VFVA vs. XSP.TO
Compare and contrast key facts about Vanguard U.S. Value Factor ETF (VFVA) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO).
VFVA and XSP.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFVA is managed by Vanguard. It was launched on Feb 13, 2018. XSP.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFVA or XSP.TO.
Correlation
The correlation between VFVA and XSP.TO is 0.74, 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.
Performance
VFVA vs. XSP.TO - Performance Comparison
Key characteristics
VFVA:
-0.62
XSP.TO:
-0.10
VFVA:
-0.74
XSP.TO:
-0.02
VFVA:
0.90
XSP.TO:
1.00
VFVA:
-0.56
XSP.TO:
-0.09
VFVA:
-2.14
XSP.TO:
-0.46
VFVA:
5.52%
XSP.TO:
3.32%
VFVA:
18.97%
XSP.TO:
15.64%
VFVA:
-48.57%
XSP.TO:
-57.82%
VFVA:
-21.17%
XSP.TO:
-17.34%
Returns By Period
The year-to-date returns for both investments are quite close, with VFVA having a -13.97% return and XSP.TO slightly higher at -13.67%.
VFVA
-13.97%
-12.09%
-14.98%
-10.92%
21.44%
N/A
XSP.TO
-13.67%
-13.10%
-11.82%
-1.52%
15.61%
9.85%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFVA vs. XSP.TO - Expense Ratio Comparison
VFVA has a 0.13% expense ratio, which is higher than XSP.TO's 0.09% 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%.
Risk-Adjusted Performance
VFVA vs. XSP.TO — Risk-Adjusted Performance Rank
VFVA
XSP.TO
VFVA vs. XSP.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.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.
Dividends
VFVA vs. XSP.TO - Dividend Comparison
VFVA's dividend yield for the trailing twelve months is around 2.88%, more than XSP.TO's 1.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFVA Vanguard U.S. Value Factor ETF | 2.88% | 2.40% | 2.45% | 2.21% | 1.68% | 2.04% | 2.09% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% |
XSP.TO iShares Core S&P 500 Index ETF (CAD-Hedged) | 1.26% | 1.09% | 1.18% | 1.37% | 1.00% | 1.31% | 1.73% | 1.84% | 1.47% | 1.75% | 1.86% | 1.54% |
Drawdowns
VFVA vs. XSP.TO - Drawdown Comparison
The maximum VFVA drawdown since its inception was -48.57%, smaller than the maximum XSP.TO drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for VFVA and XSP.TO. For additional features, visit the drawdowns tool.
Volatility
VFVA vs. XSP.TO - Volatility Comparison
Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 10.51% compared to iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO) at 9.98%. This indicates that VFVA's price experiences larger fluctuations and is considered to be riskier than XSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.