PWI.TO vs. XUS.TO
Compare and contrast key facts about Sustainable Power & Infrastructure Split Corp. (PWI.TO) and iShares Core S&P 500 Index ETF (XUS.TO).
XUS.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on Apr 10, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWI.TO or XUS.TO.
Key characteristics
| PWI.TO | XUS.TO | |
|---|---|---|
| YTD Return | 69.86% | 33.46% |
| 1Y Return | 90.32% | 37.21% |
| 3Y Return (Ann) | 9.85% | 13.96% |
| Sharpe Ratio | 4.88 | 3.40 |
| Sortino Ratio | 5.98 | 4.69 |
| Omega Ratio | 1.80 | 1.65 |
| Calmar Ratio | 2.92 | 4.81 |
| Martin Ratio | 38.87 | 23.54 |
| Ulcer Index | 2.43% | 1.59% |
| Daily Std Dev | 19.36% | 11.00% |
| Max Drawdown | -46.71% | -27.23% |
| Current Drawdown | -2.30% | -0.17% |
Correlation
The correlation between PWI.TO and XUS.TO is 0.45, 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.
Performance
PWI.TO vs. XUS.TO - Performance Comparison
In the year-to-date period, PWI.TO achieves a 69.86% return, which is significantly higher than XUS.TO's 33.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PWI.TO vs. XUS.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sustainable Power & Infrastructure Split Corp. (PWI.TO) and iShares Core S&P 500 Index ETF (XUS.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.
Dividends
PWI.TO vs. XUS.TO - Dividend Comparison
PWI.TO's dividend yield for the trailing twelve months is around 6.81%, more than XUS.TO's 0.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWI.TO Sustainable Power & Infrastructure Split Corp. | 6.81% | 11.85% | 10.60% | 4.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUS.TO iShares Core S&P 500 Index ETF | 0.95% | 1.22% | 1.38% | 0.99% | 1.35% | 2.02% | 1.77% | 1.48% | 1.66% | 1.70% | 1.36% | 1.07% |
Drawdowns
PWI.TO vs. XUS.TO - Drawdown Comparison
The maximum PWI.TO drawdown since its inception was -46.71%, which is greater than XUS.TO's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for PWI.TO and XUS.TO. For additional features, visit the drawdowns tool.
Volatility
PWI.TO vs. XUS.TO - Volatility Comparison
Sustainable Power & Infrastructure Split Corp. (PWI.TO) has a higher volatility of 7.71% compared to iShares Core S&P 500 Index ETF (XUS.TO) at 3.90%. This indicates that PWI.TO's price experiences larger fluctuations and is considered to be riskier than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.