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MULC.TO vs. XTOT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MULC.TO vs. XTOT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Manulife Multifactor U.S. Large Cap Index ETF Hedged (MULC.TO) and iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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, MULC.TO achieves a 10.56% return, which is significantly lower than XTOT.TO's 14.09% return.


MULC.TO

1D
0.09%
1M
-0.30%
6M
9.24%
YTD
10.56%
1Y
19.42%
3Y*
16.49%
5Y*
10.10%
10Y*

XTOT.TO

1D
0.08%
1M
0.40%
6M
11.08%
YTD
14.09%
1Y
24.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MULC.TO vs. XTOT.TO - Yearly Performance Comparison


Correlation

The correlation between MULC.TO and XTOT.TO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2025

0.47

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Return for Risk

MULC.TO vs. XTOT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MULC.TO
MULC.TO Risk / Return Rank: 6464
Overall Rank
MULC.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MULC.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
MULC.TO Omega Ratio Rank: 6565
Omega Ratio Rank
MULC.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
MULC.TO Martin Ratio Rank: 7070
Martin Ratio Rank

XTOT.TO
XTOT.TO Risk / Return Rank: 6767
Overall Rank
XTOT.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XTOT.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
XTOT.TO Omega Ratio Rank: 7070
Omega Ratio Rank
XTOT.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
XTOT.TO Martin Ratio Rank: 6262
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.

MULC.TO vs. XTOT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Multifactor U.S. Large Cap Index ETF Hedged (MULC.TO) and iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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.


MULC.TOXTOT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.32

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

2.35

2.59

-0.24

Martin ratioReturn relative to average drawdown

10.31

8.72

+1.59

MULC.TO vs. XTOT.TO - Sharpe Ratio Comparison

The current MULC.TO Sharpe Ratio is 1.61, which is comparable to the XTOT.TO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of MULC.TO and XTOT.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

MULC.TO vs. XTOT.TO - Drawdown Comparison

The maximum MULC.TO drawdown since its inception was -35.21%, which is greater than XTOT.TO's maximum drawdown of -9.64%. Use the drawdown chart below to compare losses from any high point for MULC.TO and XTOT.TO.


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Drawdown Indicators


MULC.TOXTOT.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-9.64%

-25.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-9.64%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-18.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

Current Drawdown

Current decline from peak

-0.52%

-1.72%

+1.20%

Average Drawdown

Average peak-to-trough decline

-5.17%

-1.77%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.85%

-0.96%

Volatility

MULC.TO vs. XTOT.TO - Volatility Comparison

The current volatility for Manulife Multifactor U.S. Large Cap Index ETF Hedged (MULC.TO) is 2.88%, while iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) has a volatility of 3.25%. This indicates that MULC.TO experiences smaller price fluctuations and is considered to be less risky than XTOT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MULC.TOXTOT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.25%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

10.62%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

13.75%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

13.39%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

13.39%

+4.77%

Dividends

MULC.TO vs. XTOT.TO - Dividend Comparison

MULC.TO's dividend yield for the trailing twelve months is around 0.80%, less than XTOT.TO's 0.81% yield.


PositionTTM20252024202320222021202020192018
MULC.TO
Manulife Multifactor U.S. Large Cap Index ETF Hedged
0.80%0.85%0.85%0.83%1.39%0.77%1.36%1.21%1.39%
XTOT.TO
iShares Core S&P Total U.S. Stock Market Index ETF
0.81%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MULC.TO and XTOT.TO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Manulife and iShares.

Portfolio Optimizer

Find the right allocation for MULC.TO and XTOT.TO

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