XDU.TO vs. VWRL.AS
Compare and contrast key facts about iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and Vanguard FTSE All-World UCITS ETF (VWRL.AS).
XDU.TO and VWRL.AS 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. VWRL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both XDU.TO and VWRL.AS 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 VWRL.AS.
Key characteristics
| XDU.TO | VWRL.AS | |
|---|---|---|
| YTD Return | 23.20% | 24.37% |
| 1Y Return | 29.21% | 30.64% |
| 3Y Return (Ann) | 10.89% | 8.48% |
| 5Y Return (Ann) | 9.51% | 11.95% |
| Sharpe Ratio | 3.34 | 2.88 |
| Sortino Ratio | 5.05 | 3.80 |
| Omega Ratio | 1.62 | 1.59 |
| Calmar Ratio | 6.69 | 3.73 |
| Martin Ratio | 23.67 | 18.23 |
| Ulcer Index | 1.23% | 1.65% |
| Daily Std Dev | 8.73% | 10.45% |
| Max Drawdown | -26.10% | -33.27% |
| Current Drawdown | -0.65% | -0.45% |
Correlation
The correlation between XDU.TO and VWRL.AS is 0.58, 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
XDU.TO vs. VWRL.AS - Performance Comparison
In the year-to-date period, XDU.TO achieves a 23.20% return, which is significantly lower than VWRL.AS's 24.37% 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. VWRL.AS - Expense Ratio Comparison
XDU.TO has a 0.16% expense ratio, which is lower than VWRL.AS'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%.
Risk-Adjusted Performance
XDU.TO vs. VWRL.AS - 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 FTSE All-World UCITS ETF (VWRL.AS). 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. VWRL.AS - Dividend Comparison
XDU.TO's dividend yield for the trailing twelve months is around 2.21%, more than VWRL.AS's 1.44% 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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.44% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
Drawdowns
XDU.TO vs. VWRL.AS - Drawdown Comparison
The maximum XDU.TO drawdown since its inception was -26.10%, smaller than the maximum VWRL.AS drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for XDU.TO and VWRL.AS. For additional features, visit the drawdowns tool.
Volatility
XDU.TO vs. VWRL.AS - Volatility Comparison
iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and Vanguard FTSE All-World UCITS ETF (VWRL.AS) have volatilities of 2.96% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.