XEG.TO vs. VIDY.TO
XEG.TO (iShares S&P/TSX Capped Energy Index ETF) and VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) are both exchange-traded funds - XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index, while VIDY.TO is a Foreign Large Cap Equities fund tracking the FTSE Developed ex North America High Dividend Yield Index. Both are passively managed. Over the past 5 years, XEG.TO returned 32.16%/yr vs 16.44%/yr for VIDY.TO. At a 0.31 correlation, their price movements are largely independent. XEG.TO charges 0.60%/yr vs 0.31%/yr for VIDY.TO.
Performance
XEG.TO vs. VIDY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XEG.TO achieves a 44.98% return, which is significantly higher than VIDY.TO's 17.58% return.
XEG.TO
- 1D
- -0.83%
- 1M
- 14.91%
- 6M
- 34.10%
- YTD
- 44.98%
- 1Y
- 62.68%
- 3Y*
- 25.57%
- 5Y*
- 32.16%
- 10Y*
- 11.93%
- ALL TIME*
- 4.59%
VIDY.TO
- 1D
- 0.98%
- 1M
- 3.97%
- 6M
- 13.54%
- YTD
- 17.58%
- 1Y
- 31.61%
- 3Y*
- 23.05%
- 5Y*
- 16.44%
- 10Y*
- —
- ALL TIME*
- 11.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$1.96M | CA$2.16M | CA$2.22M | |
| CA$55.41M | CA$49.18M | CA$55.92M |
XEG.TO vs. VIDY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 44.98% | 16.72% | 14.04% | 3.55% | 53.25% | 83.71% | -34.44% | 9.04% | -31.32% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 17.58% | 35.07% | 11.97% | 15.46% | 1.57% | 14.26% | -2.63% | 12.64% | -6.56% |
Correlation
The correlation between XEG.TO and VIDY.TO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018 | 0.31 |
The correlation between XEG.TO and VIDY.TO shifts across timeframes, from -0.07 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
XEG.TO vs. VIDY.TO - Sectors Allocation Comparison
Sectors
XEG.TO
VIDY.TO
Energy
Basic Materials
-
Communication Services
-
Consumer Cyclical
-
Consumer Defensive
-
Financial Services
-
Healthcare
-
Industrials
-
Real Estate
-
Technology
-
Utilities
-
Energy
XEG.TO
VIDY.TO
Basic Materials
XEG.TO
-
VIDY.TO
Communication Services
XEG.TO
-
VIDY.TO
Consumer Cyclical
XEG.TO
-
VIDY.TO
Consumer Defensive
XEG.TO
-
VIDY.TO
Financial Services
XEG.TO
-
VIDY.TO
Healthcare
XEG.TO
-
VIDY.TO
Industrials
XEG.TO
-
VIDY.TO
Real Estate
XEG.TO
-
VIDY.TO
Technology
XEG.TO
-
VIDY.TO
Utilities
XEG.TO
-
VIDY.TO
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Return for Risk
XEG.TO vs. VIDY.TO — Risk / Return Rank
XEG.TO
VIDY.TO
XEG.TO vs. VIDY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XEG.TO | VIDY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.44 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | 3.03 | +0.80 |
| Martin ratioReturn relative to average drawdown | 11.57 | 11.68 | -0.12 |
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Drawdowns
XEG.TO vs. VIDY.TO - Drawdown Comparison
The maximum XEG.TO drawdown since its inception was -87.51%, which is greater than VIDY.TO's maximum drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for XEG.TO and VIDY.TO.
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Drawdown Indicators
| XEG.TO | VIDY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.51% | -31.99% | -55.52% |
Max Drawdown (1Y)Largest decline over 1 year | -16.47% | -10.48% | -5.99% |
Max Drawdown (3Y)Largest decline over 3 years | -25.67% | -13.89% | -11.78% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -19.01% | -9.41% |
Max Drawdown (10Y)Largest decline over 10 years | -79.66% | — | — |
Current DrawdownCurrent decline from peak | -3.58% | -0.11% | -3.47% |
Average DrawdownAverage peak-to-trough decline | -34.51% | -4.21% | -30.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 2.71% | +2.73% |
Volatility
XEG.TO vs. VIDY.TO - Volatility Comparison
iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a higher volatility of 6.80% compared to Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) at 3.19%. This indicates that XEG.TO's price experiences larger fluctuations and is considered to be riskier than VIDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEG.TO | VIDY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 3.19% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.71% | 11.10% | +8.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.10% | 13.27% | +10.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.59% | 13.53% | +15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.40% | 16.38% | +17.02% |
XEG.TO vs. VIDY.TO - Expense Ratio Comparison
XEG.TO has a 0.60% expense ratio, which is higher than VIDY.TO's 0.31% expense ratio.
Dividends
XEG.TO vs. VIDY.TO - Dividend Comparison
XEG.TO's dividend yield for the trailing twelve months is around 2.54%, less than VIDY.TO's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 2.87% | 2.80% | 3.64% | 3.91% | 4.39% | 3.30% | 3.36% | 3.37% | 0.02% | 0.00% | 0.00% | 0.00% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.54% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
Frequently Asked Questions
XEG.TO and VIDY.TO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VIDY.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VIDY.TO is cheaper with a 0.31% expense ratio, compared with 0.60% for XEG.TO.
XEG.TO is categorized as Energy Equities, while VIDY.TO is Foreign Large Cap Equities. XEG.TO tracks S&P/TSX Capped Energy Index, while VIDY.TO tracks FTSE Developed ex North America High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.60% for XEG.TO and 0.31% for VIDY.TO.
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