XCNS.TO vs. VTI
Compare and contrast key facts about iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) and Vanguard Total Stock Market ETF (VTI).
XCNS.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. XCNS.TO is an actively managed fund by iShares. It was launched on Aug 7, 2019. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XCNS.TO or VTI.
Key characteristics
| XCNS.TO | VTI | |
|---|---|---|
| YTD Return | 11.12% | 25.76% |
| 1Y Return | 17.35% | 38.64% |
| 3Y Return (Ann) | 3.04% | 8.41% |
| 5Y Return (Ann) | 5.47% | 15.27% |
| Sharpe Ratio | 3.19 | 3.05 |
| Sortino Ratio | 4.90 | 4.07 |
| Omega Ratio | 1.65 | 1.57 |
| Calmar Ratio | 2.14 | 4.13 |
| Martin Ratio | 26.09 | 19.90 |
| Ulcer Index | 0.68% | 1.94% |
| Daily Std Dev | 5.55% | 12.68% |
| Max Drawdown | -16.96% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XCNS.TO and VTI is 0.71, 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
XCNS.TO vs. VTI - Performance Comparison
In the year-to-date period, XCNS.TO achieves a 11.12% return, which is significantly lower than VTI's 25.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XCNS.TO vs. VTI - Expense Ratio Comparison
XCNS.TO has a 0.20% 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
XCNS.TO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Balanced ETF Portfolio (XCNS.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
XCNS.TO vs. VTI - Dividend Comparison
XCNS.TO's dividend yield for the trailing twelve months is around 2.68%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XCNS.TO iShares Core Conservative Balanced ETF Portfolio | 2.68% | 2.49% | 2.26% | 1.81% | 2.15% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XCNS.TO vs. VTI - Drawdown Comparison
The maximum XCNS.TO drawdown since its inception was -16.96%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XCNS.TO and VTI. For additional features, visit the drawdowns tool.
Volatility
XCNS.TO vs. VTI - Volatility Comparison
The current volatility for iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) is 2.11%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.12%. This indicates that XCNS.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.