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

MART vs. XIU.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) and iShares S&P/TSX 60 Index ETF (XIU.TO).

MART and XIU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MART is an actively managed fund by Allianz. It was launched on Feb 28, 2023. XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999.

Performance

MART vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) 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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MART vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023
MART
Allianzim U.S. Large Cap Buffer10 Mar ETF		-0.96%14.93%15.60%16.94%
XIU.TO
iShares S&P/TSX 60 Index ETF		1.73%35.07%11.20%9.59%
Different Trading Currencies

MART 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, MART achieves a -0.96% return, which is significantly lower than XIU.TO's 1.73% return.

MART

1D
2.09%
1M
-3.15%
YTD
-0.96%
6M
1.74%
1Y
14.62%
3Y*
14.33%
5Y*
—
10Y*
—

XIU.TO

1D
2.40%
1M
-4.94%
YTD
1.73%
6M
9.02%
1Y
34.99%
3Y*
18.80%
5Y*
11.91%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Allianzim U.S. Large Cap Buffer10 Mar ETF

iShares S&P/TSX 60 Index ETF

Often compared with MART:
MART vs. MAYTMART vs. ZMMK.TOMART vs. EOCTMART vs. XST.TOMART vs. ZLB.TOMART vs. ARLUMART vs. APRT
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

MART vs. XIU.TO - Expense Ratio Comparison

MART has a 0.74% expense ratio, which is higher than XIU.TO's 0.18% expense ratio.

MART
Allianzim U.S. Large Cap Buffer10 Mar ETF
XIU.TO
iShares S&P/TSX 60 Index ETF

Return for Risk

MART vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MART
MART Risk / Return Rank: 7474
Overall Rank
MART Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MART Sortino Ratio Rank: 7171
Sortino Ratio Rank
MART Omega Ratio Rank: 8080
Omega Ratio Rank
MART Calmar Ratio Rank: 6666
Calmar Ratio Rank
MART Martin Ratio Rank: 8383
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 9393
Overall Rank
XIU.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 9494
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9595
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.

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

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) 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.

MARTXIU.TODifference

Sharpe ratio

Return per unit of total volatility

1.21

2.17

-0.97

Sortino ratio

Return per unit of downside risk

1.81

2.89

-1.08

Omega ratio

Gain probability vs. loss probability

1.31

1.42

-0.11

Calmar ratio

Return relative to maximum drawdown

1.71

3.30

-1.59

Martin ratio

Return relative to average drawdown

9.61

16.38

-6.77

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

MART vs. XIU.TO - Sharpe Ratio Comparison

The current MART Sharpe Ratio is 1.21, which is lower than the XIU.TO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of MART and XIU.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

MARTXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.17

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.72

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.64

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

0.54

+1.00

Correlation

The correlation between MART and XIU.TO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MART vs. XIU.TO - Dividend Comparison

MART has not paid dividends to shareholders, while XIU.TO's dividend yield for the trailing twelve months is around 2.34%.

TTM20252024202320222021202020192018201720162015
MART
Allianzim U.S. Large Cap Buffer10 Mar ETF		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		2.34%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Drawdowns

MART vs. XIU.TO - Drawdown Comparison

The maximum MART drawdown since its inception was -11.61%, smaller than the maximum XIU.TO drawdown of -41.24%. Use the drawdown chart below to compare losses from any high point for MART and XIU.TO.

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Drawdown Indicators

MARTXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.61%

-52.31%

+40.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-10.79%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

—

-16.36%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.46%

—

Current Drawdown

Current decline from peak

-3.33%

-3.82%

+0.49%

Average Drawdown

Average peak-to-trough decline

-0.93%

-11.70%

+10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

2.21%

-0.65%

Volatility

MART vs. XIU.TO - Volatility Comparison

The current volatility for Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) is 3.90%, while iShares S&P/TSX 60 Index ETF (XIU.TO) has a volatility of 5.58%. This indicates that MART experiences smaller price fluctuations and is considered to be less risky 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

MARTXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

5.58%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

10.88%

-5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

16.18%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

16.61%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

18.56%

-8.74%