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CRWD vs. XSP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CRWD vs. XSP.TO

Last updated Jun 13, 2026

CRWD (CrowdStrike Holdings, Inc.) is a stock, while XSP.TO (iShares Core S&P 500 Index ETF (CAD-Hedged)) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, CRWD returned 24.18%/yr vs 7.90%/yr for XSP.TO. At a 0.41 correlation, their price movements are largely independent.

Performance

CRWD vs. XSP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrowdStrike Holdings, Inc. (CRWD) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRWD is traded in USD, while XSP.TO is traded in CAD. To make them comparable, the XSP.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRWD achieves a 45.66% return, which is significantly higher than XSP.TO's 5.60% return.

CRWD

1D
-1.26%
1M
14.93%
YTD
45.66%
6M
35.27%
1Y
42.07%
3Y*
64.60%
5Y*
24.18%
10Y*
—

XSP.TO

1D
0.31%
1M
-2.90%
YTD
5.60%
6M
6.46%
1Y
19.70%
3Y*
17.06%
5Y*
7.90%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWD vs. XSP.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
CRWD
CrowdStrike Holdings, Inc.		45.66%37.00%34.01%142.49%-48.58%-3.34%324.74%-21.46%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)		5.60%21.22%13.76%27.36%-24.13%24.33%17.96%14.08%

Correlation

The correlation between CRWD and XSP.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2019

0.41

The correlation between CRWD and XSP.TO shifts across timeframes, from 0.34 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

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CrowdStrike Holdings, Inc.

iShares Core S&P 500 Index ETF (CAD-Hedged)

Often compared with CRWD:
CRWD vs. PANWCRWD vs. SNOWCRWD vs. FTNTCRWD vs. ZSCRWD vs. NVDACRWD vs. NETCRWD vs. DDOG
Often compared with XSP.TO:
XSP.TO vs. XUS.TOXSP.TO vs. XEQT.TOXSP.TO vs. ZSP.TOXSP.TO vs. VSP.TOXSP.TO vs. XIU.TOXSP.TO vs. XQQ.TOXSP.TO vs. VFVA

Return for Risk

CRWD vs. XSP.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CRWD
CRWD Risk / Return Rank: 6767
Overall Rank
CRWD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 6868
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6666
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6666
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6666
Martin Ratio Rank
XSP.TO
XSP.TO Risk / Return Rank: 6060
Overall Rank
XSP.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XSP.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
XSP.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XSP.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSP.TO Martin Ratio Rank: 6565
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.

CRWD vs. XSP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.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.

CRWDXSP.TODifference
Sharpe ratioReturn per unit of total volatility
0.92
1.42

-0.50

Sortino ratioReturn per unit of downside risk
1.48
1.98

-0.49

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

1.13

1.63

-0.50

Martin ratioReturn relative to average drawdown

2.57

6.95

-4.38

CRWD vs. XSP.TO - Sharpe Ratio Comparison

The current CRWD Sharpe Ratio is 0.92, which is lower than the XSP.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CRWD and XSP.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

CRWD vs. XSP.TO - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, roughly equal to the maximum XSP.TO drawdown of -69.22%. Use the drawdown chart below to compare losses from any high point for CRWD and XSP.TO.

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Drawdown Indicators

CRWDXSP.TODifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-69.22%

+1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-37.18%

-11.63%

-25.55%

Max Drawdown (3Y)

Largest decline over 3 years

-44.44%

-19.45%

-24.99%

Max Drawdown (5Y)

Largest decline over 5 years

-67.69%

-33.34%

-34.35%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.38%

—

Current Drawdown

Current decline from peak

-12.70%

-3.55%

-9.15%

Average Drawdown

Average peak-to-trough decline

-23.61%

-13.14%

-10.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.29%

2.72%

+13.57%

Volatility

CRWD vs. XSP.TO - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 18.47% compared to iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO) at 4.62%. This indicates that CRWD's price experiences larger fluctuations and is considered to be riskier than XSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CRWDXSP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.47%

4.62%

+13.85%

Volatility (6M)

Calculated over the trailing 6-month period

37.66%

10.33%

+27.33%

Volatility (1Y)

Calculated over the trailing 1-year period

45.48%

13.32%

+32.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.78%

18.01%

+32.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.07%

19.50%

+36.57%

Dividends

CRWD vs. XSP.TO - Dividend Comparison

CRWD has not paid dividends to shareholders, while XSP.TO's dividend yield for the trailing twelve months is around 1.14%.

PositionTTM20252024202320222021202020192018201720162015
CRWD
CrowdStrike Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)		1.14%1.23%1.09%1.18%1.37%1.01%1.31%1.73%1.86%1.45%1.76%1.88%

Frequently Asked Questions

CRWD and XSP.TO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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