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XEG.TO vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEG.TO vs. VTV

Last updated Jun 14, 2026

XEG.TO (iShares S&P/TSX Capped Energy Index ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, XEG.TO returned 11.69%/yr vs 13.75%/yr for VTV. At a 0.42 correlation, their price movements are largely independent. XEG.TO charges 0.60%/yr vs 0.04%/yr for VTV.

Performance

XEG.TO vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XEG.TO achieves a 38.53% return, which is significantly higher than VTV's 16.61% return. Over the past 10 years, XEG.TO has underperformed VTV with an annualized return of 11.69%, while VTV has yielded a comparatively higher 13.75% annualized return.

XEG.TO

1D
-0.41%
1M
-3.89%
YTD
38.53%
6M
37.54%
1Y
51.12%
3Y*
26.37%
5Y*
28.03%
10Y*
11.69%

VTV

1D
1.12%
1M
5.89%
YTD
16.61%
6M
15.61%
1Y
31.43%
3Y*
19.93%
5Y*
15.04%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEG.TO vs. VTV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		38.53%16.72%14.04%3.55%53.25%83.71%-34.44%9.04%-27.05%-11.17%
VTV
Vanguard Value ETF		16.61%10.01%25.77%6.71%4.12%26.47%-0.10%20.48%2.47%9.21%

Correlation

The correlation between XEG.TO and VTV is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.05

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

0.24

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

0.34

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.42

Over the past year, the correlation between XEG.TO and VTV has dropped to 0.05 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

XEG.TO vs. VTV - Sectors Allocation Comparison

Sectors
XEG.TO
VTV

Energy

100.0%
8.1%

Basic Materials

-

3.1%

Communication Services

-

3.3%

Consumer Cyclical

-

4.0%

Consumer Defensive

-

9.4%

Financial Services

-

22.3%

Healthcare

-

14.5%

Industrials

-

14.0%

Real Estate

-

2.8%

Technology

-

13.4%

Utilities

-

5.2%

Energy

XEG.TO
100.0%
VTV
8.1%

Basic Materials

XEG.TO

-

VTV
3.1%

Communication Services

XEG.TO

-

VTV
3.3%

Consumer Cyclical

XEG.TO

-

VTV
4.0%

Consumer Defensive

XEG.TO

-

VTV
9.4%

Financial Services

XEG.TO

-

VTV
22.3%

Healthcare

XEG.TO

-

VTV
14.5%

Industrials

XEG.TO

-

VTV
14.0%

Real Estate

XEG.TO

-

VTV
2.8%

Technology

XEG.TO

-

VTV
13.4%

Utilities

XEG.TO

-

VTV
5.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P/TSX Capped Energy Index ETF

Vanguard Value ETF

Often compared with XEG.TO:
XEG.TO vs. XLEXEG.TO vs. XEQT.TOXEG.TO vs. CNQ.TOXEG.TO vs. HXE.TOXEG.TO vs. ZEO.TOXEG.TO vs. XDIV.TOXEG.TO vs. XCG.TO
Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

XEG.TO vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XEG.TO
XEG.TO Risk / Return Rank: 8282
Overall Rank
XEG.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 7676
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 8383
Martin Ratio Rank
VTV
VTV Risk / Return Rank: 8888
Overall Rank
VTV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9090
Sortino Ratio Rank
VTV Omega Ratio Rank: 8787
Omega Ratio Rank
VTV Calmar Ratio Rank: 8787
Calmar Ratio Rank
VTV Martin Ratio Rank: 8787
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.

XEG.TO vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and Vanguard Value ETF (VTV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

XEG.TOVTVDifference
Sharpe ratioReturn per unit of total volatility
2.41
2.65

-0.24

Sortino ratioReturn per unit of downside risk
2.93
3.82

-0.89

Omega ratioGain probability vs. loss probability

1.39

1.47

-0.08

Calmar ratioReturn relative to maximum drawdown

5.04

5.21

-0.16

Martin ratioReturn relative to average drawdown

14.38

19.15

-4.77

XEG.TO vs. VTV - Sharpe Ratio Comparison

The current XEG.TO Sharpe Ratio is 2.41, which is comparable to the VTV Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of XEG.TO and VTV, 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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Drawdowns

XEG.TO vs. VTV - Drawdown Comparison

The maximum XEG.TO drawdown since its inception was -87.51%, which is greater than VTV's maximum drawdown of -52.38%. Use the drawdown chart below to compare losses from any high point for XEG.TO and VTV.

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Drawdown Indicators

XEG.TOVTVDifference

Max Drawdown

Largest peak-to-trough decline

-87.51%

-52.38%

-35.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-5.74%

-5.38%

Max Drawdown (3Y)

Largest decline over 3 years

-25.67%

-15.12%

-10.55%

Max Drawdown (5Y)

Largest decline over 5 years

-28.42%

-15.12%

-13.30%

Max Drawdown (10Y)

Largest decline over 10 years

-79.66%

-31.22%

-48.44%

Current Drawdown

Current decline from peak

-7.87%

0.00%

-7.87%

Average Drawdown

Average peak-to-trough decline

-34.55%

-9.15%

-25.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

1.56%

+2.33%

Volatility

XEG.TO vs. VTV - Volatility Comparison

iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a higher volatility of 9.11% compared to Vanguard Value ETF (VTV) at 3.58%. This indicates that XEG.TO's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XEG.TOVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

3.58%

+5.53%

Volatility (6M)

Calculated over the trailing 6-month period

19.65%

8.63%

+11.02%

Volatility (1Y)

Calculated over the trailing 1-year period

23.30%

11.27%

+12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.72%

15.09%

+13.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.40%

17.74%

+15.66%

XEG.TO vs. VTV - Expense Ratio Comparison

XEG.TO has a 0.60% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

XEG.TO vs. VTV - Dividend Comparison

XEG.TO's dividend yield for the trailing twelve months is around 2.76%, more than VTV's 1.83% yield.

PositionTTM20252024202320222021202020192018201720162015
VTV
Vanguard Value ETF		1.83%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		2.76%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%

Frequently Asked Questions

XEG.TO and VTV have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTV is cheaper with a 0.04% expense ratio, compared with 0.60% for XEG.TO.

XEG.TO is categorized as Energy Equities, while VTV is Large Cap Value Equities. XEG.TO tracks S&P/TSX Capped Energy Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.60% for XEG.TO and 0.04% for VTV.

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