SITC vs. XIU.TO

Last updated Apr 2, 2026

Compare and contrast key facts about SITE Centers Corp. (SITC) 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

SITC vs. XIU.TO - Performance Comparison

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

SITC vs. XIU.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SITC SITE Centers Corp.	-16.51%	-15.13%	46.42%	5.13%	-10.48%	61.35%	-26.18%	34.28%	-14.67%	-36.34%
XIU.TO iShares S&P/TSX 60 Index ETF	2.33%	35.07%	11.20%	14.40%	-12.61%	29.00%	7.38%	27.89%	-14.98%	17.15%

Different Trading Currencies

SITC 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, SITC achieves a -16.51% return, which is significantly lower than XIU.TO's 1.73% return. Over the past 10 years, SITC has underperformed XIU.TO with an annualized return of -2.76%, while XIU.TO has yielded a comparatively higher 11.76% annualized return.

SITC

• 1D: -0.74%
• 1M: -13.83%
• YTD: -16.51%
• 6M: -21.59%
• 1Y: -14.83%
• 3Y*: 6.28%
• 5Y*: 2.76%
• 10Y*: -2.76%

XIU.TO

• 1D: 0.00%
• 1M: -5.36%
• YTD: 1.73%
• 6M: 8.93%
• 1Y: 33.63%
• 3Y*: 18.80%
• 5Y*: 11.91%
• 10Y*: 11.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SITC vs. XIU.TO — Risk / Return Rank

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

SITC

SITC Risk / Return Rank: 17
SITC Sharpe Ratio Rank: 18
SITC Sortino Ratio Rank: 17
SITC Omega Ratio Rank: 18
SITC Calmar Ratio Rank: 21
SITC Martin Ratio Rank: 10

XIU.TO

XIU.TO Risk / Return Rank: 91
XIU.TO Sharpe Ratio Rank: 91
XIU.TO Sortino Ratio Rank: 92
XIU.TO Omega Ratio Rank: 93
XIU.TO Calmar Ratio Rank: 88
XIU.TO Martin Ratio Rank: 93

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.

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

This table presents a comparison of risk-adjusted performance metrics for SITE Centers Corp. (SITC) 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.

	SITC	XIU.TO	Difference
Sharpe ratio Return per unit of total volatility	-0.51	2.09	-2.60
Sortino ratio Return per unit of downside risk	-0.55	2.80	-3.35
Omega ratio Gain probability vs. loss probability	0.93	1.41	-0.48
Calmar ratio Return relative to maximum drawdown	-0.59	3.25	-3.84
Martin ratio Return relative to average drawdown	-1.47	15.94	-17.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SITC vs. XIU.TO - Sharpe Ratio Comparison

The current SITC Sharpe Ratio is -0.51, which is lower than the XIU.TO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SITC 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.

Sharpe Ratios by Period

	SITC	XIU.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	2.09	-2.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.72	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.64	-0.70
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.54	-0.47

Correlation

The correlation between SITC and XIU.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.

Dividends

SITC vs. XIU.TO - Dividend Comparison

SITC's dividend yield for the trailing twelve months is around 125.93%, more than XIU.TO's 2.33% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SITC SITE Centers Corp.	125.93%	105.14%	1.33%	4.99%	3.81%	2.97%	2.47%	5.71%	45.26%	8.48%	4.98%	4.10%
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

SITC vs. XIU.TO - Drawdown Comparison

The maximum SITC drawdown since its inception was -97.77%, which is greater than XIU.TO's maximum drawdown of -41.24%. Use the drawdown chart below to compare losses from any high point for SITC and XIU.TO.

Drawdown Indicators

	SITC	XIU.TO	Difference
Max Drawdown Largest peak-to-trough decline	-97.77%	-52.31%	-45.46%
Max Drawdown (1Y) Largest decline over 1 year	-26.64%	-10.79%	-15.85%
Max Drawdown (5Y) Largest decline over 5 years	-39.35%	-16.36%	-22.99%
Max Drawdown (10Y) Largest decline over 10 years	-82.17%	-35.46%	-46.71%
Current Drawdown Current decline from peak	-69.72%	-3.36%	-66.36%
Average Drawdown Average peak-to-trough decline	-53.07%	-11.69%	-41.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.65%	2.22%	+8.43%

Volatility

SITC vs. XIU.TO - Volatility Comparison

SITE Centers Corp. (SITC) has a higher volatility of 7.88% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 5.35%. This indicates that SITC'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.

Volatility by Period

	SITC	XIU.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.88%	5.35%	+2.53%
Volatility (6M) Calculated over the trailing 6-month period	18.71%	10.88%	+7.83%
Volatility (1Y) Calculated over the trailing 1-year period	29.39%	16.18%	+13.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.81%	16.60%	+18.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.81%	18.56%	+23.25%