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XCS.TO vs. ^DJI
Performance
Return for Risk
Drawdowns
Volatility

Performance

XCS.TO vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX SmallCap Index ETF (XCS.TO) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XCS.TO achieves a 23.53% return, which is significantly higher than ^DJI's 6.80% return. Over the past 10 years, XCS.TO has underperformed ^DJI with an annualized return of 9.94%, while ^DJI has yielded a comparatively higher 11.83% annualized return.


XCS.TO

1D
-1.30%
1M
4.71%
YTD
23.53%
6M
21.57%
1Y
62.19%
3Y*
29.24%
5Y*
12.30%
10Y*
9.94%

^DJI

1D
-0.80%
1M
5.63%
YTD
6.80%
6M
5.45%
1Y
20.75%
3Y*
15.84%
5Y*
10.92%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS.TO vs. ^DJI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCS.TO
iShares S&P/TSX SmallCap Index ETF
23.53%43.37%18.11%4.17%-8.95%7.46%13.10%17.62%-19.51%2.27%
^DJI
Dow Jones Industrial Average
6.80%7.79%22.58%11.20%-2.28%17.65%5.43%16.32%2.37%17.12%

Correlation

The correlation between XCS.TO and ^DJI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.29

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

0.32

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

0.27

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Return for Risk

XCS.TO vs. ^DJI — Risk / Return Rank

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

XCS.TO
XCS.TO Risk / Return Rank: 7979
Overall Rank
XCS.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XCS.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
XCS.TO Omega Ratio Rank: 8282
Omega Ratio Rank
XCS.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XCS.TO Martin Ratio Rank: 7676
Martin Ratio Rank

^DJI
^DJI Risk / Return Rank: 5252
Overall Rank
^DJI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
^DJI Sortino Ratio Rank: 5555
Sortino Ratio Rank
^DJI Omega Ratio Rank: 5353
Omega Ratio Rank
^DJI Calmar Ratio Rank: 5050
Calmar Ratio Rank
^DJI Martin Ratio Rank: 5353
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.

XCS.TO vs. ^DJI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX SmallCap Index ETF (XCS.TO) and Dow Jones Industrial Average (^DJI). 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.


XCS.TO^DJIDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.50

1.31

+0.19

Calmar ratioReturn relative to maximum drawdown

4.29

2.26

+2.02

Martin ratioReturn relative to average drawdown

14.67

7.93

+6.74

XCS.TO vs. ^DJI - Sharpe Ratio Comparison

The current XCS.TO Sharpe Ratio is 2.89, which is higher than the ^DJI Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of XCS.TO and ^DJI, 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


XCS.TO^DJIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.73

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.84

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.74

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.87

-0.63

Drawdowns

XCS.TO vs. ^DJI - Drawdown Comparison

The maximum XCS.TO drawdown since its inception was -61.18%, which is greater than ^DJI's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for XCS.TO and ^DJI.


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Drawdown Indicators


XCS.TO^DJIDifference

Max Drawdown

Largest peak-to-trough decline

-61.18%

-31.18%

-30.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.58%

-9.20%

-5.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

-18.73%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-34.63%

-18.73%

-15.90%

Max Drawdown (10Y)

Largest decline over 10 years

-50.44%

-31.18%

-19.26%

Current Drawdown

Current decline from peak

-1.30%

-0.80%

-0.50%

Average Drawdown

Average peak-to-trough decline

-16.96%

-3.13%

-13.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

2.62%

+1.63%

Volatility

XCS.TO vs. ^DJI - Volatility Comparison

iShares S&P/TSX SmallCap Index ETF (XCS.TO) has a higher volatility of 4.56% compared to Dow Jones Industrial Average (^DJI) at 2.85%. This indicates that XCS.TO's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCS.TO^DJIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

2.85%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

17.35%

9.37%

+7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

12.06%

+9.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

13.08%

+7.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

15.95%

+4.46%

Frequently Asked Questions


XCS.TO and ^DJI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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