XAW.TO vs. VTI
Compare and contrast key facts about iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) and Vanguard Total Stock Market ETF (VTI).
XAW.TO and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XAW.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Feb 10, 2015. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both XAW.TO and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAW.TO or VTI.
Key characteristics
| XAW.TO | VTI | |
|---|---|---|
| YTD Return | 25.65% | 26.70% |
| 1Y Return | 31.60% | 38.81% |
| 3Y Return (Ann) | 9.82% | 8.86% |
| 5Y Return (Ann) | 12.38% | 15.46% |
| Sharpe Ratio | 3.39 | 3.23 |
| Sortino Ratio | 4.69 | 4.29 |
| Omega Ratio | 1.65 | 1.60 |
| Calmar Ratio | 4.69 | 4.77 |
| Martin Ratio | 23.53 | 21.07 |
| Ulcer Index | 1.41% | 1.94% |
| Daily Std Dev | 9.76% | 12.59% |
| Max Drawdown | -27.32% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XAW.TO and VTI is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XAW.TO vs. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with XAW.TO having a 25.65% return and VTI slightly higher at 26.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XAW.TO vs. VTI - Expense Ratio Comparison
XAW.TO has a 0.22% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
XAW.TO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
XAW.TO vs. VTI - Dividend Comparison
XAW.TO's dividend yield for the trailing twelve months is around 1.45%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF | 1.45% | 1.71% | 1.79% | 1.77% | 1.49% | 2.02% | 2.29% | 1.92% | 1.80% | 1.83% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XAW.TO vs. VTI - Drawdown Comparison
The maximum XAW.TO drawdown since its inception was -27.32%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XAW.TO and VTI. For additional features, visit the drawdowns tool.
Volatility
XAW.TO vs. VTI - Volatility Comparison
The current volatility for iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) is 3.04%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.07%. This indicates that XAW.TO experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.