PortfoliosLab logoPortfoliosLab logo
BIGY.TO vs. XMU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIGY.TO vs. XMU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve US Equity UltraYield ETF (BIGY.TO) and iShares MSCI Min Vol USA Index ETF (XMU.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BIGY.TO vs. XMU.TO - Yearly Performance Comparison


2026 (YTD)2025
BIGY.TO
Evolve US Equity UltraYield ETF
-19.53%0.64%
XMU.TO
iShares MSCI Min Vol USA Index ETF
0.05%-2.96%

Returns By Period

In the year-to-date period, BIGY.TO achieves a -19.53% return, which is significantly lower than XMU.TO's 0.05% return.


BIGY.TO

1D
0.00%
1M
-10.56%
YTD
-19.53%
6M
-23.89%
1Y
3Y*
5Y*
10Y*

XMU.TO

1D
1.17%
1M
-2.91%
YTD
0.05%
6M
-5.01%
1Y
-6.35%
3Y*
8.50%
5Y*
7.45%
10Y*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BIGY.TO vs. XMU.TO - Expense Ratio Comparison

BIGY.TO has a 0.40% expense ratio, which is higher than XMU.TO's 0.33% expense ratio.


Return for Risk

BIGY.TO vs. XMU.TO — Risk / Return Rank

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

BIGY.TO

XMU.TO
XMU.TO Risk / Return Rank: 44
Overall Rank
XMU.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XMU.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
XMU.TO Omega Ratio Rank: 33
Omega Ratio Rank
XMU.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
XMU.TO Martin Ratio Rank: 44
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.

BIGY.TO vs. XMU.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 Min Vol USA Index ETF (XMU.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BIGY.TO vs. XMU.TO - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BIGY.TOXMU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.09

0.97

-2.06

Correlation

The correlation between BIGY.TO and XMU.TO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BIGY.TO vs. XMU.TO - Dividend Comparison

BIGY.TO's dividend yield for the trailing twelve months is around 23.72%, more than XMU.TO's 1.17% yield.


TTM20252024202320222021202020192018201720162015
BIGY.TO
Evolve US Equity UltraYield ETF
23.72%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMU.TO
iShares MSCI Min Vol USA Index ETF
1.17%1.10%1.14%1.33%1.10%1.00%1.59%1.36%1.39%1.51%1.73%1.35%

Drawdowns

BIGY.TO vs. XMU.TO - Drawdown Comparison

The maximum BIGY.TO drawdown since its inception was -27.82%, roughly equal to the maximum XMU.TO drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and XMU.TO.


Loading graphics...

Drawdown Indicators


BIGY.TOXMU.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-27.31%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.16%

Max Drawdown (10Y)

Largest decline over 10 years

-27.31%

Current Drawdown

Current decline from peak

-27.82%

-7.47%

-20.35%

Average Drawdown

Average peak-to-trough decline

-10.27%

-3.40%

-6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

Volatility

BIGY.TO vs. XMU.TO - Volatility Comparison


Loading graphics...

Volatility by Period


BIGY.TOXMU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

29.34%

12.58%

+16.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.34%

11.24%

+18.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.34%

14.00%

+15.34%