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iShares U.S. High Dividend Equity Index ETF (XHU.T...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

iShares U.S. High Dividend Equity Index ETF (XHU.TO)

ETF · Currency in CAD · Last updated Nov 14, 2024

XHU.TO is a passive ETF by iShares tracking the investment results of the Morningstar US Market TR CAD. XHU.TO launched on Feb 10, 2015 and has a 0.34% expense ratio.

ETF Info

IssueriShares
Inception DateFeb 10, 2015
RegionNorth America (United States)
CategoryLarge Cap Blend Equities, Dividend
Leveraged1x
Index TrackedMorningstar US Market TR CAD
Home Pagewww.blackrock.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

XHU.TO features an expense ratio of 0.34%, falling within the medium range.

Expense ratio chart for XHU.TO: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%

Share Price Chart

Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons: XHU.TO vs. CUD.TO, XHU.TO vs. SCHD, XHU.TO vs. VDY.TO, XHU.TO vs. XLY, XHU.TO vs. XOM, XHU.TO vs. XEQT.TO, XHU.TO vs. XEI.TO, XHU.TO vs. XUS.TO, XHU.TO vs. DGRO, XHU.TO vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares U.S. High Dividend Equity Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.83%
16.13%
XHU.TO (iShares U.S. High Dividend Equity Index ETF)
Benchmark (^GSPC)

Returns By Period

iShares U.S. High Dividend Equity Index ETF had a return of 24.81% year-to-date (YTD) and 28.00% in the last 12 months.

PeriodReturnBenchmark
Year-To-Date24.81%25.48%
1 month1.23%2.14%
6 months10.86%12.76%
1 year28.00%33.14%
5 years (annualized)8.73%13.96%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of XHU.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.04%2.54%5.13%-0.35%0.43%0.17%6.48%0.24%0.64%3.64%24.81%
2023-1.35%-1.48%1.00%1.33%-4.48%0.80%2.96%1.64%-2.90%-1.59%1.97%1.17%-1.19%
20221.86%-0.89%3.39%-0.29%3.04%-5.76%3.05%-0.24%-3.24%10.74%3.03%-1.72%12.73%
2021-0.24%2.33%5.42%-1.51%0.41%2.11%1.38%1.04%-1.88%1.55%0.56%6.33%18.62%
2020-2.25%-8.83%-9.92%13.12%1.31%-3.55%0.64%-0.81%-2.44%-3.57%9.11%0.17%-8.93%
20190.83%4.60%3.36%2.51%-4.21%1.45%1.10%-1.40%2.26%-0.49%3.14%-0.19%13.39%
20180.05%-2.34%-0.83%-0.18%0.80%3.27%1.93%1.26%1.58%-0.06%4.80%-5.69%4.26%
2017-3.91%5.50%0.52%1.96%-0.72%-4.09%-2.25%-0.29%3.05%2.57%2.69%0.72%5.41%
20160.89%-1.25%1.13%-2.05%4.87%-0.18%4.06%-0.90%0.63%-0.64%1.55%3.01%11.41%
20150.05%-2.09%-0.97%2.30%-2.64%5.39%-3.47%-1.01%8.13%0.13%2.95%8.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of XHU.TO is 93, placing it in the top 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of XHU.TO is 9393
Combined Rank
The Sharpe Ratio Rank of XHU.TO is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of XHU.TO is 9393Sortino Ratio Rank
The Omega Ratio Rank of XHU.TO is 9191Omega Ratio Rank
The Calmar Ratio Rank of XHU.TO is 9292Calmar Ratio Rank
The Martin Ratio Rank of XHU.TO is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares U.S. High Dividend Equity Index ETF (XHU.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

XHU.TO
Sharpe ratio
The chart of Sharpe ratio for XHU.TO, currently valued at 3.23, compared to the broader market-2.000.002.004.003.23
Sortino ratio
The chart of Sortino ratio for XHU.TO, currently valued at 4.79, compared to the broader market-2.000.002.004.006.008.0010.0012.004.79
Omega ratio
The chart of Omega ratio for XHU.TO, currently valued at 1.63, compared to the broader market1.001.502.002.503.001.63
Calmar ratio
The chart of Calmar ratio for XHU.TO, currently valued at 5.19, compared to the broader market0.005.0010.0015.005.19
Martin ratio
The chart of Martin ratio for XHU.TO, currently valued at 27.72, compared to the broader market0.0020.0040.0060.0080.00100.0027.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current iShares U.S. High Dividend Equity Index ETF Sharpe ratio is 3.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares U.S. High Dividend Equity Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.23
3.29
XHU.TO (iShares U.S. High Dividend Equity Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares U.S. High Dividend Equity Index ETF provided a 2.80% dividend yield over the last twelve months, with an annual payout of CA$0.94 per share. The fund has been increasing its distributions for 2 consecutive years.

2.60%2.80%3.00%3.20%3.40%3.60%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
DividendCA$0.94CA$0.89CA$0.85CA$0.77CA$0.82CA$0.66CA$0.67CA$0.59CA$0.61CA$0.54

Dividend yield

2.80%3.19%2.93%2.90%3.55%2.52%2.81%2.53%2.65%2.57%

Monthly Dividends

The table displays the monthly dividend distributions for iShares U.S. High Dividend Equity Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.00CA$0.80
2023CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.89
2022CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.18CA$0.85
2021CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.77
2020CA$0.06CA$0.06CA$0.06CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.06CA$0.06CA$0.11CA$0.82
2019CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.07CA$0.66
2018CA$0.05CA$0.05CA$0.05CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.67
2017CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.59
2016CA$0.06CA$0.06CA$0.06CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.61
2015CA$0.05CA$0.05CA$0.05CA$0.05CA$0.06CA$0.06CA$0.06CA$0.05CA$0.05CA$0.05CA$0.54

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.62%
0
XHU.TO (iShares U.S. High Dividend Equity Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares U.S. High Dividend Equity Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares U.S. High Dividend Equity Index ETF was 29.89%, occurring on Mar 23, 2020. Recovery took 351 trading sessions.

The current iShares U.S. High Dividend Equity Index ETF drawdown is 0.62%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.89%Dec 24, 201961Mar 23, 2020351Aug 16, 2021412
-10.58%Jun 8, 201764Sep 8, 201757Nov 29, 2017121
-10.48%Dec 3, 201816Dec 24, 201845Mar 1, 201961
-8.7%May 31, 202214Jun 17, 202289Oct 26, 2022103
-8.25%Dec 5, 2022139Jun 23, 2023147Jan 25, 2024286

Volatility

Volatility Chart

The current iShares U.S. High Dividend Equity Index ETF volatility is 3.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.11%
4.13%
XHU.TO (iShares U.S. High Dividend Equity Index ETF)
Benchmark (^GSPC)