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BGU.TO vs. XTOT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGU.TO vs. XTOT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Bristol Gate Concentrated US Equity ETF (BGU.TO) and iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGU.TO achieves a 7.16% return, which is significantly lower than XTOT.TO's 14.09% return.


BGU.TO

1D
-0.54%
1M
0.99%
6M
3.59%
YTD
7.16%
1Y
12.19%
3Y*
13.49%
5Y*
9.27%
10Y*

XTOT.TO

1D
0.08%
1M
0.40%
6M
11.08%
YTD
14.09%
1Y
24.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGU.TO vs. XTOT.TO - Yearly Performance Comparison


Correlation

The correlation between BGU.TO and XTOT.TO is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2025

0.49

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Return for Risk

BGU.TO vs. XTOT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGU.TO
BGU.TO Risk / Return Rank: 2929
Overall Rank
BGU.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BGU.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
BGU.TO Omega Ratio Rank: 3030
Omega Ratio Rank
BGU.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
BGU.TO Martin Ratio Rank: 2727
Martin Ratio Rank

XTOT.TO
XTOT.TO Risk / Return Rank: 6767
Overall Rank
XTOT.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XTOT.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
XTOT.TO Omega Ratio Rank: 7070
Omega Ratio Rank
XTOT.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
XTOT.TO Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGU.TO vs. XTOT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bristol Gate Concentrated US Equity ETF (BGU.TO) and iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BGU.TOXTOT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.18

1.33

-0.16

Calmar ratioReturn relative to maximum drawdown

1.10

2.59

-1.48

Martin ratioReturn relative to average drawdown

3.07

8.72

-5.65

BGU.TO vs. XTOT.TO - Sharpe Ratio Comparison

The current BGU.TO Sharpe Ratio is 0.94, which is lower than the XTOT.TO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of BGU.TO and XTOT.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BGU.TO vs. XTOT.TO - Drawdown Comparison

The maximum BGU.TO drawdown since its inception was -31.66%, which is greater than XTOT.TO's maximum drawdown of -9.64%. Use the drawdown chart below to compare losses from any high point for BGU.TO and XTOT.TO.


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Drawdown Indicators


BGU.TOXTOT.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.66%

-9.64%

-22.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-9.64%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-17.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

Current Drawdown

Current decline from peak

-2.10%

-1.72%

-0.38%

Average Drawdown

Average peak-to-trough decline

-5.24%

-1.77%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.85%

+1.13%

Volatility

BGU.TO vs. XTOT.TO - Volatility Comparison

Bristol Gate Concentrated US Equity ETF (BGU.TO) and iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) have volatilities of 3.40% and 3.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGU.TOXTOT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

3.25%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

10.62%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

13.75%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

13.39%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

13.39%

+4.96%

Dividends

BGU.TO vs. XTOT.TO - Dividend Comparison

BGU.TO has not paid dividends to shareholders, while XTOT.TO's dividend yield for the trailing twelve months is around 0.81%.


Frequently Asked Questions


BGU.TO and XTOT.TO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Bristol Gate and iShares.

Portfolio Optimizer

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