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

XIN.TO vs. VDU.TO

Last updated Jun 4, 2026

XIN.TO (iShares MSCI EAFE Index ETF (CAD-Hedged)) and VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) are both Global Equities funds - XIN.TO tracks the MSCI EAFE 100% Hedged to CAD Index while VDU.TO tracks the FTSE Developed All Cap ex US Index. Both are passively managed. Over the past 10 years, XIN.TO returned 12.75%/yr vs 10.28%/yr for VDU.TO. A 0.78 correlation means they provide meaningful diversification when combined. XIN.TO charges 0.52%/yr vs 0.22%/yr for VDU.TO.

Performance

XIN.TO vs. VDU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.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, XIN.TO achieves a 9.11% return, which is significantly lower than VDU.TO's 16.22% return. Over the past 10 years, XIN.TO has outperformed VDU.TO with an annualized return of 12.75%, while VDU.TO has yielded a comparatively lower 10.28% annualized return.

XIN.TO

1D
-0.52%
1M
4.48%
YTD
9.11%
6M
10.87%
1Y
21.23%
3Y*
16.54%
5Y*
15.09%
10Y*
12.75%

VDU.TO

1D
-0.45%
1M
7.62%
YTD
16.22%
6M
17.26%
1Y
33.30%
3Y*
20.33%
5Y*
11.99%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XIN.TO
iShares MSCI EAFE Index ETF (CAD-Hedged)		9.11%20.30%14.27%19.36%1.59%25.71%-0.02%24.88%-10.05%16.34%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF		16.22%27.97%11.37%14.56%-9.89%10.23%7.06%15.90%-8.11%17.64%

Correlation

The correlation between XIN.TO and VDU.TO is 0.91, 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

0.91

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

0.87

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

0.86

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

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2013

0.78

The correlation between XIN.TO and VDU.TO shifts across timeframes, from 0.78 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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

Sectors
XIN.TO
VDU.TO

Financial Services

23.3%
23.3%

Industrials

16.6%
19.2%

Technology

10.9%
13.8%

Healthcare

9.5%
8.2%

Consumer Cyclical

7.2%
7.5%

Consumer Defensive

6.8%
5.6%

Basic Materials

5.7%
7.5%

Communication Services

4.0%
3.4%

Energy

3.3%
5.4%

Utilities

3.1%
3.3%

Real Estate

1.6%
2.7%

Financial Services

XIN.TO
23.3%
VDU.TO
23.3%

Industrials

XIN.TO
16.6%
VDU.TO
19.2%

Technology

XIN.TO
10.9%
VDU.TO
13.8%

Healthcare

XIN.TO
9.5%
VDU.TO
8.2%

Consumer Cyclical

XIN.TO
7.2%
VDU.TO
7.5%

Consumer Defensive

XIN.TO
6.8%
VDU.TO
5.6%

Basic Materials

XIN.TO
5.7%
VDU.TO
7.5%

Communication Services

XIN.TO
4.0%
VDU.TO
3.4%

Energy

XIN.TO
3.3%
VDU.TO
5.4%

Utilities

XIN.TO
3.1%
VDU.TO
3.3%

Real Estate

XIN.TO
1.6%
VDU.TO
2.7%

Compare stocks, funds, or ETFs

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iShares MSCI EAFE Index ETF (CAD-Hedged)

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

Often compared with XIN.TO:
XIN.TO vs. XEF.TOXIN.TO vs. XFH.TOXIN.TO vs. XWD.TOXIN.TO vs. XIU.TOXIN.TO vs. GBAL.TOXIN.TO vs. XUS-U.TOXIN.TO vs. XDW0.L
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIN.TO
XIN.TO Risk / Return Rank: 4848
Overall Rank
XIN.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XIN.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XIN.TO Omega Ratio Rank: 5050
Omega Ratio Rank
XIN.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
XIN.TO Martin Ratio Rank: 5252
Martin Ratio Rank
VDU.TO
VDU.TO Risk / Return Rank: 6565
Overall Rank
VDU.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VDU.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VDU.TO Omega Ratio Rank: 6868
Omega Ratio Rank
VDU.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VDU.TO Martin Ratio Rank: 6565
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.

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

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

XIN.TOVDU.TODifference
Sharpe ratioReturn per unit of total volatility
1.66
2.28

-0.62

Sortino ratioReturn per unit of downside risk
2.37
3.13

-0.76

Omega ratioGain probability vs. loss probability

1.32

1.42

-0.10

Calmar ratioReturn relative to maximum drawdown

2.19

2.92

-0.72

Martin ratioReturn relative to average drawdown

8.95

12.06

-3.11

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

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

The current XIN.TO Sharpe Ratio is 1.66, which is comparable to the VDU.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of XIN.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

XIN.TOVDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.28

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.89

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.70

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.70

-0.31

Drawdowns

XIN.TO vs. VDU.TO - Drawdown Comparison

The maximum XIN.TO drawdown since its inception was -58.14%, which is greater than VDU.TO's maximum drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for XIN.TO and VDU.TO.

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Drawdown Indicators

XIN.TOVDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.14%

-29.19%

-28.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-11.47%

+1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

-14.02%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.40%

-24.10%

+8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-29.19%

-4.49%

Current Drawdown

Current decline from peak

-0.72%

-0.45%

-0.27%

Average Drawdown

Average peak-to-trough decline

-12.36%

-4.66%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.77%

-0.39%

Volatility

XIN.TO vs. VDU.TO - Volatility Comparison

The current volatility for iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO) is 3.99%, while Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a volatility of 5.23%. This indicates that XIN.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

XIN.TOVDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

5.23%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

12.47%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

14.68%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.72%

13.50%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

14.75%

+1.69%

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

XIN.TO has a 0.52% expense ratio, which is higher than VDU.TO's 0.22% expense ratio.

Dividends

XIN.TO vs. VDU.TO - Dividend Comparison

XIN.TO's dividend yield for the trailing twelve months is around 2.66%, more 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%
XIN.TO
iShares MSCI EAFE Index ETF (CAD-Hedged)		2.66%2.90%2.66%2.60%2.27%2.98%2.15%3.06%3.43%2.60%2.90%2.80%

Frequently Asked Questions

With a correlation of 0.91, XIN.TO and VDU.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

VDU.TO is cheaper with a 0.22% expense ratio, compared with 0.52% for XIN.TO.

XIN.TO tracks MSCI EAFE 100% Hedged to CAD Index, while VDU.TO tracks FTSE Developed All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.52% for XIN.TO and 0.22% for VDU.TO.

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