XDU.TO vs. VUDV.TO
XDU.TO (iShares Core MSCI US Quality Dividend Index ETF) and VUDV.TO (Vanguard U.S. High Dividend Yield Index ETF) are both exchange-traded funds - XDU.TO is a Large Cap Value Equities fund tracking the Morningstar US Market TR CAD, while VUDV.TO is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. At a 0.31 correlation, their price movements are largely independent. XDU.TO charges 0.16%/yr vs 0.28%/yr for VUDV.TO.
Performance
XDU.TO vs. VUDV.TO - Performance Comparison
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Returns By Period
XDU.TO
- 1D
- 0.36%
- 1M
- 5.28%
- YTD
- 11.82%
- 6M
- 6.05%
- 1Y
- 16.98%
- 3Y*
- 11.88%
- 5Y*
- 9.04%
- 10Y*
- —
VUDV.TO
- 1D
- 0.00%
- 1M
- 4.69%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDU.TO vs. VUDV.TO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
XDU.TO iShares Core MSCI US Quality Dividend Index ETF | 5.38% |
VUDV.TO Vanguard U.S. High Dividend Yield Index ETF | 8.94% |
Correlation
The correlation between XDU.TO and VUDV.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 26, 2026 | 0.31 |
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Return for Risk
XDU.TO vs. VUDV.TO — Risk / Return Rank
XDU.TO
VUDV.TO
XDU.TO vs. VUDV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and Vanguard U.S. High Dividend Yield Index ETF (VUDV.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.
| XDU.TO | VUDV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | — | — |
| Martin ratioReturn relative to average drawdown | 8.23 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDU.TO | VUDV.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 7.57 | -7.01 |
Drawdowns
XDU.TO vs. VUDV.TO - Drawdown Comparison
The maximum XDU.TO drawdown since its inception was -26.12%, which is greater than VUDV.TO's maximum drawdown of -0.68%. Use the drawdown chart below to compare losses from any high point for XDU.TO and VUDV.TO.
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Drawdown Indicators
| XDU.TO | VUDV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.12% | -0.68% | -25.44% |
Max Drawdown (1Y)Largest decline over 1 year | -6.13% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.69% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | 0.00% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -0.16% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | — | — |
Volatility
XDU.TO vs. VUDV.TO - Volatility Comparison
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Volatility by Period
| XDU.TO | VUDV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 7.57% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.08% | 7.57% | +4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 7.57% | +7.34% |
XDU.TO vs. VUDV.TO - Expense Ratio Comparison
XDU.TO has a 0.16% expense ratio, which is lower than VUDV.TO's 0.28% expense ratio.
Dividends
XDU.TO vs. VUDV.TO - Dividend Comparison
XDU.TO's dividend yield for the trailing twelve months is around 2.25%, while VUDV.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VUDV.TO Vanguard U.S. High Dividend Yield Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDU.TO iShares Core MSCI US Quality Dividend Index ETF | 2.25% | 2.46% | 2.12% | 2.31% | 2.05% | 2.06% | 2.72% | 2.31% | 2.27% | 1.27% |
Frequently Asked Questions
XDU.TO and VUDV.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDU.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDU.TO is cheaper with a 0.16% expense ratio, compared with 0.28% for VUDV.TO.
XDU.TO is categorized as Large Cap Value Equities, while VUDV.TO is Dividend. XDU.TO tracks Morningstar US Market TR CAD, while VUDV.TO tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.16% for XDU.TO and 0.28% for VUDV.TO.
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