XCS.TO vs. VBR
Compare and contrast key facts about iShares S&P/TSX SmallCap Index ETF (XCS.TO) and Vanguard Small-Cap Value ETF (VBR).
XCS.TO and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCS.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada Sml GR CAD. It was launched on May 14, 2007. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both XCS.TO and VBR 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: XCS.TO or VBR.
Key characteristics
XCS.TO | VBR | |
---|---|---|
YTD Return | 12.00% | 6.15% |
1Y Return | 15.57% | 24.35% |
3Y Return (Ann) | -0.63% | 5.21% |
5Y Return (Ann) | 6.76% | 10.36% |
10Y Return (Ann) | 3.27% | 9.04% |
Sharpe Ratio | 1.03 | 1.54 |
Daily Std Dev | 14.98% | 16.57% |
Max Drawdown | -61.11% | -62.01% |
Current Drawdown | -12.58% | -0.94% |
Correlation
The correlation between XCS.TO and VBR is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XCS.TO vs. VBR - Performance Comparison
In the year-to-date period, XCS.TO achieves a 12.00% return, which is significantly higher than VBR's 6.15% return. Over the past 10 years, XCS.TO has underperformed VBR with an annualized return of 3.27%, while VBR has yielded a comparatively higher 9.04% annualized return. 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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XCS.TO vs. VBR - Expense Ratio Comparison
XCS.TO has a 0.60% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
XCS.TO vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX SmallCap Index ETF (XCS.TO) and Vanguard Small-Cap Value ETF (VBR). 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
XCS.TO vs. VBR - Dividend Comparison
XCS.TO's dividend yield for the trailing twelve months is around 2.46%, more than VBR's 2.03% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares S&P/TSX SmallCap Index ETF | 2.46% | 2.70% | 2.16% | 1.58% | 1.85% | 2.36% | 2.20% | 1.89% | 1.52% | 2.43% | 4.73% | 2.00% |
Vanguard Small-Cap Value ETF | 2.03% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
XCS.TO vs. VBR - Drawdown Comparison
The maximum XCS.TO drawdown since its inception was -61.11%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for XCS.TO and VBR. For additional features, visit the drawdowns tool.
Volatility
XCS.TO vs. VBR - Volatility Comparison
iShares S&P/TSX SmallCap Index ETF (XCS.TO) has a higher volatility of 4.82% compared to Vanguard Small-Cap Value ETF (VBR) at 3.43%. This indicates that XCS.TO's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.