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

XEG.TO vs. VXUS

Last updated Aug 2, 2026
Documentation

XEG.TO (iShares S&P/TSX Capped Energy Index ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, XEG.TO returned 12.29%/yr vs 10.16%/yr for VXUS. Their 0.41 correlation means their historical movements had little consistent relationship. XEG.TO charges 0.60%/yr vs 0.05%/yr for VXUS.

Performance

XEG.TO vs. VXUS - 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 Total International Stock ETF (VXUS). 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 VXUS is traded in USD. To make them comparable, the VXUS 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 46.30% return, which is significantly higher than VXUS's 15.36% return. Over the past 10 years, XEG.TO has outperformed VXUS with an annualized return of 12.29%, while VXUS has yielded a comparatively lower 10.16% annualized return.

XEG.TO

1D
0.69%
1M
15.08%
6M
31.52%
YTD
46.30%
1Y
65.86%
3Y*
24.75%
5Y*
32.72%
10Y*
12.29%
ALL TIME*
4.78%

VXUS

1D
-0.39%
1M
-1.74%
6M
10.89%
YTD
15.36%
1Y
28.98%
3Y*
19.60%
5Y*
11.39%
10Y*
10.16%
ALL TIME*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

VXUS

Vanguard Total International Stock ETF
CA$510.30MCA$573.29MCA$708.42M

XEG.TO

iShares S&P/TSX Capped Energy Index ETF
CA$58.70MCA$53.16MCA$56.38M

XEG.TO vs. VXUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		46.30%16.72%14.04%3.55%53.25%83.71%-34.44%9.04%-27.05%-11.17%
VXUS
Vanguard Total International Stock ETF		15.36%26.31%13.97%13.11%-10.76%8.93%8.04%16.73%-7.23%18.83%

Correlation

The correlation between XEG.TO and VXUS is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (10Y)
Provides a long-term view across more market conditions.

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.41

The correlation between XEG.TO and VXUS shifts across timeframes, from -0.11 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

XEG.TO vs. VXUS - Sectors Allocation Comparison

Sectors
XEG.TO
VXUS

Energy

100.0%
4.2%

Basic Materials

-

6.6%

Communication Services

-

3.8%

Consumer Cyclical

-

6.8%

Consumer Defensive

-

4.8%

Financial Services

-

23.2%

Healthcare

-

6.8%

Industrials

-

14.5%

Real Estate

-

1.7%

Technology

-

23.7%

Utilities

-

2.9%

Energy

XEG.TO
100.0%
VXUS
4.2%

Basic Materials

XEG.TO

-

VXUS
6.6%

Communication Services

XEG.TO

-

VXUS
3.8%

Consumer Cyclical

XEG.TO

-

VXUS
6.8%

Consumer Defensive

XEG.TO

-

VXUS
4.8%

Financial Services

XEG.TO

-

VXUS
23.2%

Healthcare

XEG.TO

-

VXUS
6.8%

Industrials

XEG.TO

-

VXUS
14.5%

Real Estate

XEG.TO

-

VXUS
1.7%

Technology

XEG.TO

-

VXUS
23.7%

Utilities

XEG.TO

-

VXUS
2.9%

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 Total International Stock ETF

Often compared with XEG.TO:
XEG.TO vs. XLEXEG.TO vs. XEQT.TOXEG.TO vs. CNQ.TOXEG.TO vs. ZEO.TOXEG.TO vs. HXE.TOXEG.TO vs. XDIV.TOXEG.TO vs. XCG.TO
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

XEG.TO vs. VXUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
XEG.TO
XEG.TO Risk / Return Rank: 8989
Overall Rank
XEG.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 8484
Martin Ratio Rank
VXUS
VXUS Risk / Return Rank: 7171
Overall Rank
VXUS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6969
Sortino Ratio Rank
VXUS Omega Ratio Rank: 7272
Omega Ratio Rank
VXUS Calmar Ratio Rank: 7171
Calmar Ratio Rank
VXUS Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XEG.TO vs. VXUS - 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 Total International Stock ETF (VXUS). 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.TOVXUSDifference
Sharpe ratioReturn per unit of total volatility
2.58
1.68

+0.90

Sortino ratioReturn per unit of downside risk
3.09
2.33

+0.76

Omega ratioGain probability vs. loss probability

1.41

1.30

+0.11

Calmar ratioReturn relative to maximum drawdown

3.82

2.65

+1.17

Martin ratioReturn relative to average drawdown

11.60

9.53

+2.07

XEG.TO vs. VXUS - Sharpe Ratio Comparison

The current XEG.TO Sharpe Ratio is 2.58, which is higher than the VXUS Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XEG.TO and VXUS, 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. VXUS - Drawdown Comparison

The maximum XEG.TO drawdown since its inception was -87.51%, which is greater than VXUS's maximum drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for XEG.TO and VXUS.

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Drawdown Indicators

XEG.TOVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-87.51%

-29.20%

-58.31%

Max Drawdown (1Y)

Largest decline over 1 year

-16.47%

-10.95%

-5.52%

Max Drawdown (3Y)

Largest decline over 3 years

-25.67%

-14.25%

-11.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.42%

-23.04%

-5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-79.66%

-29.20%

-50.46%

Current Drawdown

Current decline from peak

-2.70%

-3.96%

+1.26%

Average Drawdown

Average peak-to-trough decline

-34.46%

-5.21%

-29.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

3.03%

+2.41%

Volatility

XEG.TO vs. VXUS - Volatility Comparison

iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a higher volatility of 8.21% compared to Vanguard Total International Stock ETF (VXUS) at 5.16%. This indicates that XEG.TO's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XEG.TOVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

5.16%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

15.34%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.45%

17.29%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.62%

17.37%

+11.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.42%

18.17%

+15.25%

XEG.TO vs. VXUS - Expense Ratio Comparison

XEG.TO has a 0.60% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

XEG.TO vs. VXUS - Dividend Comparison

XEG.TO's dividend yield for the trailing twelve months is around 2.52%, less than VXUS's 2.59% yield.

PositionTTM20252024202320222021202020192018201720162015
VXUS
Vanguard Total International Stock ETF		2.59%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		2.52%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 VXUS have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.60% for XEG.TO.

XEG.TO is categorized as Energy Equities, while VXUS is Global Equities. XEG.TO tracks S&P/TSX Capped Energy Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.60% for XEG.TO and 0.05% for VXUS.

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