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

XSU.TO vs. VIDY.TO

Last updated Jul 16, 2026
Documentation

XSU.TO (iShares U.S. Small Cap Index ETF (CAD-Hedged)) and VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) are both exchange-traded funds - XSU.TO is a Small Cap Blend Equities fund tracking the Morningstar US SMID TR 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, XSU.TO returned 5.97%/yr vs 16.23%/yr for VIDY.TO. A 0.52 correlation means they provide meaningful diversification when combined. XSU.TO charges 0.35%/yr vs 0.31%/yr for VIDY.TO.

Performance

XSU.TO vs. VIDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.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, XSU.TO achieves a 19.18% return, which is significantly higher than VIDY.TO's 16.63% return.

XSU.TO

1D
0.45%
1M
0.48%
6M
11.44%
YTD
19.18%
1Y
33.39%
3Y*
14.73%
5Y*
5.97%
10Y*
8.91%

VIDY.TO

1D
0.51%
1M
2.74%
6M
12.31%
YTD
16.63%
1Y
34.42%
3Y*
23.44%
5Y*
16.23%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
XSU.TO
iShares U.S. Small Cap Index ETF (CAD-Hedged)		19.18%10.50%9.67%14.70%-21.69%12.78%15.72%23.82%-22.39%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		16.63%35.07%11.97%15.46%1.57%14.26%-2.63%12.64%-6.56%

Correlation

The correlation between XSU.TO and VIDY.TO is 0.54, 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

0.54

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

0.55

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

0.56

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

0.52

The correlation between XSU.TO and VIDY.TO has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.

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

Sectors
XSU.TO
VIDY.TO

Technology

19.1%
1.5%

Industrials

18.0%
7.0%

Healthcare

16.3%
9.5%

Financial Services

15.3%
41.0%

Consumer Cyclical

8.0%
7.3%

Real Estate

5.9%
1.2%

Energy

5.4%
6.7%

Basic Materials

4.7%
6.8%

Utilities

2.7%
5.9%

Communication Services

2.4%
4.3%

Consumer Defensive

2.3%
8.6%

Technology

XSU.TO
19.1%
VIDY.TO
1.5%

Industrials

XSU.TO
18.0%
VIDY.TO
7.0%

Healthcare

XSU.TO
16.3%
VIDY.TO
9.5%

Financial Services

XSU.TO
15.3%
VIDY.TO
41.0%

Consumer Cyclical

XSU.TO
8.0%
VIDY.TO
7.3%

Real Estate

XSU.TO
5.9%
VIDY.TO
1.2%

Energy

XSU.TO
5.4%
VIDY.TO
6.7%

Basic Materials

XSU.TO
4.7%
VIDY.TO
6.8%

Utilities

XSU.TO
2.7%
VIDY.TO
5.9%

Communication Services

XSU.TO
2.4%
VIDY.TO
4.3%

Consumer Defensive

XSU.TO
2.3%
VIDY.TO
8.6%

Compare stocks, funds, or ETFs

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

iShares U.S. Small Cap Index ETF (CAD-Hedged)

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

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

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSU.TO
XSU.TO Risk / Return Rank: 6666
Overall Rank
XSU.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XSU.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
XSU.TO Omega Ratio Rank: 5858
Omega Ratio Rank
XSU.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
XSU.TO Martin Ratio Rank: 7070
Martin Ratio Rank
VIDY.TO
VIDY.TO Risk / Return Rank: 8888
Overall Rank
VIDY.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 9292
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.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.

XSU.TOVIDY.TODifference
Sharpe ratioReturn per unit of total volatility
1.69
2.61

-0.91

Sortino ratioReturn per unit of downside risk
2.43
3.60

-1.17

Omega ratioGain probability vs. loss probability

1.29

1.48

-0.19

Calmar ratioReturn relative to maximum drawdown

2.89

3.30

-0.41

Martin ratioReturn relative to average drawdown

10.28

12.73

-2.45

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

The current XSU.TO Sharpe Ratio is 1.69, which is lower than the VIDY.TO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of XSU.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

XSU.TO vs. VIDY.TO - Drawdown Comparison

The maximum XSU.TO drawdown since its inception was -62.61%, 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 XSU.TO and VIDY.TO.

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Drawdown Indicators

XSU.TOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-62.61%

-31.99%

-30.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-10.48%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-28.16%

-13.89%

-14.27%

Max Drawdown (5Y)

Largest decline over 5 years

-34.00%

-19.01%

-14.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

—

—

Current Drawdown

Current decline from peak

-1.56%

-0.19%

-1.37%

Average Drawdown

Average peak-to-trough decline

-13.64%

-4.22%

-9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.71%

+0.55%

Volatility

XSU.TO vs. VIDY.TO - Volatility Comparison

iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.TO) has a higher volatility of 3.87% compared to Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) at 2.59%. This indicates that XSU.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

XSU.TOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

2.59%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

11.04%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.93%

13.33%

+6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

13.52%

+9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

16.39%

+7.05%

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

XSU.TO has a 0.35% expense ratio, which is higher than VIDY.TO's 0.31% expense ratio.

Dividends

XSU.TO vs. VIDY.TO - Dividend Comparison

XSU.TO's dividend yield for the trailing twelve months is around 0.76%, less than VIDY.TO's 2.89% yield.

PositionTTM20252024202320222021202020192018201720162015
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		2.89%2.80%3.64%3.91%4.39%3.30%3.36%3.37%0.02%0.00%0.00%0.00%
XSU.TO
iShares U.S. Small Cap Index ETF (CAD-Hedged)		0.76%0.85%0.93%1.09%1.25%0.73%0.80%1.01%1.13%0.96%1.17%1.29%

Frequently Asked Questions

XSU.TO and VIDY.TO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIDY.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIDY.TO is cheaper with a 0.31% expense ratio, compared with 0.35% for XSU.TO.

XSU.TO is categorized as Small Cap Blend Equities, while VIDY.TO is Foreign Large Cap Equities. XSU.TO tracks Morningstar US SMID TR 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: 0.35% for XSU.TO and 0.31% for VIDY.TO.

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