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VTV vs. XEG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTV vs. XEG.TO

Last updated Jun 14, 2026

VTV (Vanguard Value ETF) and XEG.TO (iShares S&P/TSX Capped Energy Index ETF) are both exchange-traded funds - VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index, while XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index. Both are passively managed. Over the past 10 years, VTV returned 12.78%/yr vs 10.74%/yr for XEG.TO. At a 0.49 correlation, their price movements are largely independent. VTV charges 0.04%/yr vs 0.60%/yr for XEG.TO.

Performance

VTV vs. XEG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and iShares S&P/TSX Capped Energy Index ETF (XEG.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VTV achieves a 14.29% return, which is significantly lower than XEG.TO's 35.78% return. Over the past 10 years, VTV has outperformed XEG.TO with an annualized return of 12.78%, while XEG.TO has yielded a comparatively lower 10.74% annualized return.

VTV

1D
0.93%
1M
3.87%
YTD
14.29%
6M
13.99%
1Y
27.90%
3Y*
18.16%
5Y*
11.76%
10Y*
12.78%

XEG.TO

1D
-0.60%
1M
-5.73%
YTD
35.78%
6M
35.60%
1Y
47.05%
3Y*
24.51%
5Y*
24.38%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTV vs. XEG.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTV
Vanguard Value ETF		14.29%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		35.78%22.31%5.14%6.07%44.12%83.80%-32.85%13.73%-32.71%-4.72%

Correlation

The correlation between VTV and XEG.TO is 0.04, 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

0.04

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

0.26

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

0.37

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.49

Over the past year, the correlation between VTV and XEG.TO has dropped to 0.04 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

VTV vs. XEG.TO - Sectors Allocation Comparison

Sectors
VTV
XEG.TO

Financial Services

22.3%

-

Healthcare

14.5%

-

Industrials

14.0%

-

Technology

13.4%

-

Consumer Defensive

9.4%

-

Energy

8.1%
100.0%

Utilities

5.2%

-

Consumer Cyclical

4.0%

-

Communication Services

3.3%

-

Basic Materials

3.1%

-

Real Estate

2.8%

-

Financial Services

VTV
22.3%
XEG.TO

-

Healthcare

VTV
14.5%
XEG.TO

-

Industrials

VTV
14.0%
XEG.TO

-

Technology

VTV
13.4%
XEG.TO

-

Consumer Defensive

VTV
9.4%
XEG.TO

-

Energy

VTV
8.1%
XEG.TO
100.0%

Utilities

VTV
5.2%
XEG.TO

-

Consumer Cyclical

VTV
4.0%
XEG.TO

-

Communication Services

VTV
3.3%
XEG.TO

-

Basic Materials

VTV
3.1%
XEG.TO

-

Real Estate

VTV
2.8%
XEG.TO

-

Compare stocks, funds, or ETFs

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

Vanguard Value ETF

iShares S&P/TSX Capped Energy Index ETF

Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG
Often compared with XEG.TO:
XEG.TO vs. XLEXEG.TO vs. XEQT.TOXEG.TO vs. CNQ.TOXEG.TO vs. HXE.TOXEG.TO vs. ZEO.TOXEG.TO vs. XDIV.TOXEG.TO vs. XCG.TO

Return for Risk

VTV vs. XEG.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTV
VTV Risk / Return Rank: 8888
Overall Rank
VTV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9090
Sortino Ratio Rank
VTV Omega Ratio Rank: 8787
Omega Ratio Rank
VTV Calmar Ratio Rank: 8787
Calmar Ratio Rank
VTV Martin Ratio Rank: 8787
Martin Ratio Rank
XEG.TO
XEG.TO Risk / Return Rank: 8282
Overall Rank
XEG.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 7676
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 8383
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.

VTV vs. XEG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and iShares S&P/TSX Capped Energy Index ETF (XEG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VTVXEG.TODifference
Sharpe ratioReturn per unit of total volatility
2.61
2.20

+0.40

Sortino ratioReturn per unit of downside risk
3.71
2.72

+0.99

Omega ratioGain probability vs. loss probability

1.47

1.35

+0.11

Calmar ratioReturn relative to maximum drawdown

4.25

5.17

-0.91

Martin ratioReturn relative to average drawdown

16.04

12.56

+3.48

VTV vs. XEG.TO - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 2.61, which is comparable to the XEG.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of VTV and XEG.TO, 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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Drawdowns

VTV vs. XEG.TO - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, smaller than the maximum XEG.TO drawdown of -91.23%. Use the drawdown chart below to compare losses from any high point for VTV and XEG.TO.

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Drawdown Indicators

VTVXEG.TODifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-91.23%

+31.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-10.20%

+3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

-29.14%

+14.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-33.93%

+16.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

-81.25%

+44.47%

Current Drawdown

Current decline from peak

0.00%

-9.41%

+9.41%

Average Drawdown

Average peak-to-trough decline

-7.86%

-43.49%

+35.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

4.19%

-2.51%

Volatility

VTV vs. XEG.TO - Volatility Comparison

The current volatility for Vanguard Value ETF (VTV) is 3.34%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 8.99%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTVXEG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

8.99%

-5.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

19.69%

-11.87%

Volatility (1Y)

Calculated over the trailing 1-year period

10.38%

23.91%

-13.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

29.53%

-15.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

34.27%

-17.59%

VTV vs. XEG.TO - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is lower than XEG.TO's 0.60% expense ratio.

Dividends

VTV vs. XEG.TO - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 1.83%, less than XEG.TO's 2.76% yield.

PositionTTM20252024202320222021202020192018201720162015
VTV
Vanguard Value ETF		1.83%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		2.76%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%

Frequently Asked Questions

VTV and XEG.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTV is cheaper with a 0.04% expense ratio, compared with 0.60% for XEG.TO.

VTV is categorized as Large Cap Value Equities, while XEG.TO is Energy Equities. VTV tracks CRSP US Large Cap Value Index, while XEG.TO tracks S&P/TSX Capped Energy Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VTV and 0.60% for XEG.TO.

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