ETF · Broad Market

VIGI(VIGI)

$93.35
-0.85%
Expense Ratio
$8.8B
Total AUM
Holdings
Inception
Active Share vs VOO
Truly Active
0%20%60%100%
97.4%

AI Look-Through Summary

AI Generated

The VIGI ETF presents a distinct market profile characterized by heavy concentration within the Financial Services sector, which accounts for 12.0% of total assets under management. This single-sector dominance is reinforced by significant individual positions in major financial institutions like RY and TD, each holding over 3% of the portfolio. Such structural weighting suggests that the fund's performance will be highly correlated with broader banking trends and interest rate environments rather than diversified sector rotation. Beyond finance, Energy serves as a secondary pillar at 4.2%, anchored by substantial exposure to SU, while Technology and Industrials contribute marginally smaller weights of 3.5% and 0.9% respectively. The remaining portfolio allocation appears fragmented across various unnamed entities or sectors not explicitly detailed in the provided breakdown, indicating potential diversification outside the clearly labeled categories.

From a concentration risk perspective, the top ten holdings collectively represent approximately 27.8% of the fund's assets, with the largest single position (RY) comprising just over 4%. This distribution implies that while no single stock dictates total returns entirely, a handful of large-cap names exert considerable influence on volatility and directional movement. The geographic tilt is not explicitly quantified in the provided data points; however, the prominence of tickers such as RY, NESN, and TD typically signals a strong bias toward Canadian equities, aligning with the fund's likely domestic market focus given its substantial asset base of $8.8 billion. Quantitatively, the low weightings assigned to Technology and Industrials contrast sharply with the financial sector dominance, suggesting this instrument is not designed for broad-based growth exposure but rather serves a specific mandate centered on established financial services firms within a particular regional jurisdiction. Investors must weigh whether this concentrated approach aligns with their desired risk-return profile relative to more broadly diversified alternatives.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-05-22 12:09:40.592341+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 15/100

The investment theme implied by the ticker VIGI, typically associated with a specific value or growth strategy within the Canadian market, appears significantly misaligned with the actual composition of its top holdings. While the fund name suggests a focused thematic approach, the portfolio is dominated by broad financial services giants like RY and TD alongside energy majors such as SU, which are often considered defensive staples rather than drivers of a singular innovation or cyclical theme. Several significant positions lack clear sector classifications in the provided data, creating ambiguity about their specific industries and further obscuring any coherent narrative tied to the fund's name. The presence of these large-cap utility-like stocks suggests the portfolio may be relying on established market leaders for stability rather than maintaining a strict adherence to a specialized investment thesis.

Sector coherence is notably weak given that Financial Services alone accounts for 12% of assets, yet this sector does not appear to define a unique value proposition distinct from a broad index exposure. The distribution across Energy and Technology remains thin relative to the heavy weighting in financials, indicating a lack of diversification into the sectors where thematic funds usually seek alpha generation. With top-ten concentration sitting at 32.9%, the fund exhibits moderate reliance on its largest names, but this is compounded by an industry spread that mirrors general market breadth rather than a concentrated bet on a specific trend. The data reveals a structure that functions more like a diversified core holding or a broad-based index proxy than a sharply defined thematic vehicle, leaving investors with limited differentiation from standard market benchmarks based solely on the provided holdings and sector weights.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-22 02:48:12.779449+00

🏢 Sector Analysis

AI Generated

The sector allocation profile of VIGI presents a distinct divergence from the fund's likely underlying mandate, as Financial Services dominates exposure at 12.0% while Technology and Industrials remain minimal at 3.5% and 0.9%, respectively. This distribution suggests an investment thesis heavily weighted toward Canadian financial institutions rather than broad market growth or cyclical industrial expansion. The presence of significant holdings in non-standard sectors, such as Energy at 4.2% and the inclusion of entities like NESN and 8306 which lack standard sector classifications within the top five positions, indicates that specific stock selection drives performance more than traditional industry categorization. Consequently, the fund's risk profile appears concentrated around regulatory changes affecting banking and insurance sectors rather than broader macroeconomic trends impacting technology or manufacturing industries.

Concentration risk is notably elevated given that the top ten holdings account for 32.9% of assets, with RY alone representing over four percent of total exposure. This high degree of concentration implies that idiosyncratic events affecting a single major financial entity could disproportionately influence overall portfolio volatility compared to more diversified peers. The limited representation in Technology and Real Estate further underscores a defensive or value-oriented tilt toward established service providers rather than exposure to innovation-driven growth stocks or inflation-sensitive assets. By maintaining such low allocations across most non-financial sectors, the fund effectively isolates itself from potential downturns in those areas but simultaneously forfeits participation in their upside trajectories.

Ultimately, this allocation structure reveals a strategy focused on capturing returns within specific segments of the Canadian financial landscape while accepting higher concentration risk to achieve that objective. The data reflects a deliberate choice to prioritize stability and dividends inherent to large-cap banks over sector diversification or exposure to emerging industries. Investors evaluating this vehicle must weigh whether this narrow focus aligns with their desire for concentrated income generation from financial services versus a preference for balanced multi-sector equity exposure.

AI-generated sector analysis from constituent-level data. Not investment advice. Updated: 2026-05-24 02:06:09.781292+00

Flow Driver Analysis

2-Step Circle

Which larger ETFs share VIGI's holdings — and mechanically drive its price through index rebalancing flows?

Approximately 100% of VIGI's weight flows through these larger ETFs

Driver ETFAUMExpenseShared StocksWeight Overlap
SPDWSPDW$36B19585.5%
VEUVEU$86B7079.6%
VXUSVXUS$624B7079.6%
VEAVanguard FTSE Developed Markets Index Fund ETF Shares$290B7878.8%
CWICWI$2B9177.3%

86% of VIGI's portfolio by weight is also held by SPDW, which commands 4× more assets under management. When SPDW receives inflows, it mechanically buys these shared stocks — dragging VIGI's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofVIGI's weight.

Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.

ETF Look-Through Dashboard

Replaces $249/yr Morningstar

Peer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.

15.4x
Weighted P/E
0.65x
Weighted P/B
2.27%
Dividend Yield
$28B
Wtd Avg Market Cap

Weighted metrics calculated based on 26% of fund assets with available data.

Herfindahl-Hirschman Concentration Index

01000200030004000193
Well Diversified
Top 5: 22.6%Top 10: 36.9%

Morningstar-Style Box

Value
Blend
Growth
Large
Mid
Small
Mid Blend

Sector & Cap Explorer

Other78.1%Financial Services12.6%Energy4.4%Technology3.6%
Visualization Mode

ETF Fundamental Radar

Total Analysis
28% Weight
Market Cap
Large
Risk Profile
Elevated

Operational health is mixed, with the bulk of weight in the mid-range (4–6) Piotroski scores.

Piotroski F-Score (Operational Health)

Score 0-9: Measures Profitability, Leverage, and Efficiency

↑ Weight (%)100%80%60%40%20%
6%
0–3 Weak
17%
4–6 Average
5%
7–9 Strong

Based on 28% of fund weight with Piotroski data.

Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation. Data that Vanguard and BlackRock don't surface.

Dividend Safety True-Up

Deterministic
34%
Wtd FCF Payout Ratio
0.00%
TTM Yield
Very Safe
Dividend Durability
34% of FCF
0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside VIGI collectively pay out 34% of their Free Cash Flow to maintain the current yield. This leaves a substantial cash buffer, making dividend cuts unlikely even in a downturn. Based on 18% of fund weight in dividend-paying stocks.

FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.

Earnings vs. Price Decomposition

Proprietary
+5.8%
ETF 1Y Return
+36.7%
Wtd Earnings Growth
-30.9%
Multiple Contraction
Earnings

VIGI is up 5.8% over the last 12 months. The underlying weighted earnings growth of its constituents is +36.7%. Despite earnings growth, valuations have contracted by 30.9% — the market is paying less per dollar of earnings than a year ago.

Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 23% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

What percentage of VIGI's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?

69% Destroyers
Value Creators (ROIC > WACC)4.1%
Value Destroyers9.2%

Of VIGI's analyzed weight, 31% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 69% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 13% of fund weight with available data. Not investment advice.

Passive Crowding Score

SEVERE

How much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.

100/ 100
Wtd Avg Passive Ownership121.1%
Most Crowded HoldingNA (2577.5%)
Least CrowdedBN (1.9%)
Coverage25% of fund weight
0 — Low255075100 — Extreme

VIGI has a Passive Crowding Score of 100/100. On average, 121.1% of the market capitalization of VIGI's underlying holdings is structurally locked in passive ETF vehicles. In the event of a broad sell-off, VIGI faces elevated "gap-down" risk — as passive redemptions force simultaneous selling of constituents where a large portion of the float is not actively trading.

Passive $ = Σ(ETF AUM × holding weight) across all 10 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration32.9%
#TickerCompanyWeightP/EF-Score
1RY
Royal Bank of Canada
Financial Services
4.26%
17.1x3/9
2NESN
Nestle SA
3.85%
38306
Mitsubishi UFJ Financial Group Inc.
3.83%
4NOVN
Novartis AG
3.55%
5ROP
Roche Holding AG
Technology
3.34%
20.3x5/9
6TD
Toronto-Dominion Bank
Financial Services
3.25%
18.4x4/9
7SU
Schneider Electric SE
Energy
3.10%
16.4x7/9
8IBE
Iberdrola SA
2.62%
96501
Hitachi Ltd.
2.62%
108316
Sumitomo Mitsui Financial Group Inc.
2.45%
11NOVO B
Novo Nordisk A/S Class B
2.44%
128058
Mitsubishi Corp.
2.32%
136758
Sony Group Corp.
2.21%
141299
AIA Group Ltd.
2.07%
15CM
Canadian Imperial Bank of Commerce
Financial Services
1.86%
13.4x6/9
The bottom 327 stocks in VIGI account for only 56.2% of the total fund weight.Only the top 50 holdings are shown. Total holdings: 342.

Historical Holdings Snapshots

Browse how VIGI’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.

2026-05-24

15 holdings · 43.8% tracked weight
#TickerWeightSharesMarket Value
1RY4.26%2,171,740$390.6M
2NESN3.85%3,486,734$353.0M
383063.83%19,544,500$351.1M
4NOVN3.55%2,200,924$325.3M
5ROP3.34%751,053$306.1M
6TD3.25%2,763,736$297.7M
7SU3.10%891,598$283.7M
865012.62%7,547,300$240.0M
9IBE2.62%10,248,689$240.3M
1083162.45%6,350,600$224.2M
11NOVO B2.44%5,247,571$223.2M
1280582.32%6,634,000$212.5M
1367582.21%10,128,000$202.9M
1412992.07%17,302,560$190.0M
15CM1.86%1,529,075$170.6M

2026-05-23

15 holdings · 43.8% tracked weight
#TickerWeightSharesMarket Value
1RY4.26%2,171,740$390.6M
2NESN3.85%3,486,734$353.0M
383063.83%19,544,500$351.1M
4NOVN3.55%2,200,924$325.3M
5ROP3.34%751,053$306.1M
6TD3.25%2,763,736$297.7M
7SU3.10%891,598$283.7M
865012.62%7,547,300$240.0M
9IBE2.62%10,248,689$240.3M
1083162.45%6,350,600$224.2M
11NOVO B2.44%5,247,571$223.2M
1280582.32%6,634,000$212.5M
1367582.21%10,128,000$202.9M
1412992.07%17,302,560$190.0M
15CM1.86%1,529,075$170.6M

2026-05-22

15 holdings · 43.8% tracked weight
#TickerWeightSharesMarket Value
1RY4.26%2,171,740$390.6M
2NESN3.85%3,486,734$353.0M
383063.83%19,544,500$351.1M
4NOVN3.55%2,200,924$325.3M
5ROP3.34%751,053$306.1M
6TD3.25%2,763,736$297.7M
7SU3.10%891,598$283.7M
8IBE2.62%10,248,689$240.3M
965012.62%7,547,300$240.0M
1083162.45%6,350,600$224.2M
11NOVO B2.44%5,247,571$223.2M
1280582.32%6,634,000$212.5M
1367582.21%10,128,000$202.9M
1412992.07%17,302,560$190.0M
15CM1.86%1,529,075$170.6M

2026-05-21

15 holdings · 43.8% tracked weight
#TickerWeightSharesMarket Value
1RY4.26%2,171,740$390.6M
2NESN3.85%3,486,734$353.0M
383063.83%19,544,500$351.1M
4NOVN3.55%2,200,924$325.3M
5ROP3.34%751,053$306.1M
6TD3.25%2,763,736$297.7M
7SU3.10%891,598$283.7M
8IBE2.62%10,248,689$240.3M
965012.62%7,547,300$240.0M
1083162.45%6,350,600$224.2M
11NOVO B2.44%5,247,571$223.2M
1280582.32%6,634,000$212.5M
1367582.21%10,128,000$202.9M
1412992.07%17,302,560$190.0M
15CM1.86%1,529,075$170.6M

2026-05-20

15 holdings · 43.8% tracked weight
#TickerWeightSharesMarket Value
1RY4.26%2,171,740$390.6M
2NESN3.85%3,486,734$353.0M
383063.83%19,544,500$351.1M
4NOVN3.55%2,200,924$325.3M
5ROP3.34%751,053$306.1M
6TD3.25%2,763,736$297.7M
7SU3.10%891,598$283.7M
8IBE2.62%10,248,689$240.3M
965012.62%7,547,300$240.0M
1083162.45%6,350,600$224.2M
11NOVO B2.44%5,247,571$223.2M
1280582.32%6,634,000$212.5M
1367582.21%10,128,000$202.9M
1412992.07%17,302,560$190.0M
15CM1.86%1,529,075$170.6M

2026-05-19

15 holdings · 43.8% tracked weight
#TickerWeightSharesMarket Value
1RY4.26%2,171,740$390.6M
2NESN3.85%3,486,734$353.0M
383063.83%19,544,500$351.1M
4NOVN3.55%2,200,924$325.3M
5ROP3.34%751,053$306.1M
6TD3.25%2,763,736$297.7M
7SU3.10%891,598$283.7M
8IBE2.62%10,248,689$240.3M
965012.62%7,547,300$240.0M
1083162.45%6,350,600$224.2M
11NOVO B2.44%5,247,571$223.2M
1280582.32%6,634,000$212.5M
1367582.21%10,128,000$202.9M
1412992.07%17,302,560$190.0M
15CM1.86%1,529,075$170.6M

Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.

Risk Profile

14.4%
Annual Volatility
0.94
Sharpe (1Y)
0.41
Sharpe (3Y)
-14.5%
Max Drawdown (3Y)
-28.8%
Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.

Price Chart with Moving Averages

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What Drove VIGI Today?

Daily return attribution — which holdings contributed most (and least) to the fund's move.

Fund move:-0.85%(2026-06-03)

Top Contributors

+0.029%
+0.022%
+0.012%

Top Detractors

-0.001%
-0.001%
-0.018%

Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

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Rolling 60-Day Beta vs S&P 500 (VOO)

How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

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Rolling Beta Market (β = 1.0)

Yield & Income

0.00%
TTM Yield
30-Day SEC Yield
5Y Div CAGR

Sector Drift Over Time

How VIGI’s sector allocation has shifted across snapshots. Use the slider to travel through time.

2026-05-2456 snapshots
Other78.1%
Financial Services12.6%
Energy4.4%
Technology3.6%
Industrials0.9%
Consumer Cyclical0.2%
Basic Materials0.1%
Real Estate0.1%
Change since 2026-03-30
Other
-8.0%
Financial Services
+5.1%
Technology
+3.5%
Energy
-0.3%
Healthcare
-0.1%
2026-03-302026-05-24

Active Conviction Tracker

Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.

No position changes detected between snapshots.

Explore More

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-03.

SecuritiesDB is for informational purposes only. Not investment advice.