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XTD.TO vs. VDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XTD.TO vs. VDY.TO

Last updated Apr 4, 2026

Compare and contrast key facts about TDb Split Corp. (XTD.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO).

VDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Canada High Dividend Yield Index. It was launched on Nov 2, 2012.

Performance

XTD.TO vs. VDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TDb Split Corp. (XTD.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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, XTD.TO achieves a -1.81% return, which is significantly lower than VDY.TO's 9.76% return. Over the past 10 years, XTD.TO has underperformed VDY.TO with an annualized return of 4.51%, while VDY.TO has yielded a comparatively higher 13.66% annualized return.

XTD.TO

1D
2.35%
1M
-5.02%
YTD
-1.81%
6M
30.09%
1Y
132.27%
3Y*
-1.33%
5Y*
-0.13%
10Y*
4.51%

VDY.TO

1D
0.88%
1M
1.24%
YTD
9.76%
6M
15.89%
1Y
48.45%
3Y*
21.64%
5Y*
16.88%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTD.TO vs. VDY.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XTD.TO
TDb Split Corp.		-1.81%135.70%-45.90%-29.05%-0.25%90.79%-47.81%15.46%-4.03%25.20%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		9.76%29.20%20.71%8.40%-0.23%36.78%-1.37%21.43%-10.09%8.75%

Correlation

The correlation between XTD.TO and VDY.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.

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TDb Split Corp.

Vanguard FTSE Canadian High Dividend Yield Index ETF

Often compared with XTD.TO:
XTD.TO vs. XDIV.TOXTD.TO vs. ZAG.TOXTD.TO vs. CASH.TOXTD.TO vs. VGRO.TOXTD.TO vs. TLT
Often compared with VDY.TO:
VDY.TO vs. XEI.TOVDY.TO vs. XDIV.TOVDY.TO vs. VCN.TOVDY.TO vs. SCHDVDY.TO vs. XIC.TOVDY.TO vs. VCE.TOVDY.TO vs. ZDV.TO

Return for Risk

XTD.TO vs. VDY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XTD.TO
XTD.TO Risk / Return Rank: 9696
Overall Rank
XTD.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XTD.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
XTD.TO Omega Ratio Rank: 9696
Omega Ratio Rank
XTD.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
XTD.TO Martin Ratio Rank: 9898
Martin Ratio Rank
VDY.TO
VDY.TO Risk / Return Rank: 9696
Overall Rank
VDY.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9797
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.

XTD.TO vs. VDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDb Split Corp. (XTD.TO) and Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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.

XTD.TOVDY.TODifference

Sharpe ratio

Return per unit of total volatility

3.33

3.51

-0.18

Sortino ratio

Return per unit of downside risk

3.65

4.25

-0.60

Omega ratio

Gain probability vs. loss probability

1.54

1.75

-0.21

Calmar ratio

Return relative to maximum drawdown

6.22

3.95

+2.26

Martin ratio

Return relative to average drawdown

28.01

22.65

+5.36

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

XTD.TO vs. VDY.TO - Sharpe Ratio Comparison

The current XTD.TO Sharpe Ratio is 3.33, which is comparable to the VDY.TO Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of XTD.TO and VDY.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

XTD.TOVDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

3.51

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

1.48

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.86

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.80

-0.80

Drawdowns

XTD.TO vs. VDY.TO - Drawdown Comparison

The maximum XTD.TO drawdown since its inception was -100.02%, which is greater than VDY.TO's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for XTD.TO and VDY.TO.

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Drawdown Indicators

XTD.TOVDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.02%

-39.21%

-60.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-3.65%

-9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-69.55%

-16.18%

-53.37%

Max Drawdown (10Y)

Largest decline over 10 years

-81.92%

-39.21%

-42.71%

Current Drawdown

Current decline from peak

-100.00%

0.00%

-100.00%

Average Drawdown

Average peak-to-trough decline

-99.68%

-4.67%

-95.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

1.76%

+2.31%

Volatility

XTD.TO vs. VDY.TO - Volatility Comparison

TDb Split Corp. (XTD.TO) has a higher volatility of 12.54% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 3.30%. This indicates that XTD.TO's price experiences larger fluctuations and is considered to be riskier than VDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XTD.TOVDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

3.30%

+9.24%

Volatility (6M)

Calculated over the trailing 6-month period

21.97%

6.48%

+15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

31.71%

11.05%

+20.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.59%

11.49%

+24.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.13%

15.95%

+29.18%

Dividends

XTD.TO vs. VDY.TO - Dividend Comparison

XTD.TO's dividend yield for the trailing twelve months is around 9.17%, more than VDY.TO's 3.19% yield.

TTM20252024202320222021202020192018201720162015
XTD.TO
TDb Split Corp.		9.17%8.81%0.00%9.84%13.04%11.56%3.26%10.03%10.53%9.20%10.47%12.02%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF		3.19%3.59%4.40%4.64%4.42%3.58%4.59%4.25%4.43%3.82%3.25%4.11%