PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XDG.TO vs. VONG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDG.TO vs. VONG

Last updated Jun 4, 2026

XDG.TO (iShares Core MSCI Global Quality Dividend Index ETF) and VONG (Vanguard Russell 1000 Growth ETF) are both exchange-traded funds - XDG.TO is a Global Equities fund tracking the Morningstar Gbl GR CAD, while VONG is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Both are passively managed. Over the past 5 years, XDG.TO returned 11.34%/yr vs 18.67%/yr for VONG. At a 0.46 correlation, their price movements are largely independent. XDG.TO charges 0.22%/yr vs 0.06%/yr for VONG.

Performance

XDG.TO vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDG.TO achieves a 9.07% return, which is significantly higher than VONG's 8.54% return.

XDG.TO

1D
0.00%
1M
3.72%
YTD
9.07%
6M
8.39%
1Y
19.79%
3Y*
15.60%
5Y*
11.34%
10Y*
—

VONG

1D
-0.91%
1M
7.79%
YTD
8.54%
6M
6.11%
1Y
27.36%
3Y*
26.37%
5Y*
18.67%
10Y*
19.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDG.TO vs. VONG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDG.TO
iShares Core MSCI Global Quality Dividend Index ETF		9.07%13.74%17.44%7.06%1.78%15.16%-1.68%17.32%0.98%2.14%
VONG
Vanguard Russell 1000 Growth ETF		8.54%13.02%44.64%39.53%-24.13%26.45%35.96%29.37%6.82%7.61%

Correlation

The correlation between XDG.TO and VONG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.17

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

0.26

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2017

0.46

Over the past year, the correlation between XDG.TO and VONG has dropped to 0.17 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

XDG.TO vs. VONG - Sectors Allocation Comparison

Sectors
XDG.TO
VONG

Healthcare

16.9%
7.1%

Consumer Defensive

14.9%
2.7%

Financial Services

13.0%
5.3%

Industrials

12.4%
5.7%

Energy

10.5%
0.4%

Technology

9.3%
51.4%

Consumer Cyclical

9.2%
13.2%

Utilities

5.6%
0.3%

Communication Services

3.3%
13.2%

Basic Materials

2.3%
0.3%

Real Estate

0.2%
0.4%

Healthcare

XDG.TO
16.9%
VONG
7.1%

Consumer Defensive

XDG.TO
14.9%
VONG
2.7%

Financial Services

XDG.TO
13.0%
VONG
5.3%

Industrials

XDG.TO
12.4%
VONG
5.7%

Energy

XDG.TO
10.5%
VONG
0.4%

Technology

XDG.TO
9.3%
VONG
51.4%

Consumer Cyclical

XDG.TO
9.2%
VONG
13.2%

Utilities

XDG.TO
5.6%
VONG
0.3%

Communication Services

XDG.TO
3.3%
VONG
13.2%

Basic Materials

XDG.TO
2.3%
VONG
0.3%

Real Estate

XDG.TO
0.2%
VONG
0.4%

Compare stocks, funds, or ETFs

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

iShares Core MSCI Global Quality Dividend Index ETF

Vanguard Russell 1000 Growth ETF

Often compared with XDG.TO:
XDG.TO vs. XDIV.TOXDG.TO vs. XEQT.TOXDG.TO vs. XAW.TOXDG.TO vs. XDU.TOXDG.TO vs. XDGH.TOXDG.TO vs. CYH.TOXDG.TO vs. SCHD
Often compared with VONG:
VONG vs. VUGVONG vs. VOOVONG vs. VOOGVONG vs. QQQMVONG vs. IWFVONG vs. VONEVONG vs. MGK

Return for Risk

XDG.TO vs. VONG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDG.TO
XDG.TO Risk / Return Rank: 5454
Overall Rank
XDG.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDG.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XDG.TO Omega Ratio Rank: 5353
Omega Ratio Rank
XDG.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XDG.TO Martin Ratio Rank: 5252
Martin Ratio Rank
VONG
VONG Risk / Return Rank: 4141
Overall Rank
VONG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4545
Sortino Ratio Rank
VONG Omega Ratio Rank: 4545
Omega Ratio Rank
VONG Calmar Ratio Rank: 3232
Calmar Ratio Rank
VONG Martin Ratio Rank: 3434
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.

XDG.TO vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and Vanguard Russell 1000 Growth ETF (VONG). 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.

XDG.TOVONGDifference
Sharpe ratioReturn per unit of total volatility
1.93
1.82

+0.11

Sortino ratioReturn per unit of downside risk
2.79
2.46

+0.33

Omega ratioGain probability vs. loss probability

1.34

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.53

1.68

+0.85

Martin ratioReturn relative to average drawdown

9.02

4.92

+4.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDG.TO vs. VONG - Sharpe Ratio Comparison

The current XDG.TO Sharpe Ratio is 1.93, which is comparable to the VONG Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of XDG.TO and VONG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

XDG.TOVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.82

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.95

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.01

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.12

-0.42

Drawdowns

XDG.TO vs. VONG - Drawdown Comparison

The maximum XDG.TO drawdown since its inception was -27.08%, smaller than the maximum VONG drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for XDG.TO and VONG.

Loading charts...

Drawdown Indicators

XDG.TOVONGDifference

Max Drawdown

Largest peak-to-trough decline

-27.08%

-31.01%

+3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-16.35%

+8.48%

Max Drawdown (3Y)

Largest decline over 3 years

-12.33%

-23.68%

+11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-12.33%

-31.01%

+18.68%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.01%

—

Current Drawdown

Current decline from peak

-1.95%

-0.95%

-1.00%

Average Drawdown

Average peak-to-trough decline

-2.92%

-4.54%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

5.57%

-3.37%

Volatility

XDG.TO vs. VONG - Volatility Comparison

The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) is 3.12%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 3.44%. This indicates that XDG.TO experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XDG.TOVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.44%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

11.36%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

15.11%

-4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.56%

19.67%

-9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

19.35%

-6.21%

XDG.TO vs. VONG - Expense Ratio Comparison

XDG.TO has a 0.22% expense ratio, which is higher than VONG's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XDG.TO vs. VONG - Dividend Comparison

XDG.TO's dividend yield for the trailing twelve months is around 2.82%, more than VONG's 0.43% yield.

PositionTTM20252024202320222021202020192018201720162015
VONG
Vanguard Russell 1000 Growth ETF		0.43%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%
XDG.TO
iShares Core MSCI Global Quality Dividend Index ETF		2.82%2.89%2.90%3.13%3.27%2.97%3.27%3.18%3.47%1.67%0.00%0.00%

Frequently Asked Questions

XDG.TO and VONG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VONG is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VONG is cheaper with a 0.06% expense ratio, compared with 0.22% for XDG.TO.

XDG.TO is categorized as Global Equities, while VONG is Large Cap Growth Equities. XDG.TO tracks Morningstar Gbl GR CAD, while VONG tracks Russell 1000 Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.22% for XDG.TO and 0.06% for VONG.

Portfolio Optimizer

Find the right allocation for XDG.TO and VONG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer