XML.TO vs. XMY.TO
Compare and contrast key facts about iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) (XML.TO) and iShares MSCI Min Vol Global Index ETF (CAD-Hedged) (XMY.TO).
XML.TO and XMY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XML.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility (USD) 100% Hedged to CAD Index. It was launched on Apr 5, 2016. XMY.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Apr 5, 2016. Both XML.TO and XMY.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.
Performance
XML.TO vs. XMY.TO - Performance Comparison
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XML.TO vs. XMY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XML.TO iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) | 6.47% | 17.56% | 14.13% | 11.69% | -6.94% | 13.27% | -5.87% | 16.26% | -3.28% | 15.15% |
XMY.TO iShares MSCI Min Vol Global Index ETF (CAD-Hedged) | -0.70% | 9.22% | 13.48% | 7.15% | -7.59% | 16.37% | -1.31% | 19.42% | -2.11% | 15.60% |
Returns By Period
In the year-to-date period, XML.TO achieves a 6.47% return, which is significantly higher than XMY.TO's -0.70% return.
XML.TO
- 1D
- 1.40%
- 1M
- -1.88%
- YTD
- 6.47%
- 6M
- 11.95%
- 1Y
- 17.19%
- 3Y*
- 14.82%
- 5Y*
- 10.29%
- 10Y*
- —
XMY.TO
- 1D
- -0.09%
- 1M
- -4.73%
- YTD
- -0.70%
- 6M
- 0.21%
- 1Y
- 3.37%
- 3Y*
- 9.25%
- 5Y*
- 6.30%
- 10Y*
- —
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XML.TO vs. XMY.TO - Expense Ratio Comparison
XML.TO has a 0.40% expense ratio, which is lower than XMY.TO's 0.49% expense ratio.
Return for Risk
XML.TO vs. XMY.TO — Risk / Return Rank
XML.TO
XMY.TO
XML.TO vs. XMY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) (XML.TO) and iShares MSCI Min Vol Global Index ETF (CAD-Hedged) (XMY.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.
| XML.TO | XMY.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 0.31 | +1.25 |
Sortino ratioReturn per unit of downside risk | 1.97 | 0.48 | +1.49 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.08 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 0.34 | +2.04 |
Martin ratioReturn relative to average drawdown | 10.16 | 1.55 | +8.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XML.TO | XMY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 0.31 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.65 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.61 | +0.04 |
Correlation
The correlation between XML.TO and XMY.TO is 0.41, 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.
Dividends
XML.TO vs. XMY.TO - Dividend Comparison
XML.TO's dividend yield for the trailing twelve months is around 2.59%, more than XMY.TO's 1.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XML.TO iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) | 2.59% | 2.76% | 2.67% | 2.56% | 2.02% | 1.92% | 1.11% | 3.62% | 2.77% | 1.92% | 3.34% |
XMY.TO iShares MSCI Min Vol Global Index ETF (CAD-Hedged) | 1.91% | 1.90% | 1.91% | 1.90% | 1.71% | 1.40% | 1.37% | 2.16% | 1.45% | 1.58% | 2.07% |
Drawdowns
XML.TO vs. XMY.TO - Drawdown Comparison
The maximum XML.TO drawdown since its inception was -28.62%, roughly equal to the maximum XMY.TO drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for XML.TO and XMY.TO.
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Drawdown Indicators
| XML.TO | XMY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.62% | -29.00% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -8.05% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -12.34% | -13.89% | +1.55% |
Current DrawdownCurrent decline from peak | -1.88% | -5.06% | +3.18% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -3.30% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.75% | -0.13% |
Volatility
XML.TO vs. XMY.TO - Volatility Comparison
iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) (XML.TO) has a higher volatility of 4.20% compared to iShares MSCI Min Vol Global Index ETF (CAD-Hedged) (XMY.TO) at 3.09%. This indicates that XML.TO's price experiences larger fluctuations and is considered to be riskier than XMY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XML.TO | XMY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.09% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 5.64% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 10.93% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.67% | 9.73% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.13% | 11.53% | +0.60% |