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TPU.TO vs. XUU.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPU.TO and XUU.TO is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

TPU.TO vs. XUU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TD U.S. Equity Index ETF (TPU.TO) and iShares Core S&P U.S. Total Market Index ETF (XUU.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.65%
10.74%
TPU.TO
XUU.TO

Key characteristics

Sharpe Ratio

TPU.TO:

2.41

XUU.TO:

2.42

Sortino Ratio

TPU.TO:

3.30

XUU.TO:

3.34

Omega Ratio

TPU.TO:

1.44

XUU.TO:

1.44

Calmar Ratio

TPU.TO:

3.75

XUU.TO:

3.78

Martin Ratio

TPU.TO:

16.49

XUU.TO:

16.75

Ulcer Index

TPU.TO:

1.78%

XUU.TO:

1.78%

Daily Std Dev

TPU.TO:

12.19%

XUU.TO:

12.29%

Max Drawdown

TPU.TO:

-27.96%

XUU.TO:

-28.22%

Current Drawdown

TPU.TO:

-1.32%

XUU.TO:

-1.57%

Returns By Period

In the year-to-date period, TPU.TO achieves a 2.86% return, which is significantly higher than XUU.TO's 2.63% return.


TPU.TO

YTD

2.86%

1M

0.10%

6M

14.18%

1Y

29.37%

5Y*

15.80%

10Y*

N/A

XUU.TO

YTD

2.63%

1M

-0.25%

6M

15.31%

1Y

29.89%

5Y*

15.36%

10Y*

13.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TPU.TO vs. XUU.TO - Expense Ratio Comparison

TPU.TO has a 0.06% expense ratio, which is lower than XUU.TO's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


XUU.TO
iShares Core S&P U.S. Total Market Index ETF
Expense ratio chart for XUU.TO: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for TPU.TO: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

TPU.TO vs. XUU.TO — Risk-Adjusted Performance Rank

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

TPU.TO
The Risk-Adjusted Performance Rank of TPU.TO is 9090
Overall Rank
The Sharpe Ratio Rank of TPU.TO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TPU.TO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TPU.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TPU.TO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TPU.TO is 9191
Martin Ratio Rank

XUU.TO
The Risk-Adjusted Performance Rank of XUU.TO is 9191
Overall Rank
The Sharpe Ratio Rank of XUU.TO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of XUU.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of XUU.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of XUU.TO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XUU.TO is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TPU.TO vs. XUU.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD U.S. Equity Index ETF (TPU.TO) and iShares Core S&P U.S. Total Market Index ETF (XUU.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.


Sharpe ratio
The chart of Sharpe ratio for TPU.TO, currently valued at 1.84, compared to the broader market0.002.004.001.841.84
The chart of Sortino ratio for TPU.TO, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.0012.002.482.50
The chart of Omega ratio for TPU.TO, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.34
The chart of Calmar ratio for TPU.TO, currently valued at 2.78, compared to the broader market0.005.0010.0015.002.782.81
The chart of Martin ratio for TPU.TO, currently valued at 10.94, compared to the broader market0.0020.0040.0060.0080.00100.0010.9411.26
TPU.TO
XUU.TO

The current TPU.TO Sharpe Ratio is 2.41, which is comparable to the XUU.TO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of TPU.TO and XUU.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.


Rolling 12-month Sharpe Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.84
1.84
TPU.TO
XUU.TO

Dividends

TPU.TO vs. XUU.TO - Dividend Comparison

TPU.TO's dividend yield for the trailing twelve months is around 0.52%, less than XUU.TO's 0.99% yield.


TTM2024202320222021202020192018201720162015
TPU.TO
TD U.S. Equity Index ETF
0.52%0.53%1.47%1.62%1.20%1.49%1.49%1.90%1.93%1.61%0.00%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF
0.99%1.02%1.22%1.38%1.01%1.33%1.68%1.73%1.49%1.65%1.52%

Drawdowns

TPU.TO vs. XUU.TO - Drawdown Comparison

The maximum TPU.TO drawdown since its inception was -27.96%, roughly equal to the maximum XUU.TO drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for TPU.TO and XUU.TO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.46%
-0.49%
TPU.TO
XUU.TO

Volatility

TPU.TO vs. XUU.TO - Volatility Comparison

The current volatility for TD U.S. Equity Index ETF (TPU.TO) is 2.79%, while iShares Core S&P U.S. Total Market Index ETF (XUU.TO) has a volatility of 2.94%. This indicates that TPU.TO experiences smaller price fluctuations and is considered to be less risky than XUU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.79%
2.94%
TPU.TO
XUU.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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