XDG.TO vs. ^GSPC
Compare and contrast key facts about iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and S&P 500 (^GSPC).
XDG.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Jun 7, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDG.TO or ^GSPC.
Key characteristics
| XDG.TO | ^GSPC | |
|---|---|---|
| YTD Return | 19.12% | 25.70% |
| 1Y Return | 24.87% | 37.91% |
| 3Y Return (Ann) | 10.82% | 8.59% |
| 5Y Return (Ann) | 8.36% | 14.18% |
| Sharpe Ratio | 3.11 | 2.97 |
| Sortino Ratio | 4.42 | 3.97 |
| Omega Ratio | 1.59 | 1.56 |
| Calmar Ratio | 6.11 | 3.93 |
| Martin Ratio | 20.00 | 19.39 |
| Ulcer Index | 1.21% | 1.90% |
| Daily Std Dev | 7.75% | 12.38% |
| Max Drawdown | -27.08% | -56.78% |
| Current Drawdown | -1.10% | 0.00% |
Correlation
The correlation between XDG.TO and ^GSPC is 0.73, 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
XDG.TO vs. ^GSPC - Performance Comparison
In the year-to-date period, XDG.TO achieves a 19.12% return, which is significantly lower than ^GSPC's 25.70% 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
XDG.TO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and S&P 500 (^GSPC). 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
XDG.TO vs. ^GSPC - Drawdown Comparison
The maximum XDG.TO drawdown since its inception was -27.08%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XDG.TO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
XDG.TO vs. ^GSPC - Volatility Comparison
The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) is 2.43%, while S&P 500 (^GSPC) has a volatility of 3.92%. This indicates that XDG.TO experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.