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VFV.TO vs. KXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFV.TO vs. KXI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard S&P 500 Index ETF (VFV.TO) and iShares Global Consumer Staples ETF (KXI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VFV.TO is traded in CAD, while KXI is traded in USD. To make them comparable, the KXI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VFV.TO achieves a 10.42% return, which is significantly higher than KXI's 5.89% return. Over the past 10 years, VFV.TO has outperformed KXI with an annualized return of 16.02%, while KXI has yielded a comparatively lower 6.64% annualized return.


VFV.TO

1D
0.33%
1M
2.27%
YTD
10.42%
6M
9.43%
1Y
26.89%
3Y*
22.95%
5Y*
16.42%
10Y*
16.02%

KXI

1D
0.01%
1M
-0.01%
YTD
5.89%
6M
5.86%
1Y
5.44%
3Y*
7.77%
5Y*
7.01%
10Y*
6.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFV.TO vs. KXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFV.TO
Vanguard S&P 500 Index ETF
10.42%12.18%35.23%23.23%-12.58%27.51%15.61%25.14%2.95%13.69%
KXI
iShares Global Consumer Staples ETF
5.89%4.67%13.02%-0.02%-0.07%13.65%5.14%18.31%-3.20%9.64%

Correlation

The correlation between VFV.TO and KXI is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2012

0.40

Over the past year, the correlation between VFV.TO and KXI has dropped to 0.06 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

VFV.TO vs. KXI - Sectors Allocation Comparison


Sectors
VFV.TO
KXI

Technology

35.7%

-

Financial Services

11.6%

-

Communication Services

11.3%

-

Consumer Cyclical

10.2%
3.1%

Healthcare

8.5%

-

Industrials

8.3%

-

Consumer Defensive

4.9%
96.9%

Energy

3.5%

-

Utilities

2.4%

-

Real Estate

1.9%

-

Basic Materials

1.8%

-

Technology

VFV.TO
35.7%
KXI

-

Financial Services

VFV.TO
11.6%
KXI

-

Communication Services

VFV.TO
11.3%
KXI

-

Consumer Cyclical

VFV.TO
10.2%
KXI
3.1%

Healthcare

VFV.TO
8.5%
KXI

-

Industrials

VFV.TO
8.3%
KXI

-

Consumer Defensive

VFV.TO
4.9%
KXI
96.9%

Energy

VFV.TO
3.5%
KXI

-

Utilities

VFV.TO
2.4%
KXI

-

Real Estate

VFV.TO
1.9%
KXI

-

Basic Materials

VFV.TO
1.8%
KXI

-

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Return for Risk

VFV.TO vs. KXI — Risk / Return Rank

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

VFV.TO
VFV.TO Risk / Return Rank: 7676
Overall Rank
VFV.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 7070
Martin Ratio Rank

KXI
KXI Risk / Return Rank: 1313
Overall Rank
KXI Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KXI Sortino Ratio Rank: 1313
Sortino Ratio Rank
KXI Omega Ratio Rank: 1313
Omega Ratio Rank
KXI Calmar Ratio Rank: 1313
Calmar Ratio Rank
KXI Martin Ratio Rank: 1313
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.

VFV.TO vs. KXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Index ETF (VFV.TO) and iShares Global Consumer Staples ETF (KXI). 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.


VFV.TOKXIDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.43

1.08

+0.35

Calmar ratioReturn relative to maximum drawdown

3.13

0.55

+2.58

Martin ratioReturn relative to average drawdown

11.91

1.24

+10.67

VFV.TO vs. KXI - Sharpe Ratio Comparison

The current VFV.TO Sharpe Ratio is 2.33, which is higher than the KXI Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of VFV.TO and KXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFV.TOKXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

0.42

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.50

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.44

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.55

+0.58

Drawdowns

VFV.TO vs. KXI - Drawdown Comparison

The maximum VFV.TO drawdown since its inception was -27.43%, which is greater than KXI's maximum drawdown of -25.89%. Use the drawdown chart below to compare losses from any high point for VFV.TO and KXI.


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Drawdown Indicators


VFV.TOKXIDifference

Max Drawdown

Largest peak-to-trough decline

-27.43%

-25.89%

-1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

-9.84%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-9.84%

-9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-13.54%

-8.65%

Max Drawdown (10Y)

Largest decline over 10 years

-27.43%

-18.71%

-8.72%

Current Drawdown

Current decline from peak

-2.03%

-6.81%

+4.78%

Average Drawdown

Average peak-to-trough decline

-3.35%

-4.72%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

4.40%

-2.14%

Volatility

VFV.TO vs. KXI - Volatility Comparison

The current volatility for Vanguard S&P 500 Index ETF (VFV.TO) is 3.79%, while iShares Global Consumer Staples ETF (KXI) has a volatility of 4.07%. This indicates that VFV.TO experiences smaller price fluctuations and is considered to be less risky than KXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFV.TOKXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

4.07%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

10.28%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.62%

12.96%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

14.05%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

15.23%

+1.36%

VFV.TO vs. KXI - Expense Ratio Comparison

VFV.TO has a 0.09% expense ratio, which is lower than KXI's 0.46% expense ratio.


Dividends

VFV.TO vs. KXI - Dividend Comparison

VFV.TO's dividend yield for the trailing twelve months is around 0.85%, less than KXI's 2.21% yield.


PositionTTM20252024202320222021202020192018201720162015
KXI
iShares Global Consumer Staples ETF
2.21%2.29%2.51%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%
VFV.TO
Vanguard S&P 500 Index ETF
0.85%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.69%1.51%1.65%1.63%

Frequently Asked Questions


VFV.TO and KXI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VFV.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFV.TO is cheaper with a 0.09% expense ratio, compared with 0.46% for KXI.

VFV.TO is categorized as S&P 500, while KXI is Consumer Staples Equities. VFV.TO tracks S&P 500 Index, while KXI tracks S&P Global Consumer Staples Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VFV.TO and 0.46% for KXI.

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