PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XFH.TO vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XFH.TO vs. VYMI

Last updated Jun 5, 2026

XFH.TO (iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - XFH.TO is a Global Equities fund tracking the Morningstar DM xNA GR CAD, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, XFH.TO returned 10.20%/yr vs 11.37%/yr for VYMI. A 0.74 correlation means they provide meaningful diversification when combined. XFH.TO charges 0.22%/yr vs 0.07%/yr for VYMI.

Performance

XFH.TO vs. VYMI - 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 International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XFH.TO is traded in CAD, while VYMI is traded in USD. To make them comparable, the VYMI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XFH.TO achieves a 9.98% return, which is significantly lower than VYMI's 13.53% return. Over the past 10 years, XFH.TO has underperformed VYMI with an annualized return of 10.20%, while VYMI has yielded a comparatively higher 11.37% annualized return.

XFH.TO

1D
0.70%
1M
3.65%
YTD
9.98%
6M
11.71%
1Y
23.32%
3Y*
16.60%
5Y*
10.31%
10Y*
10.20%

VYMI

1D
0.71%
1M
3.82%
YTD
13.53%
6M
14.73%
1Y
33.00%
3Y*
23.69%
5Y*
15.31%
10Y*
11.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFH.TO vs. VYMI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XFH.TO
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)		9.98%21.68%11.68%18.28%-6.60%12.13%0.84%23.05%-10.97%17.50%
VYMI
Vanguard International High Dividend Yield ETF		13.53%31.72%16.25%14.49%-0.40%14.35%-2.78%12.61%-5.24%14.57%

Correlation

The correlation between XFH.TO and VYMI is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.79

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

0.77

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

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2016

0.74

The correlation between XFH.TO and VYMI has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

XFH.TO vs. VYMI - Sectors Allocation Comparison

Sectors
XFH.TO
VYMI

Financial Services

22.9%
41.9%

Industrials

20.5%
6.6%

Technology

10.2%
4.3%

Healthcare

9.8%
6.6%

Consumer Cyclical

8.2%
6.5%

Basic Materials

6.6%
6.8%

Consumer Defensive

6.4%
7.0%

Communication Services

4.5%
4.0%

Energy

4.0%
9.5%

Utilities

3.8%
5.6%

Real Estate

3.1%
1.3%

Financial Services

XFH.TO
22.9%
VYMI
41.9%

Industrials

XFH.TO
20.5%
VYMI
6.6%

Technology

XFH.TO
10.2%
VYMI
4.3%

Healthcare

XFH.TO
9.8%
VYMI
6.6%

Consumer Cyclical

XFH.TO
8.2%
VYMI
6.5%

Basic Materials

XFH.TO
6.6%
VYMI
6.8%

Consumer Defensive

XFH.TO
6.4%
VYMI
7.0%

Communication Services

XFH.TO
4.5%
VYMI
4.0%

Energy

XFH.TO
4.0%
VYMI
9.5%

Utilities

XFH.TO
3.8%
VYMI
5.6%

Real Estate

XFH.TO
3.1%
VYMI
1.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

Vanguard International High Dividend Yield ETF

Often compared with XFH.TO:
XFH.TO vs. XEF.TOXFH.TO vs. XIN.TOXFH.TO vs. XLCXFH.TO vs. VIU.TOXFH.TO vs. VEQT.TOXFH.TO vs. QQC.TOXFH.TO vs. VOO
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

XFH.TO vs. VYMI — 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: 5858
Overall Rank
XFH.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XFH.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XFH.TO Omega Ratio Rank: 6262
Omega Ratio Rank
XFH.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XFH.TO Martin Ratio Rank: 5858
Martin Ratio Rank
VYMI
VYMI Risk / Return Rank: 7070
Overall Rank
VYMI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7474
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VYMI 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.

XFH.TO vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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.

XFH.TOVYMIDifference
Sharpe ratioReturn per unit of total volatility
1.95
2.79

-0.84

Sortino ratioReturn per unit of downside risk
2.78
3.75

-0.96

Omega ratioGain probability vs. loss probability

1.37

1.52

-0.15

Calmar ratioReturn relative to maximum drawdown

2.43

3.37

-0.94

Martin ratioReturn relative to average drawdown

10.02

14.04

-4.02

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

XFH.TO vs. VYMI - Sharpe Ratio Comparison

The current XFH.TO Sharpe Ratio is 1.95, which is comparable to the VYMI Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of XFH.TO and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

XFH.TOVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.79

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.31

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.81

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.82

-0.31

Drawdowns

XFH.TO vs. VYMI - Drawdown Comparison

The maximum XFH.TO drawdown since its inception was -33.85%, which is greater than VYMI's maximum drawdown of -31.33%. Use the drawdown chart below to compare losses from any high point for XFH.TO and VYMI.

Loading charts...

Drawdown Indicators

XFH.TOVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-31.33%

-2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-9.84%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-13.21%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-17.66%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-31.33%

-2.52%

Current Drawdown

Current decline from peak

-0.60%

0.00%

-0.60%

Average Drawdown

Average peak-to-trough decline

-5.61%

-3.98%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.36%

-0.03%

Volatility

XFH.TO vs. VYMI - Volatility Comparison

iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 3.93% and 3.78%, 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.

Loading charts...

Volatility by Period

XFH.TOVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

3.78%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

10.04%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

11.90%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

11.75%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

14.00%

+2.16%

XFH.TO vs. VYMI - Expense Ratio Comparison

XFH.TO has a 0.22% expense ratio, which is higher than VYMI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XFH.TO vs. VYMI - Dividend Comparison

XFH.TO's dividend yield for the trailing twelve months is around 1.96%, less than VYMI's 3.42% yield.

PositionTTM20252024202320222021202020192018201720162015
VYMI
Vanguard International High Dividend Yield ETF		3.42%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%
XFH.TO
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)		1.96%2.16%2.47%2.91%2.91%2.29%1.73%2.43%2.66%2.11%2.03%2.45%

Frequently Asked Questions

XFH.TO and VYMI have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.22% for XFH.TO.

XFH.TO is categorized as Global Equities, while VYMI is Dividend. XFH.TO tracks Morningstar DM xNA GR CAD, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.22% for XFH.TO and 0.07% for VYMI.

Portfolio Optimizer

Find the right allocation for XFH.TO and VYMI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer