XCS.TO vs. ^DJI
Compare and contrast key facts about iShares S&P/TSX SmallCap Index ETF (XCS.TO) and Dow Jones Industrial Average (^DJI).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XCS.TO or ^DJI.
Key characteristics
| XCS.TO | ^DJI | |
|---|---|---|
| YTD Return | 12.00% | 6.14% |
| 1Y Return | 15.57% | 19.29% |
| 3Y Return (Ann) | -0.63% | 5.51% |
| 5Y Return (Ann) | 6.76% | 9.21% |
| 10Y Return (Ann) | 3.27% | 9.36% |
| Sharpe Ratio | 1.03 | 2.01 |
| Daily Std Dev | 14.98% | 9.82% |
| Max Drawdown | -61.11% | -53.78% |
| Current Drawdown | -12.58% | 0.00% |
Correlation
The correlation between XCS.TO and ^DJI is 0.54, 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. ^DJI - Performance Comparison
In the year-to-date period, XCS.TO achieves a 12.00% return, which is significantly higher than ^DJI's 6.14% return. Over the past 10 years, XCS.TO has underperformed ^DJI with an annualized return of 3.27%, while ^DJI has yielded a comparatively higher 9.36% 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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Risk-Adjusted Performance
XCS.TO vs. ^DJI - 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 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.
Drawdowns
XCS.TO vs. ^DJI - Drawdown Comparison
The maximum XCS.TO drawdown since its inception was -61.11%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for XCS.TO and ^DJI. For additional features, visit the drawdowns tool.
Volatility
XCS.TO vs. ^DJI - Volatility Comparison
iShares S&P/TSX SmallCap Index ETF (XCS.TO) has a higher volatility of 4.82% compared to Dow Jones Industrial Average (^DJI) at 2.82%. 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.