XDU.TO vs. XIU.TO
Compare and contrast key facts about iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO).
XDU.TO and XIU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDU.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on Jun 7, 2017. XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999. Both XDU.TO and XIU.TO 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: XDU.TO or XIU.TO.
Key characteristics
| XDU.TO | XIU.TO | |
|---|---|---|
| YTD Return | 23.70% | 20.18% |
| 1Y Return | 30.95% | 29.45% |
| 3Y Return (Ann) | 11.53% | 7.87% |
| 5Y Return (Ann) | 9.59% | 11.42% |
| Sharpe Ratio | 3.42 | 2.96 |
| Sortino Ratio | 5.17 | 4.12 |
| Omega Ratio | 1.64 | 1.56 |
| Calmar Ratio | 6.10 | 4.28 |
| Martin Ratio | 24.39 | 22.18 |
| Ulcer Index | 1.23% | 1.35% |
| Daily Std Dev | 8.77% | 10.13% |
| Max Drawdown | -26.10% | -52.31% |
| Current Drawdown | 0.00% | -0.19% |
Correlation
The correlation between XDU.TO and XIU.TO is 0.70, 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
XDU.TO vs. XIU.TO - Performance Comparison
In the year-to-date period, XDU.TO achieves a 23.70% return, which is significantly higher than XIU.TO's 20.18% 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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XDU.TO vs. XIU.TO - Expense Ratio Comparison
XDU.TO has a 0.16% expense ratio, which is lower than XIU.TO's 0.18% expense ratio. Despite the difference, 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
XDU.TO vs. XIU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO). 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
XDU.TO vs. XIU.TO - Dividend Comparison
XDU.TO's dividend yield for the trailing twelve months is around 2.20%, less than XIU.TO's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDU.TO iShares Core MSCI US Quality Dividend Index ETF | 2.20% | 2.53% | 2.25% | 2.25% | 2.97% | 2.53% | 2.48% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.74% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
Drawdowns
XDU.TO vs. XIU.TO - Drawdown Comparison
The maximum XDU.TO drawdown since its inception was -26.10%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for XDU.TO and XIU.TO. For additional features, visit the drawdowns tool.
Volatility
XDU.TO vs. XIU.TO - Volatility Comparison
iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO) have volatilities of 2.95% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.