XVLU.TO vs. XDG.TO
Compare and contrast key facts about iShares MSCI USA Value Factor Index ETF (XVLU.TO) and iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO).
XVLU.TO and XDG.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XVLU.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Enhanced Value Index. It was launched on Sep 4, 2019. XDG.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Jun 7, 2017. Both XVLU.TO and XDG.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XVLU.TO or XDG.TO.
Correlation
The correlation between XVLU.TO and XDG.TO is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XVLU.TO vs. XDG.TO - Performance Comparison
Key characteristics
XVLU.TO:
1.42
XDG.TO:
1.86
XVLU.TO:
2.11
XDG.TO:
2.46
XVLU.TO:
1.27
XDG.TO:
1.35
XVLU.TO:
2.21
XDG.TO:
2.85
XVLU.TO:
5.81
XDG.TO:
9.18
XVLU.TO:
3.18%
XDG.TO:
1.86%
XVLU.TO:
13.01%
XDG.TO:
9.18%
XVLU.TO:
-34.40%
XDG.TO:
-27.08%
XVLU.TO:
-1.62%
XDG.TO:
-0.40%
Returns By Period
In the year-to-date period, XVLU.TO achieves a 4.78% return, which is significantly lower than XDG.TO's 5.15% return.
XVLU.TO
4.78%
-0.40%
11.87%
17.35%
9.09%
N/A
XDG.TO
5.15%
2.02%
5.53%
15.54%
8.75%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XVLU.TO vs. XDG.TO - Expense Ratio Comparison
XVLU.TO has a 0.32% expense ratio, which is higher than XDG.TO's 0.22% expense ratio.
Risk-Adjusted Performance
XVLU.TO vs. XDG.TO — Risk-Adjusted Performance Rank
XVLU.TO
XDG.TO
XVLU.TO vs. XDG.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Value Factor Index ETF (XVLU.TO) and iShares Core MSCI Global Quality Dividend Index ETF (XDG.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.
Dividends
XVLU.TO vs. XDG.TO - Dividend Comparison
XVLU.TO's dividend yield for the trailing twelve months is around 2.07%, less than XDG.TO's 2.55% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
XVLU.TO iShares MSCI USA Value Factor Index ETF | 2.07% | 2.17% | 2.26% | 2.51% | 2.03% | 2.72% | 0.68% | 0.00% | 0.00% |
XDG.TO iShares Core MSCI Global Quality Dividend Index ETF | 2.55% | 2.90% | 3.06% | 3.20% | 2.90% | 3.20% | 3.10% | 3.39% | 1.67% |
Drawdowns
XVLU.TO vs. XDG.TO - Drawdown Comparison
The maximum XVLU.TO drawdown since its inception was -34.40%, which is greater than XDG.TO's maximum drawdown of -27.08%. Use the drawdown chart below to compare losses from any high point for XVLU.TO and XDG.TO. For additional features, visit the drawdowns tool.
Volatility
XVLU.TO vs. XDG.TO - Volatility Comparison
iShares MSCI USA Value Factor Index ETF (XVLU.TO) has a higher volatility of 3.44% compared to iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) at 2.93%. This indicates that XVLU.TO's price experiences larger fluctuations and is considered to be riskier than XDG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.