XDU.TO vs. VFV.TO
Compare and contrast key facts about iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and Vanguard S&P 500 Index ETF (VFV.TO).
XDU.TO and VFV.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDU.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on Jun 7, 2017. VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012. Both XDU.TO and VFV.TO 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: XDU.TO or VFV.TO.
Key characteristics
| XDU.TO | VFV.TO | |
|---|---|---|
| YTD Return | 23.20% | 33.13% |
| 1Y Return | 29.21% | 38.56% |
| 3Y Return (Ann) | 10.89% | 13.85% |
| 5Y Return (Ann) | 9.51% | 16.82% |
| Sharpe Ratio | 3.34 | 3.47 |
| Sortino Ratio | 5.05 | 4.81 |
| Omega Ratio | 1.62 | 1.66 |
| Calmar Ratio | 6.69 | 5.06 |
| Martin Ratio | 23.67 | 24.64 |
| Ulcer Index | 1.23% | 1.56% |
| Daily Std Dev | 8.73% | 11.11% |
| Max Drawdown | -26.10% | -27.43% |
| Current Drawdown | -0.65% | -0.21% |
Correlation
The correlation between XDU.TO and VFV.TO is 0.76, 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
XDU.TO vs. VFV.TO - Performance Comparison
In the year-to-date period, XDU.TO achieves a 23.20% return, which is significantly lower than VFV.TO's 33.13% 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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XDU.TO vs. VFV.TO - Expense Ratio Comparison
XDU.TO has a 0.16% expense ratio, which is higher than VFV.TO's 0.09% 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
XDU.TO vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and Vanguard S&P 500 Index ETF (VFV.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
XDU.TO vs. VFV.TO - Dividend Comparison
XDU.TO's dividend yield for the trailing twelve months is around 2.21%, more than VFV.TO's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDU.TO iShares Core MSCI US Quality Dividend Index ETF | 2.21% | 2.53% | 2.25% | 2.25% | 2.97% | 2.53% | 2.48% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
XDU.TO vs. VFV.TO - Drawdown Comparison
The maximum XDU.TO drawdown since its inception was -26.10%, roughly equal to the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for XDU.TO and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
XDU.TO vs. VFV.TO - Volatility Comparison
The current volatility for iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) is 2.96%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 3.79%. This indicates that XDU.TO experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.