CUD.TO vs. ^GSPC
Compare and contrast key facts about iShares US Dividend Growers Index ETF (CAD-Hedged) (CUD.TO) and S&P 500 (^GSPC).
CUD.TO is a passively managed fund by iShares that tracks the performance of the S&P High Yield Dividend Aristocrats CAD Hedged Index. It was launched on Sep 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CUD.TO or ^GSPC.
Key characteristics
| CUD.TO | ^GSPC | |
|---|---|---|
| YTD Return | 13.05% | 25.48% |
| 1Y Return | 21.18% | 33.14% |
| 3Y Return (Ann) | 2.61% | 8.55% |
| 5Y Return (Ann) | 5.57% | 13.96% |
| 10Y Return (Ann) | 7.58% | 11.39% |
| Sharpe Ratio | 2.36 | 2.91 |
| Sortino Ratio | 3.35 | 3.88 |
| Omega Ratio | 1.42 | 1.55 |
| Calmar Ratio | 1.87 | 4.20 |
| Martin Ratio | 13.26 | 18.80 |
| Ulcer Index | 1.83% | 1.90% |
| Daily Std Dev | 10.28% | 12.27% |
| Max Drawdown | -38.36% | -56.78% |
| Current Drawdown | -2.24% | -0.27% |
Correlation
The correlation between CUD.TO and ^GSPC is 0.75, 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
CUD.TO vs. ^GSPC - Performance Comparison
In the year-to-date period, CUD.TO achieves a 13.05% return, which is significantly lower than ^GSPC's 25.48% return. Over the past 10 years, CUD.TO has underperformed ^GSPC with an annualized return of 7.58%, while ^GSPC has yielded a comparatively higher 11.39% 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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Risk-Adjusted Performance
CUD.TO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Dividend Growers Index ETF (CAD-Hedged) (CUD.TO) and S&P 500 (^GSPC). 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.
Drawdowns
CUD.TO vs. ^GSPC - Drawdown Comparison
The maximum CUD.TO drawdown since its inception was -38.36%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CUD.TO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
CUD.TO vs. ^GSPC - Volatility Comparison
The current volatility for iShares US Dividend Growers Index ETF (CAD-Hedged) (CUD.TO) is 3.20%, while S&P 500 (^GSPC) has a volatility of 3.75%. This indicates that CUD.TO experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.