BIGY.TO vs. XMTM.TO
BIGY.TO (Evolve US Equity UltraYield ETF) and XMTM.TO (iShares MSCI USA Momentum Factor Index ETF) are both exchange-traded funds - BIGY.TO is a Large Cap Blend Equities fund actively managed by Evolve, while XMTM.TO is a Momentum fund tracking the MSCI USA Momentum SR Variant Index. BIGY.TO is actively managed, while XMTM.TO is passively managed. A 0.58 correlation means they provide meaningful diversification when combined. BIGY.TO charges 0.40%/yr vs 0.31%/yr for XMTM.TO.
Performance
BIGY.TO vs. XMTM.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BIGY.TO achieves a -8.43% return, which is significantly lower than XMTM.TO's 35.76% return.
BIGY.TO
- 1D
- 1.30%
- 1M
- -8.27%
- YTD
- -8.43%
- 6M
- -9.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMTM.TO
- 1D
- 3.06%
- 1M
- 13.43%
- YTD
- 35.76%
- 6M
- 33.60%
- 1Y
- 45.72%
- 3Y*
- 34.79%
- 5Y*
- 18.29%
- 10Y*
- —
BIGY.TO vs. XMTM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BIGY.TO Evolve US Equity UltraYield ETF | -8.43% | -1.05% |
XMTM.TO iShares MSCI USA Momentum Factor Index ETF | 35.76% | -1.06% |
Correlation
The correlation between BIGY.TO and XMTM.TO is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.58 |
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Return for Risk
BIGY.TO vs. XMTM.TO — Risk / Return Rank
BIGY.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XMTM.TO
BIGY.TO vs. XMTM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evolve US Equity UltraYield ETF (BIGY.TO) and iShares MSCI USA Momentum Factor Index ETF (XMTM.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.
| BIGY.TO | XMTM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.02 | — |
| Martin ratioReturn relative to average drawdown | — | 11.33 | — |
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Drawdowns
BIGY.TO vs. XMTM.TO - Drawdown Comparison
The maximum BIGY.TO drawdown since its inception was -27.81%, roughly equal to the maximum XMTM.TO drawdown of -29.01%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and XMTM.TO.
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Drawdown Indicators
| BIGY.TO | XMTM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -29.01% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.64% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.01% | — |
Current DrawdownCurrent decline from peak | -17.86% | 0.00% | -17.86% |
Average DrawdownAverage peak-to-trough decline | -11.51% | -7.95% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.05% | — |
Volatility
BIGY.TO vs. XMTM.TO - Volatility Comparison
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Volatility by Period
| BIGY.TO | XMTM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.72% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.44% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.01% | 20.65% | +8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.01% | 19.24% | +9.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 20.34% | +8.67% |
BIGY.TO vs. XMTM.TO - Expense Ratio Comparison
BIGY.TO has a 0.40% expense ratio, which is higher than XMTM.TO's 0.31% expense ratio.
Dividends
BIGY.TO vs. XMTM.TO - Dividend Comparison
BIGY.TO's dividend yield for the trailing twelve months is around 29.66%, more than XMTM.TO's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BIGY.TO Evolve US Equity UltraYield ETF | 29.66% | 9.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMTM.TO iShares MSCI USA Momentum Factor Index ETF | 0.46% | 0.71% | 0.62% | 0.84% | 1.66% | 0.32% | 0.64% | 1.24% |
Frequently Asked Questions
BIGY.TO and XMTM.TO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMTM.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMTM.TO is cheaper with a 0.31% expense ratio, compared with 0.40% for BIGY.TO.
BIGY.TO is categorized as Large Cap Blend Equities, while XMTM.TO is Momentum. They also come from different issuers: Evolve and iShares. Their fees differ too: 0.40% for BIGY.TO and 0.31% for XMTM.TO.
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