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VUS.TO vs. XUSC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUS.TO vs. XUSC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) and iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.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, VUS.TO achieves a 9.96% return, which is significantly lower than XUSC.TO's 12.69% return.


VUS.TO

1D
-0.73%
1M
4.98%
YTD
9.96%
6M
8.19%
1Y
23.82%
3Y*
19.29%
5Y*
10.63%
10Y*
13.09%

XUSC.TO

1D
0.23%
1M
7.55%
YTD
12.69%
6M
10.97%
1Y
27.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUS.TO vs. XUSC.TO - Yearly Performance Comparison


2026 (YTD)20252024
VUS.TO
Vanguard U.S. Total Market Index ETF (CAD-hedged)
9.96%13.31%6.11%
XUSC.TO
iShares S&P 500 3% Capped Index ETF (CAD Units)
12.69%11.40%11.76%

Correlation

The correlation between VUS.TO and XUSC.TO is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2024

0.85

The correlation between VUS.TO and XUSC.TO has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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Return for Risk

VUS.TO vs. XUSC.TO — Risk / Return Rank

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

VUS.TO
VUS.TO Risk / Return Rank: 5757
Overall Rank
VUS.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VUS.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VUS.TO Omega Ratio Rank: 5757
Omega Ratio Rank
VUS.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VUS.TO Martin Ratio Rank: 6262
Martin Ratio Rank

XUSC.TO
XUSC.TO Risk / Return Rank: 7575
Overall Rank
XUSC.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XUSC.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XUSC.TO Omega Ratio Rank: 7575
Omega Ratio Rank
XUSC.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
XUSC.TO Martin Ratio Rank: 7272
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.

VUS.TO vs. XUSC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) and iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.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.


VUS.TOXUSC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

2.47

3.66

-1.19

Martin ratioReturn relative to average drawdown

10.99

13.42

-2.43

VUS.TO vs. XUSC.TO - Sharpe Ratio Comparison

The current VUS.TO Sharpe Ratio is 1.94, which is comparable to the XUSC.TO Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of VUS.TO and XUSC.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


VUS.TOXUSC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

2.43

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

1.27

-0.46

Drawdowns

VUS.TO vs. XUSC.TO - Drawdown Comparison

The maximum VUS.TO drawdown since its inception was -36.70%, which is greater than XUSC.TO's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for VUS.TO and XUSC.TO.


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Drawdown Indicators


VUS.TOXUSC.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-18.31%

-18.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-7.60%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.25%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-0.73%

0.00%

-0.73%

Average Drawdown

Average peak-to-trough decline

-4.33%

-2.67%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.07%

+0.10%

Volatility

VUS.TO vs. XUSC.TO - Volatility Comparison

Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) has a higher volatility of 3.14% compared to iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) at 2.61%. This indicates that VUS.TO's price experiences larger fluctuations and is considered to be riskier than XUSC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUS.TOXUSC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

2.61%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

8.51%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

11.46%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

15.72%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

15.72%

+2.36%

VUS.TO vs. XUSC.TO - Expense Ratio Comparison

VUS.TO has a 0.17% expense ratio, which is higher than XUSC.TO's 0.12% 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%.


Dividends

VUS.TO vs. XUSC.TO - Dividend Comparison

VUS.TO's dividend yield for the trailing twelve months is around 0.75%, less than XUSC.TO's 0.84% yield.


PositionTTM20252024202320222021202020192018201720162015
VUS.TO
Vanguard U.S. Total Market Index ETF (CAD-hedged)
0.75%0.84%0.97%1.07%1.23%0.95%1.11%1.39%1.60%1.32%1.49%1.59%
XUSC.TO
iShares S&P 500 3% Capped Index ETF (CAD Units)
0.84%0.94%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VUS.TO and XUSC.TO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUSC.TO is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUSC.TO is cheaper with a 0.12% expense ratio, compared with 0.17% for VUS.TO.

VUS.TO tracks CRSP US Total Market Index, while XUSC.TO tracks S&P 500 3% Capped Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.17% for VUS.TO and 0.12% for XUSC.TO.

Portfolio Optimizer

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