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

MA vs. XIU.TO

Last updated Jun 13, 2026

MA (Mastercard Incorporated) 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, MA returned 18.64%/yr vs 12.08%/yr for XIU.TO. At a 0.41 correlation, their price movements are largely independent.

Performance

MA vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mastercard Incorporated (MA) 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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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MA achieves a -13.89% return, which is significantly lower than XIU.TO's 9.14% return. Over the past 10 years, MA has outperformed XIU.TO with an annualized return of 18.64%, while XIU.TO has yielded a comparatively lower 12.08% annualized return.

MA

1D
0.71%
1M
-0.85%
YTD
-13.89%
6M
-14.05%
1Y
-12.30%
3Y*
10.32%
5Y*
6.66%
10Y*
18.64%

XIU.TO

1D
0.44%
1M
1.44%
YTD
9.14%
6M
10.46%
1Y
29.38%
3Y*
21.13%
5Y*
11.27%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MA vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MA
Mastercard Incorporated		-13.89%9.04%24.17%23.40%-2.66%1.16%20.19%59.16%25.31%47.69%
XIU.TO
iShares S&P/TSX 60 Index ETF		9.14%35.06%11.31%14.58%-11.93%28.12%7.83%27.04%-14.97%17.54%

Correlation

The correlation between MA and XIU.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.34

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

0.43

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.41

The correlation between MA and XIU.TO shifts across timeframes, from 0.22 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

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Mastercard Incorporated

iShares S&P/TSX 60 Index ETF

Often compared with MA:
MA vs. VMA vs. AXPMA vs. SPYMA vs. MSFTMA vs. MCDMA vs. BRK-BMA vs. COST
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

MA vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MA
MA Risk / Return Rank: 1111
Overall Rank
MA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MA Sortino Ratio Rank: 1414
Sortino Ratio Rank
MA Omega Ratio Rank: 1414
Omega Ratio Rank
MA Calmar Ratio Rank: 1313
Calmar Ratio Rank
MA Martin Ratio Rank: 55
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 8989
Overall Rank
XIU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9292
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.

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

This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) 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.

MAXIU.TODifference
Sharpe ratioReturn per unit of total volatility
-0.74
2.31

-3.05

Sortino ratioReturn per unit of downside risk
-0.91
3.12

-4.02

Omega ratioGain probability vs. loss probability

0.89

1.41

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.79

3.66

-4.44

Martin ratioReturn relative to average drawdown

-1.59

15.66

-17.25

MA vs. XIU.TO - Sharpe Ratio Comparison

The current MA Sharpe Ratio is -0.74, which is lower than the XIU.TO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of MA 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

MA vs. XIU.TO - Drawdown Comparison

The maximum MA drawdown since its inception was -62.67%, which is greater than XIU.TO's maximum drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for MA and XIU.TO.

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Drawdown Indicators

MAXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-59.23%

-3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-8.10%

-12.81%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-12.38%

-8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-28.25%

-24.07%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

-40.99%

-0.01%

Current Drawdown

Current decline from peak

-17.82%

-0.76%

-17.06%

Average Drawdown

Average peak-to-trough decline

-9.82%

-10.95%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.48%

1.89%

+8.59%

Volatility

MA vs. XIU.TO - Volatility Comparison

Mastercard Incorporated (MA) has a higher volatility of 6.46% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 4.02%. This indicates that MA'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

MAXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

4.02%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

10.06%

+7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

12.84%

+9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

14.48%

+9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.92%

16.45%

+10.47%

Dividends

MA vs. XIU.TO - Dividend Comparison

MA's dividend yield for the trailing twelve months is around 0.67%, less than XIU.TO's 2.18% yield.

PositionTTM20252024202320222021202020192018201720162015
MA
Mastercard Incorporated		0.67%0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.18%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

MA and XIU.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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