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XEQT.TO vs. VDU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEQT.TO vs. VDU.TO

Last updated Jun 5, 2026

XEQT.TO (iShares Core Equity ETF Portfolio) and VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) are both Global Equities funds. XEQT.TO is actively managed, while VDU.TO is passively managed. Over the past 5 years, XEQT.TO returned 13.90%/yr vs 12.05%/yr for VDU.TO. Their correlation of 0.86 suggests significant overlap in exposure. XEQT.TO charges 0.20%/yr vs 0.22%/yr for VDU.TO.

Performance

XEQT.TO vs. VDU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Equity ETF Portfolio (XEQT.TO) and Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XEQT.TO achieves a 13.22% return, which is significantly lower than VDU.TO's 16.55% return.

XEQT.TO

1D
0.83%
1M
6.02%
YTD
13.22%
6M
11.68%
1Y
30.42%
3Y*
22.22%
5Y*
13.90%
10Y*
—

VDU.TO

1D
0.29%
1M
6.07%
YTD
16.55%
6M
17.23%
1Y
33.32%
3Y*
20.65%
5Y*
12.05%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEQT.TO vs. VDU.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XEQT.TO
iShares Core Equity ETF Portfolio		13.22%19.47%24.36%17.25%-11.01%18.94%11.82%9.89%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		16.55%27.97%11.37%14.56%-9.89%10.23%7.06%11.97%

Correlation

The correlation between XEQT.TO and VDU.TO is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2019

0.86

The correlation between XEQT.TO and VDU.TO has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

XEQT.TO vs. VDU.TO - Sectors Allocation Comparison

Sectors
XEQT.TO
VDU.TO

Technology

22.9%
13.8%

Financial Services

20.3%
23.3%

Industrials

12.1%
19.2%

Consumer Cyclical

7.8%
7.5%

Basic Materials

7.3%
7.5%

Energy

7.2%
5.4%

Healthcare

6.6%
8.2%

Communication Services

6.4%
3.4%

Consumer Defensive

4.4%
5.6%

Utilities

2.8%
3.3%

Real Estate

2.2%
2.7%

Technology

XEQT.TO
22.9%
VDU.TO
13.8%

Financial Services

XEQT.TO
20.3%
VDU.TO
23.3%

Industrials

XEQT.TO
12.1%
VDU.TO
19.2%

Consumer Cyclical

XEQT.TO
7.8%
VDU.TO
7.5%

Basic Materials

XEQT.TO
7.3%
VDU.TO
7.5%

Energy

XEQT.TO
7.2%
VDU.TO
5.4%

Healthcare

XEQT.TO
6.6%
VDU.TO
8.2%

Communication Services

XEQT.TO
6.4%
VDU.TO
3.4%

Consumer Defensive

XEQT.TO
4.4%
VDU.TO
5.6%

Utilities

XEQT.TO
2.8%
VDU.TO
3.3%

Real Estate

XEQT.TO
2.2%
VDU.TO
2.7%

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iShares Core Equity ETF Portfolio

Vanguard FTSE Developed All Cap ex U.S. Index ETF

Often compared with XEQT.TO:
XEQT.TO vs. VFV.TOXEQT.TO vs. VEQT.TOXEQT.TO vs. XGRO.TOXEQT.TO vs. ZEQT.TOXEQT.TO vs. VGRO.TOXEQT.TO vs. XEI.TOXEQT.TO vs. VOO
Often compared with VDU.TO:
VDU.TO vs. VIU.TOVDU.TO vs. VEF.TOVDU.TO vs. ZEA.TOVDU.TO vs. XEF.TOVDU.TO vs. VIDY.TOVDU.TO vs. VFV.TOVDU.TO vs. BANK.TO

Return for Risk

XEQT.TO vs. VDU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XEQT.TO
XEQT.TO Risk / Return Rank: 8080
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8282
Martin Ratio Rank
VDU.TO
VDU.TO Risk / Return Rank: 6868
Overall Rank
VDU.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VDU.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VDU.TO Omega Ratio Rank: 7171
Omega Ratio Rank
VDU.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
VDU.TO Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XEQT.TO vs. VDU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Equity ETF Portfolio (XEQT.TO) and Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.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.

XEQT.TOVDU.TODifference
Sharpe ratioReturn per unit of total volatility
2.62
2.28

+0.34

Sortino ratioReturn per unit of downside risk
3.61
3.14

+0.48

Omega ratioGain probability vs. loss probability

1.48

1.42

+0.06

Calmar ratioReturn relative to maximum drawdown

3.70

2.92

+0.78

Martin ratioReturn relative to average drawdown

16.13

12.07

+4.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XEQT.TO vs. VDU.TO - Sharpe Ratio Comparison

The current XEQT.TO Sharpe Ratio is 2.62, which is comparable to the VDU.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of XEQT.TO and VDU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XEQT.TOVDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

2.28

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.90

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.70

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.70

+0.26

Drawdowns

XEQT.TO vs. VDU.TO - Drawdown Comparison

The maximum XEQT.TO drawdown since its inception was -29.74%, roughly equal to the maximum VDU.TO drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for XEQT.TO and VDU.TO.

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Drawdown Indicators

XEQT.TOVDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-29.19%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-11.47%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-14.02%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.56%

-24.10%

+4.54%

Max Drawdown (10Y)

Largest decline over 10 years

—

-29.19%

—

Current Drawdown

Current decline from peak

0.00%

-0.16%

+0.16%

Average Drawdown

Average peak-to-trough decline

-4.11%

-4.66%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.77%

-0.88%

Volatility

XEQT.TO vs. VDU.TO - Volatility Comparison

The current volatility for iShares Core Equity ETF Portfolio (XEQT.TO) is 3.70%, while Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a volatility of 5.02%. This indicates that XEQT.TO experiences smaller price fluctuations and is considered to be less risky than VDU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XEQT.TOVDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

5.02%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

12.47%

-3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

14.66%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.13%

13.50%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

14.75%

+0.81%

XEQT.TO vs. VDU.TO - Expense Ratio Comparison

XEQT.TO has a 0.20% expense ratio, which is lower than VDU.TO'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%.

Dividends

XEQT.TO vs. VDU.TO - Dividend Comparison

XEQT.TO's dividend yield for the trailing twelve months is around 1.47%, less than VDU.TO's 2.09% yield.

PositionTTM20252024202320222021202020192018201720162015
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		2.09%2.61%2.55%2.54%2.14%2.67%1.64%2.48%2.61%2.26%2.41%2.25%
XEQT.TO
iShares Core Equity ETF Portfolio		1.47%1.66%2.01%2.07%2.12%1.64%1.66%1.19%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XEQT.TO and VDU.TO have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.22% for VDU.TO.

They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for XEQT.TO and 0.22% for VDU.TO.

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