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VUN.TO vs. XAGH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUN.TO vs. XAGH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (VUN.TO) and iShares U.S. Aggregate Bond Index ETF (CAD-Hedged) (XAGH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUN.TO achieves a 12.43% return, which is significantly higher than XAGH.TO's -0.57% return.


VUN.TO

1D
-0.39%
1M
7.17%
YTD
12.43%
6M
10.44%
1Y
29.34%
3Y*
23.05%
5Y*
15.50%
10Y*
15.43%

XAGH.TO

1D
-0.46%
1M
0.11%
YTD
-0.57%
6M
-0.86%
1Y
3.18%
3Y*
2.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUN.TO vs. XAGH.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VUN.TO
Vanguard U.S. Total Market Index ETF
12.43%11.43%33.76%23.00%-14.20%6.34%
XAGH.TO
iShares U.S. Aggregate Bond Index ETF (CAD-Hedged)
-0.57%5.24%0.01%4.10%-13.03%0.15%

Correlation

The correlation between VUN.TO and XAGH.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2021

0.08

The correlation between VUN.TO and XAGH.TO shifts across timeframes, from 0.08 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VUN.TO vs. XAGH.TO — Risk / Return Rank

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

VUN.TO
VUN.TO Risk / Return Rank: 7272
Overall Rank
VUN.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 7474
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 6969
Martin Ratio Rank

XAGH.TO
XAGH.TO Risk / Return Rank: 2222
Overall Rank
XAGH.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XAGH.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
XAGH.TO Omega Ratio Rank: 2020
Omega Ratio Rank
XAGH.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
XAGH.TO Martin Ratio Rank: 2323
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.

VUN.TO vs. XAGH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (VUN.TO) and iShares U.S. Aggregate Bond Index ETF (CAD-Hedged) (XAGH.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.


VUN.TOXAGH.TODifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.45

1.13

+0.32

Calmar ratioReturn relative to maximum drawdown

3.46

1.00

+2.46

Martin ratioReturn relative to average drawdown

12.96

2.86

+10.10

VUN.TO vs. XAGH.TO - Sharpe Ratio Comparison

The current VUN.TO Sharpe Ratio is 2.47, which is higher than the XAGH.TO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VUN.TO and XAGH.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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Sharpe Ratios by Period


VUN.TOXAGH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

0.72

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

-0.21

+1.22

Drawdowns

VUN.TO vs. XAGH.TO - Drawdown Comparison

The maximum VUN.TO drawdown since its inception was -28.19%, which is greater than XAGH.TO's maximum drawdown of -17.09%. Use the drawdown chart below to compare losses from any high point for VUN.TO and XAGH.TO.


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Drawdown Indicators


VUN.TOXAGH.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-17.09%

-11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-3.18%

-5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.88%

-6.03%

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-23.67%

Max Drawdown (10Y)

Largest decline over 10 years

-28.19%

Current Drawdown

Current decline from peak

-0.39%

-5.62%

+5.23%

Average Drawdown

Average peak-to-trough decline

-3.80%

-8.71%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

1.11%

+1.16%

Volatility

VUN.TO vs. XAGH.TO - Volatility Comparison

Vanguard U.S. Total Market Index ETF (VUN.TO) has a higher volatility of 3.04% compared to iShares U.S. Aggregate Bond Index ETF (CAD-Hedged) (XAGH.TO) at 1.70%. This indicates that VUN.TO's price experiences larger fluctuations and is considered to be riskier than XAGH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUN.TOXAGH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

1.70%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

3.00%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

4.42%

+7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

7.95%

+7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

7.95%

+8.75%

VUN.TO vs. XAGH.TO - Expense Ratio Comparison

VUN.TO has a 0.17% expense ratio, which is lower than XAGH.TO's 0.18% 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%.


Dividends

VUN.TO vs. XAGH.TO - Dividend Comparison

VUN.TO's dividend yield for the trailing twelve months is around 0.74%, less than XAGH.TO's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
VUN.TO
Vanguard U.S. Total Market Index ETF
0.74%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.49%1.49%
XAGH.TO
iShares U.S. Aggregate Bond Index ETF (CAD-Hedged)
4.01%3.78%3.51%3.05%1.91%0.42%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VUN.TO and XAGH.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUN.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUN.TO is cheaper with a 0.17% expense ratio, compared with 0.18% for XAGH.TO.

VUN.TO is categorized as Large Cap Blend Equities, while XAGH.TO is Total Bond Market. VUN.TO tracks CRSP US Total Market Index CAD, while XAGH.TO tracks Bloomberg US Aggregate Bond Index (CAD-Hedged). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.17% for VUN.TO and 0.18% for XAGH.TO.

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