XHD.TO vs. VUDV.TO
XHD.TO (iShares U.S. High Dividend Equity Index ETF (CAD-Hedged)) and VUDV.TO (Vanguard U.S. High Dividend Yield Index ETF) are both exchange-traded funds - XHD.TO is a Large Cap Blend Equities fund tracking the Morningstar US Market TR CAD, while VUDV.TO is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. At a 0.10 correlation, their price movements are largely independent. XHD.TO charges 0.33%/yr vs 0.28%/yr for VUDV.TO.
Performance
XHD.TO vs. VUDV.TO - Performance Comparison
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Returns By Period
XHD.TO
- 1D
- 0.23%
- 1M
- -1.67%
- YTD
- 12.83%
- 6M
- 6.86%
- 1Y
- 6.26%
- 3Y*
- 8.23%
- 5Y*
- 6.02%
- 10Y*
- 5.86%
VUDV.TO
- 1D
- 0.11%
- 1M
- 2.89%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XHD.TO vs. VUDV.TO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
XHD.TO iShares U.S. High Dividend Equity Index ETF (CAD-Hedged) | 1.68% |
VUDV.TO Vanguard U.S. High Dividend Yield Index ETF | 10.42% |
Correlation
The correlation between XHD.TO and VUDV.TO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 30, 2026 | 0.10 |
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Return for Risk
XHD.TO vs. VUDV.TO — Risk / Return Rank
XHD.TO
VUDV.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XHD.TO vs. VUDV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. High Dividend Equity Index ETF (CAD-Hedged) (XHD.TO) and Vanguard U.S. High Dividend Yield Index ETF (VUDV.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.
| XHD.TO | VUDV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.11 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.56 | — | — |
| Martin ratioReturn relative to average drawdown | 1.94 | — | — |
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Drawdowns
XHD.TO vs. VUDV.TO - Drawdown Comparison
The maximum XHD.TO drawdown since its inception was -38.71%, which is greater than VUDV.TO's maximum drawdown of -1.73%. Use the drawdown chart below to compare losses from any high point for XHD.TO and VUDV.TO.
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Drawdown Indicators
| XHD.TO | VUDV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.71% | -1.73% | -36.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.71% | — | — |
Current DrawdownCurrent decline from peak | -1.67% | 0.00% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -0.23% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | — | — |
Volatility
XHD.TO vs. VUDV.TO - Volatility Comparison
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Volatility by Period
| XHD.TO | VUDV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.98% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 8.02% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 8.02% | +6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 8.02% | +8.37% |
XHD.TO vs. VUDV.TO - Expense Ratio Comparison
XHD.TO has a 0.33% expense ratio, which is higher than VUDV.TO's 0.28% expense ratio.
Dividends
XHD.TO vs. VUDV.TO - Dividend Comparison
XHD.TO's dividend yield for the trailing twelve months is around 2.42%, more than VUDV.TO's 0.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUDV.TO Vanguard U.S. High Dividend Yield Index ETF | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XHD.TO iShares U.S. High Dividend Equity Index ETF (CAD-Hedged) | 2.42% | 2.74% | 3.06% | 3.16% | 2.75% | 2.87% | 3.51% | 2.51% | 2.87% | 2.41% | 2.54% | 3.07% |
Frequently Asked Questions
XHD.TO and VUDV.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUDV.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUDV.TO is cheaper with a 0.28% expense ratio, compared with 0.33% for XHD.TO.
XHD.TO is categorized as Large Cap Blend Equities, while VUDV.TO is Dividend. XHD.TO tracks Morningstar US Market TR CAD, while VUDV.TO tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.33% for XHD.TO and 0.28% for VUDV.TO.
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