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

Performance

MULC.TO vs. XUSC.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 S&P 500 3% Capped Index ETF (CAD Units) (XUSC.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 XUSC.TO's 13.99% 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*

XUSC.TO

1D
-0.27%
1M
0.10%
6M
10.82%
YTD
13.99%
1Y
24.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
MULC.TO
Manulife Multifactor U.S. Large Cap Index ETF Hedged
10.56%13.42%4.56%
XUSC.TO
iShares S&P 500 3% Capped Index ETF (CAD Units)
13.99%11.40%10.66%

Correlation

The correlation between MULC.TO and XUSC.TO is 0.52, 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

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.51

The correlation between MULC.TO and XUSC.TO has been stable across timeframes, ranging from 0.51 to 0.52 - a consistent structural relationship.

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Return for Risk

MULC.TO vs. XUSC.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

XUSC.TO
XUSC.TO Risk / Return Rank: 7979
Overall Rank
XUSC.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XUSC.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XUSC.TO Omega Ratio Rank: 7878
Omega Ratio Rank
XUSC.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
XUSC.TO Martin Ratio Rank: 7878
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. XUSC.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 S&P 500 3% Capped Index ETF (CAD Units) (XUSC.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.TOXUSC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.35

3.24

-0.90

Martin ratioReturn relative to average drawdown

10.31

11.73

-1.42

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

The current MULC.TO Sharpe Ratio is 1.61, which is comparable to the XUSC.TO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MULC.TO and XUSC.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. XUSC.TO - Drawdown Comparison

The maximum MULC.TO drawdown since its inception was -35.21%, which is greater than XUSC.TO's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for MULC.TO and XUSC.TO.


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Drawdown Indicators


MULC.TOXUSC.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-18.31%

-16.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-7.60%

-0.72%

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%

-1.59%

+1.07%

Average Drawdown

Average peak-to-trough decline

-5.17%

-2.59%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.10%

-0.21%

Volatility

MULC.TO vs. XUSC.TO - Volatility Comparison

The current volatility for Manulife Multifactor U.S. Large Cap Index ETF Hedged (MULC.TO) is 2.88%, while iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) has a volatility of 3.44%. This indicates that MULC.TO experiences smaller price fluctuations and is considered to be less risky than XUSC.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.TOXUSC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.44%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

9.40%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

12.09%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

15.65%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

15.65%

+2.51%

Dividends

MULC.TO vs. XUSC.TO - Dividend Comparison

MULC.TO's dividend yield for the trailing twelve months is around 0.80%, less than XUSC.TO's 0.94% 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%
XUSC.TO
iShares S&P 500 3% Capped Index ETF (CAD Units)
0.94%0.94%0.24%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MULC.TO and XUSC.TO have a correlation of 0.52, 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

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