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FLUS.TO vs. XUH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FLUS.TO vs. XUH.TO

Last updated Jun 4, 2026

FLUS.TO (Franklin U.S. Large Cap Multifactor Index ETF) and XUH.TO (iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged)) are both Large Cap Blend Equities funds - FLUS.TO tracks the LibertyQ U.S. Large Cap Equity Index while XUH.TO tracks the Morningstar US Market TR CAD. Both are passively managed. Over the past 5 years, FLUS.TO returned 16.75%/yr vs 11.17%/yr for XUH.TO. A 0.62 correlation means they provide meaningful diversification when combined. FLUS.TO charges 0.29%/yr vs 0.08%/yr for XUH.TO.

Performance

FLUS.TO vs. XUH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged) (XUH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLUS.TO achieves a 13.62% return, which is significantly higher than XUH.TO's 9.59% return.

FLUS.TO

1D
0.30%
1M
6.59%
YTD
13.62%
6M
8.27%
1Y
26.86%
3Y*
23.14%
5Y*
16.75%
10Y*
—

XUH.TO

1D
-0.66%
1M
5.17%
YTD
9.59%
6M
9.81%
1Y
24.95%
3Y*
19.81%
5Y*
11.17%
10Y*
13.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLUS.TO vs. XUH.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF		13.62%10.48%34.58%20.92%-10.01%25.42%8.39%21.78%4.67%8.71%
XUH.TO
iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged)		9.59%15.11%22.45%24.06%-20.19%26.19%15.53%28.46%-7.51%10.30%

Correlation

The correlation between FLUS.TO and XUH.TO is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.59

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

0.65

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

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2017

0.62

The correlation between FLUS.TO and XUH.TO has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.

FLUS.TO vs. XUH.TO - Sectors Allocation Comparison

Sectors
FLUS.TO
XUH.TO

Technology

34.3%
38.5%

Communication Services

12.2%
10.2%

Consumer Cyclical

11.5%
9.6%

Healthcare

10.5%
8.2%

Industrials

10.0%
8.3%

Financial Services

9.9%
11.0%

Consumer Defensive

4.4%
4.4%

Real Estate

2.9%
2.0%

Basic Materials

1.7%
1.8%

Utilities

1.6%
2.5%

Energy

1.0%
3.3%

Technology

FLUS.TO
34.3%
XUH.TO
38.5%

Communication Services

FLUS.TO
12.2%
XUH.TO
10.2%

Consumer Cyclical

FLUS.TO
11.5%
XUH.TO
9.6%

Healthcare

FLUS.TO
10.5%
XUH.TO
8.2%

Industrials

FLUS.TO
10.0%
XUH.TO
8.3%

Financial Services

FLUS.TO
9.9%
XUH.TO
11.0%

Consumer Defensive

FLUS.TO
4.4%
XUH.TO
4.4%

Real Estate

FLUS.TO
2.9%
XUH.TO
2.0%

Basic Materials

FLUS.TO
1.7%
XUH.TO
1.8%

Utilities

FLUS.TO
1.6%
XUH.TO
2.5%

Energy

FLUS.TO
1.0%
XUH.TO
3.3%

Compare stocks, funds, or ETFs

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

Franklin U.S. Large Cap Multifactor Index ETF

iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged)

Often compared with FLUS.TO:
FLUS.TO vs. SMVP.TOFLUS.TO vs. CLU.NEOFLUS.TO vs. HBF.TOFLUS.TO vs. TUEX.TOFLUS.TO vs. COW.TOFLUS.TO vs. CNCL.TOFLUS.TO vs. QUU.TO
Often compared with XUH.TO:
XUH.TO vs. XUU.TOXUH.TO vs. XUU-U.TOXUH.TO vs. VFV.TOXUH.TO vs. XSU.TOXUH.TO vs. VSP.TOXUH.TO vs. IUSGXUH.TO vs. VYM

Return for Risk

FLUS.TO vs. XUH.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FLUS.TO
FLUS.TO Risk / Return Rank: 6464
Overall Rank
FLUS.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FLUS.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
FLUS.TO Omega Ratio Rank: 7070
Omega Ratio Rank
FLUS.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLUS.TO Martin Ratio Rank: 6262
Martin Ratio Rank
XUH.TO
XUH.TO Risk / Return Rank: 5959
Overall Rank
XUH.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XUH.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
XUH.TO Omega Ratio Rank: 5959
Omega Ratio Rank
XUH.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XUH.TO Martin Ratio Rank: 6666
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.

FLUS.TO vs. XUH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged) (XUH.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.

FLUS.TOXUH.TODifference
Sharpe ratioReturn per unit of total volatility
2.05
2.02

+0.03

Sortino ratioReturn per unit of downside risk
2.93
2.82

+0.11

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.05

Calmar ratioReturn relative to maximum drawdown

2.92

2.66

+0.26

Martin ratioReturn relative to average drawdown

10.86

12.06

-1.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLUS.TO vs. XUH.TO - Sharpe Ratio Comparison

The current FLUS.TO Sharpe Ratio is 2.05, which is comparable to the XUH.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FLUS.TO and XUH.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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Sharpe Ratios by Period

FLUS.TOXUH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.02

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

0.66

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.71

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.64

+0.31

Drawdowns

FLUS.TO vs. XUH.TO - Drawdown Comparison

The maximum FLUS.TO drawdown since its inception was -28.25%, smaller than the maximum XUH.TO drawdown of -38.37%. Use the drawdown chart below to compare losses from any high point for FLUS.TO and XUH.TO.

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Drawdown Indicators

FLUS.TOXUH.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.25%

-38.37%

+10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-9.41%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.83%

-19.32%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-19.13%

-26.11%

+6.98%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.37%

—

Current Drawdown

Current decline from peak

0.00%

-0.66%

+0.66%

Average Drawdown

Average peak-to-trough decline

-3.65%

-4.96%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.07%

+0.41%

Volatility

FLUS.TO vs. XUH.TO - Volatility Comparison

Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) has a higher volatility of 4.00% compared to iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged) (XUH.TO) at 3.21%. This indicates that FLUS.TO's price experiences larger fluctuations and is considered to be riskier than XUH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FLUS.TOXUH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

3.21%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

9.36%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

12.41%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

17.08%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

18.70%

-2.86%

FLUS.TO vs. XUH.TO - Expense Ratio Comparison

FLUS.TO has a 0.29% expense ratio, which is higher than XUH.TO's 0.08% expense ratio.

Dividends

FLUS.TO vs. XUH.TO - Dividend Comparison

FLUS.TO's dividend yield for the trailing twelve months is around 0.62%, less than XUH.TO's 0.82% yield.

PositionTTM20252024202320222021202020192018201720162015
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF		0.62%0.73%0.91%1.20%1.72%1.74%1.62%1.83%1.66%0.51%0.00%0.00%
XUH.TO
iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged)		0.82%0.91%1.10%1.15%1.40%0.98%1.25%1.67%1.81%1.25%1.63%1.62%

Frequently Asked Questions

FLUS.TO and XUH.TO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUH.TO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUH.TO is cheaper with a 0.08% expense ratio, compared with 0.29% for FLUS.TO.

FLUS.TO tracks LibertyQ U.S. Large Cap Equity Index, while XUH.TO tracks Morningstar US Market TR CAD. They also come from different issuers: Franklin and iShares. Their fees differ too: 0.29% for FLUS.TO and 0.08% for XUH.TO.

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