XDG.TO vs. VONG
Compare and contrast key facts about iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and Vanguard Russell 1000 Growth ETF (VONG).
XDG.TO and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDG.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Jun 7, 2017. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both XDG.TO and VONG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDG.TO or VONG.
Key characteristics
| XDG.TO | VONG | |
|---|---|---|
| YTD Return | 17.41% | 32.15% |
| 1Y Return | 21.74% | 42.61% |
| 3Y Return (Ann) | 9.94% | 10.46% |
| 5Y Return (Ann) | 8.09% | 20.00% |
| Sharpe Ratio | 2.84 | 2.55 |
| Sortino Ratio | 4.02 | 3.28 |
| Omega Ratio | 1.53 | 1.47 |
| Calmar Ratio | 5.57 | 3.24 |
| Martin Ratio | 18.04 | 12.80 |
| Ulcer Index | 1.22% | 3.32% |
| Daily Std Dev | 7.76% | 16.64% |
| Max Drawdown | -27.08% | -32.72% |
| Current Drawdown | -2.52% | -0.01% |
Correlation
The correlation between XDG.TO and VONG is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDG.TO vs. VONG - Performance Comparison
In the year-to-date period, XDG.TO achieves a 17.41% return, which is significantly lower than VONG's 32.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDG.TO vs. VONG - Expense Ratio Comparison
XDG.TO has a 0.22% expense ratio, which is higher than VONG's 0.08% 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%.
Risk-Adjusted Performance
XDG.TO vs. VONG - Risk-Adjusted Performance 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.
Dividends
XDG.TO vs. VONG - Dividend Comparison
XDG.TO's dividend yield for the trailing twelve months is around 2.83%, more than VONG's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDG.TO iShares Core MSCI Global Quality Dividend Index ETF | 2.83% | 3.13% | 3.27% | 2.97% | 3.27% | 3.18% | 3.47% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.58% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
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 -32.72%. Use the drawdown chart below to compare losses from any high point for XDG.TO and VONG. For additional features, visit the drawdowns tool.
Volatility
XDG.TO vs. VONG - Volatility Comparison
The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) is 2.59%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.15%. 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.