Vanguard FTSE Global All Cap ex Canada Index ETF

10-Year Study

VXC.TO · · CA · ETF

Executive Summary: Vanguard FTSE Global All Cap ex Canada Index ETF has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 19.3% and an annualized volatility of 11.8%.

1Y CAGR
+24.0%
3Y CAGR
+20.0%
5Y CAGR
+12.4%
10Y CAGR
+12.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
19.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +26.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.21.8-4.76.1————————5.1%
20254.2-1.2-4.0-3.75.23.92.82.04.72.8-0.3-0.916.1%
20241.55.53.1-1.93.22.12.8-0.12.50.84.6-0.326.1%
20235.5-0.41.71.5-0.73.33.1-0.4-4.0-0.66.42.819.2%
2022-4.3-3.20.2-5.6-1.0-6.76.5-1.5-5.04.86.8-3.8-13.0%
20210.32.21.51.8-0.64.21.13.6-3.72.60.52.917.2%
20200.0-6.7-9.89.74.31.63.03.7-0.7-2.29.52.814.1%
20194.52.72.83.6-5.22.90.9-1.41.52.23.41.220.5%
20183.4-0.3-0.90.01.40.71.71.1-0.9-6.12.9-5.4-2.9%
2017-0.44.91.54.40.9-3.3-1.60.61.85.71.8-1.115.9%
2016———-2.55.3-2.05.10.90.80.31.51.611.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 74.1% of variance. Idiosyncratic stock-specific factors contribute 6.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019750.790728218088
2016-05-0110266.748683505057
2016-06-0110063.466070382086
2016-07-0110575.84964318519
2016-08-0110674.768600296758
2016-09-0110759.34846488585
2016-10-0110787.735711821646
2016-11-0110954.567936126617
2016-12-0111129.172364204638
2017-01-0111089.937282056186
2017-02-0111635.529361889603
2017-03-0111811.214417230187
2017-04-0112326.465808537787
2017-05-0112440.97073578248
2017-06-0112029.45956168096
2017-07-0111835.154467354667
2017-08-0111910.715250560055
2017-09-0112127.630392226134
2017-10-0112817.652461959842
2017-11-0113052.48107863226
2017-12-0112903.936392616824
2018-01-0113343.003561913709
2018-02-0113299.487533302023
2018-03-0113177.626028154496
2018-04-0113177.626028154496
2018-05-0113363.24454179326
2018-06-0113450.733787473868
2018-07-0113674.132692715326
2018-08-0113827.955827282514
2018-09-0113708.006201137985
2018-10-0112877.00383622678
2018-11-0113244.708043607467
2018-12-0112534.819057277402
2019-01-0113103.89399877806
2019-02-0113462.371311839936
2019-03-0113838.762099908146
2019-04-0114336.058453622389
2019-05-0113593.833774589466
2019-06-0113983.48302791759
2019-07-0114114.155801513709
2019-08-0113912.535691871606
2019-09-0114120.390189566959
2019-10-0114431.444590837113
2019-11-0114922.340306150018
2019-12-0115100.934742582118
2020-01-0115100.934742582118
2020-02-0114084.189176271087
2020-03-0112704.3944123258
2020-04-0113932.527296229027
2020-05-0114533.356054214239
2020-06-0114764.485600641725
2020-07-0115208.789655903343
2020-08-0115770.798957610317
2020-09-0115654.756214645826
2020-10-0115303.801729834873
2020-11-0116764.768226233475
2020-12-0117235.713899775976
2021-01-0117281.64055843492
2021-02-0117656.90915665355
2021-03-0117915.09594723214
2021-04-0118233.506926405127
2021-05-0118129.932959547135
2021-06-0118894.64299815878
2021-07-0119110.39438738825
2021-08-0119796.21863583277
2021-09-0119058.939904655428
2021-10-0119546.55217559362
2021-11-0119635.537674407005
2021-12-0120201.578547055084
2022-01-0119334.41673143503
2022-02-0118719.997007493737
2022-03-0118753.828953329372
2022-04-0117706.32707262231
2022-05-0117531.099205738963
2022-06-0116360.031753816485
2022-07-0117426.403049031385
2022-08-0117163.727499054454
2022-09-0116311.569777349225
2022-10-0117095.647981512964
2022-11-0118261.852610753907
2022-12-0117571.41491514998
2023-01-0118546.099143395084
2023-02-0118470.787735711823
2023-03-0118779.099006238543
2023-04-0119069.164301062756
2023-05-0118930.095884888262
2023-06-0119556.153133195625
2023-07-0120167.663476045404
2023-08-0120079.75860449458
2023-09-0119269.412845333147
2023-10-0119153.03760167248
2023-11-0120372.691717823287
2023-12-0120945.38260439483
2024-01-0121251.94824626664
2024-02-0122413.53942834818
2024-03-0123097.160859680553
2024-04-0122648.284919846552
2024-05-0123384.233648239206
2024-06-0123884.8965715022
2024-07-0124551.518904742705
2024-08-0124523.09009521989
2024-09-0125142.08170373357
2024-10-0125341.831496959698
2024-11-0126495.401099746054
2024-12-0126403.838720537322
2025-01-0127513.726044363906
2025-02-0127194.27600051538
2025-03-0126111.27967049181
2025-04-0125142.538892190805
2025-05-0126460.197588538704
2025-06-0127480.600662507637
2025-07-0128252.00227762977
2025-08-0128817.128773363373
2025-09-0130180.132252151903
2025-10-0131028.840279134332
2025-11-0130946.006043200156
2025-12-0130660.720445883435
2026-01-0131334.034355634434
2026-02-0131886.816763022598
2026-03-0130390.563630242603
2026-04-0132231.786235302432
Annual Return Matrix
YearAnnual Return
20170.15946954277754322
2018-0.028605018198215704
20190.20471900500349816
20200.14136735199405503
20210.17207669287882865
2022-0.13019594611276164
20230.19201457057028626
20240.26060426869438924
20250.1612220772290598
20260.051240341602277306
Total Factor Risk
0.1183246099745028
VTI.US Exposure
0.7413880424214523
VEA.US Exposure
0.30647027267424354
VWO.US Exposure
0.11948519481477664
QQQ.US Exposure
-0.14565839659817292
VTV.US Exposure
-0.14027271408606645
IJR.US Exposure
-0.00968910537842561
QUAL.US Exposure
0.06759466764823702
SHV.US Exposure
0.024329227447016183
TLT.US Exposure
0.013042532188868685
LQD.US Exposure
-0.02273365666696745
HYG.US Exposure
0.02056752446033562
GLD.US Exposure
-0.005133702636773473
USO.US Exposure
0.02240377270139568
VNQ.US Exposure
-0.024015217332119598
BTC-USD.CC Exposure
0.005014960780206705
CPER.US Exposure
-0.00482914586249217
VIX.INDX Exposure
-0.04779534151792216
UUP.US Exposure
0.010647187169129132
TIP.US Exposure
0.0038911842792430508
Idiosyncratic Exposure
0.06529271349403545
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,861
Avg Yield on Cost
3.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$286.742.87%Solid
2022$335.463.35%Solid
2023$364.293.64%Solid
2024$388.823.89%Solid
2025$427.464.27%Solid
2026$58.610.59%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard FTSE Global All Cap ex Canada Index ETF a high-risk investment?

Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) has an annualized volatility of 11.8% and experienced a maximum drawdown of 19.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of VXC.TO?

Over the past 10 years, VXC.TO has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Vanguard FTSE Global All Cap ex Canada Index ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest