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

IMO.TO vs. XSP.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Imperial Oil Limited (IMO.TO) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO).

XSP.TO is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 24, 2001.

Performance

IMO.TO vs. XSP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Imperial Oil Limited (IMO.TO) 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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IMO.TO vs. XSP.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IMO.TO
Imperial Oil Limited		54.48%37.40%20.37%17.64%47.77%94.39%-26.99%1.80%-10.19%-14.64%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)		-4.98%15.68%23.39%24.33%-19.32%27.85%15.17%29.35%-6.26%20.71%

Returns By Period

In the year-to-date period, IMO.TO achieves a 54.48% return, which is significantly higher than XSP.TO's -4.98% return. Over the past 10 years, IMO.TO has outperformed XSP.TO with an annualized return of 18.53%, while XSP.TO has yielded a comparatively lower 12.35% annualized return.

IMO.TO

1D
0.87%
1M
14.81%
YTD
54.48%
6M
45.96%
1Y
79.52%
3Y*
42.04%
5Y*
45.64%
10Y*
18.53%

XSP.TO

1D
2.96%
1M
-5.30%
YTD
-4.98%
6M
-2.94%
1Y
15.25%
3Y*
16.38%
5Y*
10.15%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Imperial Oil Limited

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

Often compared with IMO.TO:
IMO.TO vs. SU.TOIMO.TO vs. IMOIMO.TO vs. CVEIMO.TO vs. CNQ.TOIMO.TO vs. ENB.TOIMO.TO vs. VOOIMO.TO vs. CVX
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. VFVAXSP.TO vs. XQQ.TO

Return for Risk

IMO.TO vs. XSP.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMO.TO
IMO.TO Risk / Return Rank: 9393
Overall Rank
IMO.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IMO.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
IMO.TO Omega Ratio Rank: 9393
Omega Ratio Rank
IMO.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
IMO.TO Martin Ratio Rank: 9393
Martin Ratio Rank
XSP.TO
XSP.TO Risk / Return Rank: 5757
Overall Rank
XSP.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XSP.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
XSP.TO Omega Ratio Rank: 5757
Omega Ratio Rank
XSP.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
XSP.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.

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

This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO.TO) 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.

IMO.TOXSP.TODifference

Sharpe ratio

Return per unit of total volatility

2.78

0.86

+1.92

Sortino ratio

Return per unit of downside risk

3.19

1.33

+1.86

Omega ratio

Gain probability vs. loss probability

1.45

1.20

+0.25

Calmar ratio

Return relative to maximum drawdown

4.22

1.33

+2.89

Martin ratio

Return relative to average drawdown

12.74

6.13

+6.60

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

IMO.TO vs. XSP.TO - Sharpe Ratio Comparison

The current IMO.TO Sharpe Ratio is 2.78, which is higher than the XSP.TO Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IMO.TO and XSP.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IMO.TOXSP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

0.86

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.51

0.61

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.68

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.34

+0.07

Correlation

The correlation between IMO.TO and XSP.TO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IMO.TO vs. XSP.TO - Dividend Comparison

IMO.TO's dividend yield for the trailing twelve months is around 1.66%, more than XSP.TO's 1.29% yield.

TTM20252024202320222021202020192018201720162015
IMO.TO
Imperial Oil Limited		1.66%2.43%2.71%2.57%2.21%2.26%3.64%2.47%2.11%1.61%1.26%1.20%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)		1.29%1.23%1.09%1.18%1.37%1.00%1.31%1.73%1.84%1.47%1.75%1.86%

Drawdowns

IMO.TO vs. XSP.TO - Drawdown Comparison

The maximum IMO.TO drawdown since its inception was -78.70%, which is greater than XSP.TO's maximum drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for IMO.TO and XSP.TO.

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Drawdown Indicators

IMO.TOXSP.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.70%

-57.82%

-20.88%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

-11.93%

-7.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-25.44%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-75.21%

-36.05%

-39.16%

Current Drawdown

Current decline from peak

0.00%

-6.73%

+6.73%

Average Drawdown

Average peak-to-trough decline

-18.13%

-12.19%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.58%

2.59%

+3.99%

Volatility

IMO.TO vs. XSP.TO - Volatility Comparison

Imperial Oil Limited (IMO.TO) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO) have volatilities of 5.61% and 5.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IMO.TOXSP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.36%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

19.72%

9.38%

+10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

28.87%

17.80%

+11.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.41%

16.74%

+13.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.25%

18.17%

+15.08%