VDY.TO - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than VDY.TO's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VXUS vs. VDY.TO - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.67%, less than VDY.TO's 2.83% yield.

PositionTTM20252024202320222021202020192018201720162015
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		2.83%3.59%4.37%4.64%4.42%3.46%4.59%4.25%4.44%3.42%3.25%4.11%
VXUS
Vanguard Total International Stock ETF		2.67%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

VXUS and VDY.TO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.22% for VDY.TO.

VXUS is categorized as Global Equities, while VDY.TO is Dividend. VXUS tracks FTSE Global All Cap ex US Index, while VDY.TO tracks FTSE Canada High Dividend Yield Index. Their fees differ too: 0.05% for VXUS and 0.22% for VDY.TO.

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