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VYM vs. XIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VYM vs. XIU.TO

Last updated Jun 9, 2026

VYM (Vanguard High Dividend Yield ETF) and XIU.TO (iShares S&P/TSX 60 Index ETF) are both exchange-traded funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield Index, while XIU.TO is a Canada Equities fund tracking the S&P/TSX 60 Index. Both are passively managed. Over the past 10 years, VYM returned 11.70%/yr vs 11.74%/yr for XIU.TO. A 0.60 correlation means they provide meaningful diversification when combined. VYM charges 0.04%/yr vs 0.18%/yr for XIU.TO.

Performance

VYM vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) and iShares S&P/TSX 60 Index ETF (XIU.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VYM achieves a 10.82% return, which is significantly higher than XIU.TO's 7.79% return. Both investments have delivered pretty close results over the past 10 years, with VYM having a 11.70% annualized return and XIU.TO not far ahead at 11.74%.

VYM

1D
-0.08%
1M
1.71%
YTD
10.82%
6M
10.58%
1Y
24.30%
3Y*
17.89%
5Y*
11.33%
10Y*
11.70%

XIU.TO

1D
0.04%
1M
0.31%
YTD
7.79%
6M
10.88%
1Y
28.64%
3Y*
20.84%
5Y*
11.17%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VYM
Vanguard High Dividend Yield ETF		10.82%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%
XIU.TO
iShares S&P/TSX 60 Index ETF		7.73%35.06%11.31%14.58%-11.93%28.12%7.83%27.04%-14.97%17.54%

Correlation

The correlation between VYM and XIU.TO is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.58

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

0.65

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

0.66

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

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2006

0.60

The correlation between VYM and XIU.TO has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

VYM vs. XIU.TO - Sectors Allocation Comparison

Sectors
VYM
XIU.TO

Financial Services

20.5%
39.4%

Technology

17.7%
8.8%

Healthcare

12.2%

-

Industrials

12.1%
7.9%

Energy

9.8%
18.6%

Consumer Defensive

8.1%
3.2%

Consumer Cyclical

6.7%
4.1%

Utilities

5.7%
2.6%

Communication Services

3.5%
2.0%

Basic Materials

3.5%
13.3%

Real Estate

0.0%
0.2%

Financial Services

VYM
20.5%
XIU.TO
39.4%

Technology

VYM
17.7%
XIU.TO
8.8%

Healthcare

VYM
12.2%
XIU.TO

-

Industrials

VYM
12.1%
XIU.TO
7.9%

Energy

VYM
9.8%
XIU.TO
18.6%

Consumer Defensive

VYM
8.1%
XIU.TO
3.2%

Consumer Cyclical

VYM
6.7%
XIU.TO
4.1%

Utilities

VYM
5.7%
XIU.TO
2.6%

Communication Services

VYM
3.5%
XIU.TO
2.0%

Basic Materials

VYM
3.5%
XIU.TO
13.3%

Real Estate

VYM
0.0%
XIU.TO
0.2%

Compare stocks, funds, or ETFs

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

Vanguard High Dividend Yield ETF

iShares S&P/TSX 60 Index ETF

Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO
Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO

Return for Risk

VYM vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VYM
VYM Risk / Return Rank: 8080
Overall Rank
VYM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8383
Sortino Ratio Rank
VYM Omega Ratio Rank: 8080
Omega Ratio Rank
VYM Calmar Ratio Rank: 7878
Calmar Ratio Rank
VYM Martin Ratio Rank: 7878
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 8686
Overall Rank
XIU.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8585
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9090
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.

VYM vs. XIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and iShares S&P/TSX 60 Index ETF (XIU.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.

VYMXIU.TODifference
Sharpe ratioReturn per unit of total volatility
2.36
2.25

+0.11

Sortino ratioReturn per unit of downside risk
3.36
3.03

+0.32

Omega ratioGain probability vs. loss probability

1.43

1.40

+0.03

Calmar ratioReturn relative to maximum drawdown

3.65

3.55

+0.10

Martin ratioReturn relative to average drawdown

13.64

15.31

-1.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VYM vs. XIU.TO - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.36, which is comparable to the XIU.TO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VYM and XIU.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

VYMXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.25

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.78

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.72

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.39

+0.11

Drawdowns

VYM vs. XIU.TO - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, roughly equal to the maximum XIU.TO drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for VYM and XIU.TO.

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Drawdown Indicators

VYMXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-59.23%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-8.10%

+1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-12.38%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-24.07%

+8.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-40.99%

+5.78%

Current Drawdown

Current decline from peak

-1.89%

-1.98%

+0.09%

Average Drawdown

Average peak-to-trough decline

-7.19%

-10.95%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.88%

-0.09%

Volatility

VYM vs. XIU.TO - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.82%, while iShares S&P/TSX 60 Index ETF (XIU.TO) has a volatility of 3.91%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VYMXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

3.91%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

9.99%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.35%

12.80%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

14.47%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

16.46%

-0.11%

VYM vs. XIU.TO - Expense Ratio Comparison

VYM has a 0.04% expense ratio, which is lower than XIU.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

VYM vs. XIU.TO - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.22%, which matches XIU.TO's 2.21% yield.

PositionTTM20252024202320222021202020192018201720162015
VYM
Vanguard High Dividend Yield ETF		2.22%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.21%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions

VYM and XIU.TO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VYM is cheaper with a 0.04% expense ratio, compared with 0.18% for XIU.TO.

VYM is categorized as Dividend, while XIU.TO is Canada Equities. VYM tracks FTSE High Dividend Yield Index, while XIU.TO tracks S&P/TSX 60 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VYM and 0.18% for XIU.TO.

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