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XFH.TO vs. VIDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XFH.TO vs. VIDY.TO

Last updated Jun 26, 2026

XFH.TO (iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)) and VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) are both exchange-traded funds - XFH.TO is a Global Equities fund tracking the Morningstar DM xNA GR CAD, 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, XFH.TO returned 10.75%/yr vs 15.62%/yr for VIDY.TO. A 0.72 correlation means they provide meaningful diversification when combined. XFH.TO charges 0.22%/yr vs 0.31%/yr for VIDY.TO.

Performance

XFH.TO vs. VIDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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, XFH.TO achieves a 11.68% return, which is significantly lower than VIDY.TO's 13.31% return.

XFH.TO

1D
0.73%
1M
1.65%
YTD
11.68%
6M
11.57%
1Y
26.64%
3Y*
17.72%
5Y*
10.75%
10Y*
11.45%

VIDY.TO

1D
0.20%
1M
1.16%
YTD
13.31%
6M
13.40%
1Y
31.58%
3Y*
23.84%
5Y*
15.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFH.TO vs. VIDY.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XFH.TO
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)		11.68%21.68%12.60%18.31%-6.58%12.30%0.97%23.27%-12.02%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		13.31%35.07%11.97%15.46%1.57%14.26%-2.63%12.64%-6.56%

Correlation

The correlation between XFH.TO and VIDY.TO is 0.82, 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

0.82

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

0.79

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

0.77

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.72

The correlation between XFH.TO and VIDY.TO has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.

XFH.TO vs. VIDY.TO - Sectors Allocation Comparison

Sectors
XFH.TO
VIDY.TO

Financial Services

22.6%
41.0%

Industrials

20.3%
6.4%

Technology

11.3%
1.2%

Healthcare

9.6%
9.5%

Consumer Cyclical

8.3%
7.6%

Basic Materials

6.8%
6.7%

Consumer Defensive

6.3%
8.7%

Communication Services

4.7%
4.3%

Energy

3.7%
6.8%

Utilities

3.6%
5.8%

Real Estate

2.9%
1.3%

Financial Services

XFH.TO
22.6%
VIDY.TO
41.0%

Industrials

XFH.TO
20.3%
VIDY.TO
6.4%

Technology

XFH.TO
11.3%
VIDY.TO
1.2%

Healthcare

XFH.TO
9.6%
VIDY.TO
9.5%

Consumer Cyclical

XFH.TO
8.3%
VIDY.TO
7.6%

Basic Materials

XFH.TO
6.8%
VIDY.TO
6.7%

Consumer Defensive

XFH.TO
6.3%
VIDY.TO
8.7%

Communication Services

XFH.TO
4.7%
VIDY.TO
4.3%

Energy

XFH.TO
3.7%
VIDY.TO
6.8%

Utilities

XFH.TO
3.6%
VIDY.TO
5.8%

Real Estate

XFH.TO
2.9%
VIDY.TO
1.3%

Compare stocks, funds, or ETFs

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iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

Often compared with XFH.TO:
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Often compared with VIDY.TO:
VIDY.TO vs. VDY.TOVIDY.TO vs. VIU.TOVIDY.TO vs. VEQT.TOVIDY.TO vs. XEF.TOVIDY.TO vs. VFV.TOVIDY.TO vs. VEE.TOVIDY.TO vs. VDU.TO

Return for Risk

XFH.TO vs. VIDY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XFH.TO
XFH.TO Risk / Return Rank: 7474
Overall Rank
XFH.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XFH.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
XFH.TO Omega Ratio Rank: 7979
Omega Ratio Rank
XFH.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
XFH.TO Martin Ratio Rank: 7171
Martin Ratio Rank
VIDY.TO
VIDY.TO Risk / Return Rank: 7979
Overall Rank
VIDY.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 8484
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 7272
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.

XFH.TO vs. VIDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.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.

XFH.TOVIDY.TODifference
Sharpe ratioReturn per unit of total volatility
2.14
2.38

-0.24

Sortino ratioReturn per unit of downside risk
3.01
3.31

-0.30

Omega ratioGain probability vs. loss probability

1.41

1.44

-0.03

Calmar ratioReturn relative to maximum drawdown

2.77

3.03

-0.25

Martin ratioReturn relative to average drawdown

11.40

11.65

-0.25

XFH.TO vs. VIDY.TO - Sharpe Ratio Comparison

The current XFH.TO Sharpe Ratio is 2.14, which is comparable to the VIDY.TO Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XFH.TO and VIDY.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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Drawdowns

XFH.TO vs. VIDY.TO - Drawdown Comparison

The maximum XFH.TO drawdown since its inception was -33.85%, 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 XFH.TO and VIDY.TO.

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Drawdown Indicators

XFH.TOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-31.99%

-1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-10.48%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-13.89%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-19.01%

-1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

—

—

Current Drawdown

Current decline from peak

-0.83%

-0.72%

-0.11%

Average Drawdown

Average peak-to-trough decline

-6.07%

-4.25%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.72%

-0.38%

Volatility

XFH.TO vs. VIDY.TO - Volatility Comparison

iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) has a higher volatility of 4.25% compared to Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) at 3.65%. This indicates that XFH.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

XFH.TOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.65%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

10.92%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

13.33%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

13.51%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

16.43%

-0.44%

XFH.TO vs. VIDY.TO - Expense Ratio Comparison

XFH.TO has a 0.22% expense ratio, which is lower than VIDY.TO's 0.31% expense ratio.

Dividends

XFH.TO vs. VIDY.TO - Dividend Comparison

XFH.TO's dividend yield for the trailing twelve months is around 2.12%, less than VIDY.TO's 2.98% yield.

PositionTTM20252024202320222021202020192018201720162015
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		2.98%2.80%3.64%3.91%4.39%3.30%3.36%3.37%0.02%0.00%0.00%0.00%
XFH.TO
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)		2.12%2.16%2.47%2.93%2.93%2.38%1.85%2.60%2.86%2.26%2.17%2.62%

Frequently Asked Questions

XFH.TO and VIDY.TO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFH.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFH.TO is cheaper with a 0.22% expense ratio, compared with 0.31% for VIDY.TO.

XFH.TO is categorized as Global Equities, while VIDY.TO is Foreign Large Cap Equities. XFH.TO tracks Morningstar DM xNA GR CAD, 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: 0.22% for XFH.TO and 0.31% for VIDY.TO.

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