XEG.TO vs. XUS.TO
XEG.TO (iShares S&P/TSX Capped Energy Index ETF) and XUS.TO (iShares Core S&P 500 Index ETF) are both exchange-traded funds - XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index, while XUS.TO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XEG.TO returned 11.85%/yr vs 15.98%/yr for XUS.TO. At a 0.22 correlation, their price movements are largely independent. XEG.TO charges 0.61%/yr vs 0.09%/yr for XUS.TO.
Performance
XEG.TO vs. XUS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XEG.TO achieves a 44.34% return, which is significantly higher than XUS.TO's 12.21% return. Over the past 10 years, XEG.TO has underperformed XUS.TO with an annualized return of 11.85%, while XUS.TO has yielded a comparatively higher 15.98% annualized return.
XEG.TO
- 1D
- 1.17%
- 1M
- -0.04%
- YTD
- 44.34%
- 6M
- 39.73%
- 1Y
- 70.40%
- 3Y*
- 28.08%
- 5Y*
- 29.48%
- 10Y*
- 11.85%
XUS.TO
- 1D
- -0.31%
- 1M
- 7.22%
- YTD
- 12.21%
- 6M
- 10.39%
- 1Y
- 29.30%
- 3Y*
- 23.52%
- 5Y*
- 16.78%
- 10Y*
- 15.98%
XEG.TO vs. XUS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 44.34% | 16.72% | 14.08% | 3.52% | 53.25% | 83.71% | -34.41% | 8.98% | -27.05% | -11.18% |
XUS.TO iShares Core S&P 500 Index ETF | 12.21% | 12.19% | 35.16% | 23.31% | -12.59% | 27.20% | 15.56% | 24.57% | 3.31% | 13.56% |
Correlation
The correlation between XEG.TO and XUS.TO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2013 | 0.22 |
The correlation between XEG.TO and XUS.TO shifts across timeframes, from -0.13 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.
XEG.TO vs. XUS.TO - Sectors Allocation Comparison
Sectors
XEG.TO
XUS.TO
Energy
Basic Materials
-
Communication Services
-
Consumer Cyclical
-
Consumer Defensive
-
Financial Services
-
Healthcare
-
Industrials
-
Real Estate
-
Technology
-
Utilities
-
Energy
XEG.TO
XUS.TO
Basic Materials
XEG.TO
-
XUS.TO
Communication Services
XEG.TO
-
XUS.TO
Consumer Cyclical
XEG.TO
-
XUS.TO
Consumer Defensive
XEG.TO
-
XUS.TO
Financial Services
XEG.TO
-
XUS.TO
Healthcare
XEG.TO
-
XUS.TO
Industrials
XEG.TO
-
XUS.TO
Real Estate
XEG.TO
-
XUS.TO
Technology
XEG.TO
-
XUS.TO
Utilities
XEG.TO
-
XUS.TO
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Return for Risk
XEG.TO vs. XUS.TO — Risk / Return Rank
XEG.TO
XUS.TO
XEG.TO vs. XUS.TO - 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 iShares Core S&P 500 Index ETF (XUS.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.
| XEG.TO | XUS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.47 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 6.36 | 3.41 | +2.95 |
| Martin ratioReturn relative to average drawdown | 19.02 | 12.94 | +6.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEG.TO | XUS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.11 | 2.55 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 1.13 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.98 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.08 | -0.80 |
Drawdowns
XEG.TO vs. XUS.TO - Drawdown Comparison
The maximum XEG.TO drawdown since its inception was -87.74%, which is greater than XUS.TO's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for XEG.TO and XUS.TO.
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Drawdown Indicators
| XEG.TO | XUS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.74% | -27.23% | -60.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -8.63% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -25.67% | -18.96% | -6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -21.85% | -6.57% |
Max Drawdown (10Y)Largest decline over 10 years | -79.66% | -27.23% | -52.43% |
Current DrawdownCurrent decline from peak | -4.00% | -0.31% | -3.69% |
Average DrawdownAverage peak-to-trough decline | -29.19% | -3.46% | -25.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.27% | +1.44% |
Volatility
XEG.TO vs. XUS.TO - Volatility Comparison
iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a higher volatility of 9.31% compared to iShares Core S&P 500 Index ETF (XUS.TO) at 3.19%. This indicates that XEG.TO's price experiences larger fluctuations and is considered to be riskier than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEG.TO | XUS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.31% | 3.19% | +6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 18.99% | 8.66% | +10.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.76% | 11.58% | +11.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.62% | 14.92% | +13.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.41% | 16.48% | +16.93% |
XEG.TO vs. XUS.TO - Expense Ratio Comparison
XEG.TO has a 0.61% expense ratio, which is higher than XUS.TO's 0.09% expense ratio.
Dividends
XEG.TO vs. XUS.TO - Dividend Comparison
XEG.TO's dividend yield for the trailing twelve months is around 2.65%, more than XUS.TO's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.65% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
XUS.TO iShares Core S&P 500 Index ETF | 1.12% | 1.26% | 1.03% | 1.22% | 1.38% | 0.99% | 1.35% | 2.02% | 1.77% | 1.48% | 1.66% | 1.70% |
Frequently Asked Questions
XEG.TO and XUS.TO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUS.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUS.TO is cheaper with a 0.09% expense ratio, compared with 0.61% for XEG.TO.
XEG.TO is categorized as Energy Equities, while XUS.TO is S&P 500. XEG.TO tracks S&P/TSX Capped Energy Index, while XUS.TO tracks S&P 500 Index. Their fees differ too: 0.61% for XEG.TO and 0.09% for XUS.TO.
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