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VCNS.TO vs. XIC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VCNS.TO vs. XIC.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Conservative ETF Portfolio (VCNS.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO).

VCNS.TO and XIC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VCNS.TO is an actively managed fund by Vanguard. It was launched on Jan 25, 2018. XIC.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Feb 16, 2001.

Performance

VCNS.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Conservative ETF Portfolio (VCNS.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO). The values are adjusted to include any dividend payments, if applicable.

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VCNS.TO vs. XIC.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VCNS.TO
Vanguard Conservative ETF Portfolio		-0.16%8.13%9.74%10.32%-11.72%5.79%9.46%12.04%257.13%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		4.56%31.51%21.48%11.73%-5.82%23.42%5.61%22.76%-6.91%

Returns By Period

In the year-to-date period, VCNS.TO achieves a -0.16% return, which is significantly lower than XIC.TO's 4.56% return.

VCNS.TO

1D
-0.38%
1M
-3.12%
YTD
-0.16%
6M
-0.78%
1Y
7.06%
3Y*
7.82%
5Y*
4.07%
10Y*
—

XIC.TO

1D
0.65%
1M
-4.33%
YTD
4.56%
6M
10.75%
1Y
34.85%
3Y*
21.34%
5Y*
14.59%
10Y*
12.52%
*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.

Vanguard Conservative ETF Portfolio

iShares Core S&P/TSX Capped Composite Index ETF

Often compared with VCNS.TO:
VCNS.TO vs. VBAL.TOVCNS.TO vs. XCNS.TOVCNS.TO vs. VOOVCNS.TO vs. VGRO.TOVCNS.TO vs. VEQT.TOVCNS.TO vs. VFV.TOVCNS.TO vs. VCIP.TO
Often compared with XIC.TO:
XIC.TO vs. XIU.TOXIC.TO vs. VDY.TOXIC.TO vs. ZCN.TOXIC.TO vs. VCE.TOXIC.TO vs. XEF.TOXIC.TO vs. VEQT.TOXIC.TO vs. VO

VCNS.TO vs. XIC.TO - Expense Ratio Comparison

VCNS.TO has a 0.25% expense ratio, which is higher than XIC.TO's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

VCNS.TO
Vanguard Conservative ETF Portfolio
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF

Return for Risk

VCNS.TO vs. XIC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VCNS.TO
VCNS.TO Risk / Return Rank: 4848
Overall Rank
VCNS.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VCNS.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
VCNS.TO Omega Ratio Rank: 4949
Omega Ratio Rank
VCNS.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
VCNS.TO Martin Ratio Rank: 4848
Martin Ratio Rank
XIC.TO
XIC.TO Risk / Return Rank: 9393
Overall Rank
XIC.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 9494
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 9494
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.

VCNS.TO vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Conservative ETF Portfolio (VCNS.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.

VCNS.TOXIC.TODifference

Sharpe ratio

Return per unit of total volatility

0.96

2.29

-1.33

Sortino ratio

Return per unit of downside risk

1.31

2.89

-1.57

Omega ratio

Gain probability vs. loss probability

1.19

1.45

-0.26

Calmar ratio

Return relative to maximum drawdown

1.35

3.23

-1.88

Martin ratio

Return relative to average drawdown

4.86

14.45

-9.59

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

VCNS.TO vs. XIC.TO - Sharpe Ratio Comparison

The current VCNS.TO Sharpe Ratio is 0.96, which is lower than the XIC.TO Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of VCNS.TO and XIC.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.

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Sharpe Ratios by Period

VCNS.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.29

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

1.12

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.84

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.53

-0.28

Correlation

The correlation between VCNS.TO and XIC.TO is 0.72, 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.

Dividends

VCNS.TO vs. XIC.TO - Dividend Comparison

VCNS.TO's dividend yield for the trailing twelve months is around 1.92%, less than XIC.TO's 2.14% yield.

TTM20252024202320222021202020192018201720162015
VCNS.TO
Vanguard Conservative ETF Portfolio		1.92%2.54%2.58%2.57%2.28%2.09%1.88%2.28%75.90%0.00%0.00%0.00%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.14%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Drawdowns

VCNS.TO vs. XIC.TO - Drawdown Comparison

The maximum VCNS.TO drawdown since its inception was -18.04%, smaller than the maximum XIC.TO drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for VCNS.TO and XIC.TO.

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Drawdown Indicators

VCNS.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.04%

-48.21%

+30.17%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-10.98%

+5.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.73%

-16.24%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.21%

—

Current Drawdown

Current decline from peak

-3.57%

-4.33%

+0.76%

Average Drawdown

Average peak-to-trough decline

-3.09%

-7.08%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.45%

-0.96%

Volatility

VCNS.TO vs. XIC.TO - Volatility Comparison

The current volatility for Vanguard Conservative ETF Portfolio (VCNS.TO) is 3.19%, while iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) has a volatility of 5.68%. This indicates that VCNS.TO experiences smaller price fluctuations and is considered to be less risky than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VCNS.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

5.68%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.92%

10.90%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

15.29%

-7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

13.05%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.43%

14.93%

+77.50%