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IMG.TO vs. XIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IMG.TO vs. XIU.TO

Last updated Jul 21, 2026
Documentation

IMG.TO (IAMGOLD Corporation) is a stock, while XIU.TO (iShares S&P/TSX 60 Index ETF) is Canada Equities fund tracking the S&P/TSX 60 Index. Over the past 10 years, IMG.TO returned 12.45%/yr vs 12.55%/yr for XIU.TO. At a 0.30 correlation, their price movements are largely independent.

Performance

IMG.TO vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in IAMGOLD Corporation (IMG.TO) and iShares S&P/TSX 60 Index ETF (XIU.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, IMG.TO achieves a -13.33% return, which is significantly lower than XIU.TO's 12.53% return. Both investments have delivered pretty close results over the past 10 years, with IMG.TO having a 12.45% annualized return and XIU.TO not far ahead at 12.55%.

IMG.TO

1D
-0.76%
1M
-17.38%
6M
-25.30%
YTD
-13.33%
1Y
107.29%
3Y*
73.79%
5Y*
40.86%
10Y*
12.45%
ALL TIME*
3.19%

XIU.TO

1D
-1.00%
1M
1.44%
6M
8.69%
YTD
12.53%
1Y
30.19%
3Y*
22.15%
5Y*
14.62%
10Y*
12.55%
ALL TIME*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMG.TO vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IMG.TO
IAMGOLD Corporation		-13.33%204.85%122.46%-3.75%-11.93%-15.63%-3.71%-3.19%-31.65%41.23%
XIU.TO
iShares S&P/TSX 60 Index ETF		12.53%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%

Correlation

The correlation between IMG.TO and XIU.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

0.43

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

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2006

0.30

Over the past year, IMG.TO and XIU.TO have become more correlated (0.59) than their long-term average of 0.30, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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

IAMGOLD Corporation

iShares S&P/TSX 60 Index ETF

Often compared with IMG.TO:
IMG.TO vs. KNT.TOIMG.TO vs. EQX.TOIMG.TO vs. GFR.TOIMG.TO vs. CNLIMG.TO vs. ABX.TOIMG.TO vs. SPB.TOIMG.TO vs. FRU.TO
Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO

Return for Risk

IMG.TO vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMG.TO
IMG.TO Risk / Return Rank: 8585
Overall Rank
IMG.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IMG.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IMG.TO Omega Ratio Rank: 8383
Omega Ratio Rank
IMG.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
IMG.TO Martin Ratio Rank: 8282
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 9191
Overall Rank
XIU.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 9191
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9393
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.

IMG.TO vs. XIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IMG.TO) and iShares S&P/TSX 60 Index ETF (XIU.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.

IMG.TOXIU.TODifference
Sharpe ratioReturn per unit of total volatility
1.76
2.52

-0.75

Sortino ratioReturn per unit of downside risk
2.23
3.36

-1.13

Omega ratioGain probability vs. loss probability

1.29

1.45

-0.16

Calmar ratioReturn relative to maximum drawdown

2.60

3.96

-1.36

Martin ratioReturn relative to average drawdown

5.79

18.11

-12.32

IMG.TO vs. XIU.TO - Sharpe Ratio Comparison

The current IMG.TO Sharpe Ratio is 1.76, which is comparable to the XIU.TO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IMG.TO and XIU.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

IMG.TO vs. XIU.TO - Drawdown Comparison

The maximum IMG.TO drawdown since its inception was -93.93%, which is greater than XIU.TO's maximum drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for IMG.TO and XIU.TO.

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Drawdown Indicators

IMG.TOXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-93.93%

-46.98%

-46.95%

Max Drawdown (1Y)

Largest decline over 1 year

-41.51%

-7.65%

-33.86%

Max Drawdown (3Y)

Largest decline over 3 years

-41.51%

-12.36%

-29.15%

Max Drawdown (5Y)

Largest decline over 5 years

-71.43%

-16.36%

-55.07%

Max Drawdown (10Y)

Largest decline over 10 years

-84.65%

-35.46%

-49.19%

Current Drawdown

Current decline from peak

-41.51%

-1.28%

-40.23%

Average Drawdown

Average peak-to-trough decline

-59.33%

-6.85%

-52.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.61%

1.67%

+16.94%

Volatility

IMG.TO vs. XIU.TO - Volatility Comparison

IAMGOLD Corporation (IMG.TO) has a higher volatility of 14.51% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 2.16%. This indicates that IMG.TO's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IMG.TOXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.51%

2.16%

+12.35%

Volatility (6M)

Calculated over the trailing 6-month period

47.99%

9.60%

+38.39%

Volatility (1Y)

Calculated over the trailing 1-year period

61.32%

12.07%

+49.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.08%

12.81%

+45.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.29%

14.99%

+41.30%

Dividends

IMG.TO vs. XIU.TO - Dividend Comparison

IMG.TO has not paid dividends to shareholders, while XIU.TO's dividend yield for the trailing twelve months is around 2.15%.

PositionTTM20252024202320222021202020192018201720162015
IMG.TO
IAMGOLD Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.15%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions

IMG.TO and XIU.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.

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