PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SIS.TO vs. XIU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SIS.TO vs. XIU.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Savaria Corporation (SIS.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO).

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

SIS.TO vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Savaria Corporation (SIS.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SIS.TO vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SIS.TO
Savaria Corporation		18.71%17.78%34.84%12.13%-24.44%35.93%7.35%10.41%-26.61%71.44%
XIU.TO
iShares S&P/TSX 60 Index ETF		3.54%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%

Returns By Period

In the year-to-date period, SIS.TO achieves a 18.71% return, which is significantly higher than XIU.TO's 3.54% return. Over the past 10 years, SIS.TO has outperformed XIU.TO with an annualized return of 19.36%, while XIU.TO has yielded a comparatively lower 12.57% annualized return.

SIS.TO

1D
0.52%
1M
6.94%
YTD
18.71%
6M
34.79%
1Y
68.90%
3Y*
22.80%
5Y*
11.53%
10Y*
19.36%

XIU.TO

1D
0.48%
1M
-3.36%
YTD
3.54%
6M
9.18%
1Y
30.55%
3Y*
20.11%
5Y*
14.34%
10Y*
12.57%
*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.

Savaria Corporation

iShares S&P/TSX 60 Index ETF

Often compared with SIS.TO:
SIS.TO vs. KXS.TOSIS.TO vs. POW.TOSIS.TO vs. ^GSPTSESIS.TO vs. VOOSIS.TO vs. CNR.TOSIS.TO vs. CLSSIS.TO vs. H.TO
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

SIS.TO vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SIS.TO
SIS.TO Risk / Return Rank: 9696
Overall Rank
SIS.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SIS.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
SIS.TO Omega Ratio Rank: 9595
Omega Ratio Rank
SIS.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
SIS.TO Martin Ratio Rank: 9898
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 9191
Overall Rank
XIU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 9393
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for Savaria Corporation (SIS.TO) 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.

SIS.TOXIU.TODifference

Sharpe ratio

Return per unit of total volatility

2.81

2.12

+0.69

Sortino ratio

Return per unit of downside risk

4.00

2.74

+1.25

Omega ratio

Gain probability vs. loss probability

1.50

1.42

+0.08

Calmar ratio

Return relative to maximum drawdown

8.86

2.88

+5.97

Martin ratio

Return relative to average drawdown

24.06

14.02

+10.04

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

SIS.TO vs. XIU.TO - Sharpe Ratio Comparison

The current SIS.TO Sharpe Ratio is 2.81, which is higher than the XIU.TO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SIS.TO 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.

Loading graphics...

Sharpe Ratios by Period

SIS.TOXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

2.12

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.13

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.84

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.50

-0.09

Correlation

The correlation between SIS.TO and XIU.TO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SIS.TO vs. XIU.TO - Dividend Comparison

SIS.TO's dividend yield for the trailing twelve months is around 2.06%, less than XIU.TO's 2.33% yield.

TTM20252024202320222021202020192018201720162015
SIS.TO
Savaria Corporation		2.06%2.41%2.63%3.40%3.63%2.55%3.21%3.10%2.91%1.73%1.98%3.09%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.33%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Drawdowns

SIS.TO vs. XIU.TO - Drawdown Comparison

The maximum SIS.TO drawdown since its inception was -84.00%, which is greater than XIU.TO's maximum drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for SIS.TO and XIU.TO.

Loading graphics...

Drawdown Indicators

SIS.TOXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-84.00%

-52.31%

-31.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

-10.79%

+2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-44.21%

-16.36%

-27.85%

Max Drawdown (10Y)

Largest decline over 10 years

-62.17%

-35.46%

-26.71%

Current Drawdown

Current decline from peak

0.00%

-3.36%

+3.36%

Average Drawdown

Average peak-to-trough decline

-30.90%

-11.69%

-19.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.22%

+0.77%

Volatility

SIS.TO vs. XIU.TO - Volatility Comparison

Savaria Corporation (SIS.TO) has a higher volatility of 11.36% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 5.11%. This indicates that SIS.TO'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.

Loading graphics...

Volatility by Period

SIS.TOXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

5.11%

+6.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

9.79%

+8.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.69%

14.50%

+10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.91%

12.71%

+14.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.42%

14.99%

+17.43%