CLU.TO vs. ILCV
Compare and contrast key facts about iShares US Fundamental Index ETF (CLU.TO) and iShares Morningstar Value ETF (ILCV).
CLU.TO and ILCV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CLU.TO is a passively managed fund by iShares that tracks the performance of the FTSE RAFI US 1000 Canadian Dollar Hedged Index. It was launched on Sep 8, 2006. ILCV is a passively managed fund by iShares that tracks the performance of the ILCV-US - Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004. Both CLU.TO and ILCV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLU.TO or ILCV.
Key characteristics
| CLU.TO | ILCV | |
|---|---|---|
| YTD Return | 19.54% | 20.40% |
| 1Y Return | 31.33% | 29.96% |
| 3Y Return (Ann) | 7.41% | 9.60% |
| 5Y Return (Ann) | 11.09% | 10.63% |
| 10Y Return (Ann) | 8.07% | 9.83% |
| Sharpe Ratio | 2.92 | 3.17 |
| Sortino Ratio | 4.16 | 4.35 |
| Omega Ratio | 1.63 | 1.59 |
| Calmar Ratio | 3.59 | 0.32 |
| Martin Ratio | 18.75 | 21.09 |
| Ulcer Index | 1.67% | 1.54% |
| Daily Std Dev | 10.71% | 10.21% |
| Max Drawdown | -39.93% | -100.00% |
| Current Drawdown | -0.48% | -99.97% |
Correlation
The correlation between CLU.TO and ILCV is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CLU.TO vs. ILCV - Performance Comparison
The year-to-date returns for both investments are quite close, with CLU.TO having a 19.54% return and ILCV slightly higher at 20.40%. Over the past 10 years, CLU.TO has underperformed ILCV with an annualized return of 8.07%, while ILCV has yielded a comparatively higher 9.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CLU.TO vs. ILCV - Expense Ratio Comparison
CLU.TO has a 0.72% expense ratio, which is higher than ILCV's 0.04% expense ratio.
Risk-Adjusted Performance
CLU.TO vs. ILCV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Fundamental Index ETF (CLU.TO) and iShares Morningstar Value ETF (ILCV). 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.
Dividends
CLU.TO vs. ILCV - Dividend Comparison
CLU.TO's dividend yield for the trailing twelve months is around 1.17%, less than ILCV's 1.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLU.TO iShares US Fundamental Index ETF | 1.17% | 1.35% | 1.63% | 0.82% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCV iShares Morningstar Value ETF | 1.99% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% | 2.44% | 2.51% |
Drawdowns
CLU.TO vs. ILCV - Drawdown Comparison
The maximum CLU.TO drawdown since its inception was -39.93%, smaller than the maximum ILCV drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CLU.TO and ILCV. For additional features, visit the drawdowns tool.
Volatility
CLU.TO vs. ILCV - Volatility Comparison
iShares US Fundamental Index ETF (CLU.TO) has a higher volatility of 3.84% compared to iShares Morningstar Value ETF (ILCV) at 3.18%. This indicates that CLU.TO's price experiences larger fluctuations and is considered to be riskier than ILCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.