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WMT vs. XUS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WMT vs. XUS.TO

Last updated Jun 13, 2026

WMT (Walmart Inc.) is a stock, while XUS.TO (iShares Core S&P 500 Index ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, WMT returned 19.77%/yr vs 16.58%/yr for XUS.TO. At a 0.30 correlation, their price movements are largely independent.

Performance

WMT vs. XUS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walmart Inc. (WMT) and iShares Core S&P 500 Index ETF (XUS.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with WMT having a 9.07% return and XUS.TO slightly lower at 8.74%. Over the past 10 years, WMT has outperformed XUS.TO with an annualized return of 19.77%, while XUS.TO has yielded a comparatively lower 16.58% annualized return.

WMT

1D
0.45%
1M
-7.93%
YTD
9.07%
6M
4.13%
1Y
28.71%
3Y*
34.18%
5Y*
22.42%
10Y*
19.77%

XUS.TO

1D
0.41%
1M
-0.18%
YTD
8.74%
6M
9.33%
1Y
24.68%
3Y*
21.52%
5Y*
13.98%
10Y*
16.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMT vs. XUS.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WMT
Walmart Inc.		9.07%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%-3.43%46.56%
XUS.TO
iShares Core S&P 500 Index ETF		8.74%17.55%25.21%27.91%-16.61%28.87%20.07%32.71%-3.04%23.69%

Correlation

The correlation between WMT and XUS.TO is -0.02, 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

-0.02

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

0.18

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

0.27

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2013

0.30

The correlation between WMT and XUS.TO shifts across timeframes, from -0.02 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Walmart Inc.

iShares Core S&P 500 Index ETF

Often compared with WMT:
WMT vs. COSTWMT vs. TGTWMT vs. VOOWMT vs. KRWMT vs. XLPWMT vs. SCHDWMT vs. ABBV
Often compared with XUS.TO:
XUS.TO vs. XSP.TOXUS.TO vs. XEQT.TOXUS.TO vs. XUU.TOXUS.TO vs. ZSP.TOXUS.TO vs. VOOXUS.TO vs. XEF.TOXUS.TO vs. HXS.TO

Return for Risk

WMT vs. XUS.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WMT
WMT Risk / Return Rank: 7676
Overall Rank
WMT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 7373
Sortino Ratio Rank
WMT Omega Ratio Rank: 7474
Omega Ratio Rank
WMT Calmar Ratio Rank: 7575
Calmar Ratio Rank
WMT Martin Ratio Rank: 8080
Martin Ratio Rank
XUS.TO
XUS.TO Risk / Return Rank: 7979
Overall Rank
XUS.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XUS.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XUS.TO Omega Ratio Rank: 8383
Omega Ratio Rank
XUS.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
XUS.TO Martin Ratio Rank: 7474
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.

WMT vs. XUS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and iShares Core S&P 500 Index ETF (XUS.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.

WMTXUS.TODifference
Sharpe ratioReturn per unit of total volatility
1.22
1.92

-0.70

Sortino ratioReturn per unit of downside risk
1.79
2.61

-0.82

Omega ratioGain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

1.83

2.74

-0.91

Martin ratioReturn relative to average drawdown

5.82

11.88

-6.05

WMT vs. XUS.TO - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 1.22, which is lower than the XUS.TO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of WMT and XUS.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

WMT vs. XUS.TO - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.14%, which is greater than XUS.TO's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for WMT and XUS.TO.

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Drawdown Indicators

WMTXUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.14%

-33.38%

-43.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-9.04%

-6.71%

Max Drawdown (3Y)

Largest decline over 3 years

-21.93%

-18.85%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-23.78%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

-33.38%

+7.64%

Current Drawdown

Current decline from peak

-9.81%

-2.53%

-7.28%

Average Drawdown

Average peak-to-trough decline

-14.63%

-3.74%

-10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

2.08%

+2.86%

Volatility

WMT vs. XUS.TO - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 9.86% compared to iShares Core S&P 500 Index ETF (XUS.TO) at 4.54%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WMTXUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

4.54%

+5.32%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

9.83%

+8.66%

Volatility (1Y)

Calculated over the trailing 1-year period

23.67%

12.92%

+10.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

16.17%

+5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

17.67%

+4.06%

Dividends

WMT vs. XUS.TO - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.80%, less than XUS.TO's 1.13% yield.

PositionTTM20252024202320222021202020192018201720162015
WMT
Walmart Inc.		0.80%0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%
XUS.TO
iShares Core S&P 500 Index ETF		1.13%1.26%1.45%2.43%2.76%1.99%2.70%4.05%3.55%2.96%3.32%3.41%

Frequently Asked Questions

WMT and XUS.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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