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XEQT.TO vs. VUN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEQT.TO vs. VUN.TO

Last updated Jun 14, 2026

XEQT.TO (iShares Core Equity ETF Portfolio) and VUN.TO (Vanguard U.S. Total Market Index ETF) are both exchange-traded funds - XEQT.TO is a Global Equities fund actively managed by iShares, while VUN.TO is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. XEQT.TO is actively managed, while VUN.TO is passively managed. Over the past 5 years, XEQT.TO returned 13.69%/yr vs 14.98%/yr for VUN.TO. Their correlation of 0.90 suggests significant overlap in exposure. XEQT.TO charges 0.20%/yr vs 0.17%/yr for VUN.TO.

Performance

XEQT.TO vs. VUN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Equity ETF Portfolio (XEQT.TO) and Vanguard U.S. Total Market Index ETF (VUN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XEQT.TO achieves a 12.26% return, which is significantly higher than VUN.TO's 11.51% return.

XEQT.TO

1D
0.63%
1M
2.10%
YTD
12.26%
6M
12.73%
1Y
30.96%
3Y*
21.81%
5Y*
13.69%
10Y*
—

VUN.TO

1D
0.65%
1M
1.61%
YTD
11.51%
6M
11.24%
1Y
29.65%
3Y*
22.18%
5Y*
14.98%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEQT.TO vs. VUN.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XEQT.TO
iShares Core Equity ETF Portfolio		12.26%20.57%24.38%17.27%-10.99%18.98%11.85%8.56%
VUN.TO
Vanguard U.S. Total Market Index ETF		11.51%11.43%33.76%23.00%-14.20%24.54%18.22%8.58%

Correlation

The correlation between XEQT.TO and VUN.TO is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.90

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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2019

0.90

The correlation between XEQT.TO and VUN.TO has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

XEQT.TO vs. VUN.TO - Sectors Allocation Comparison

Sectors
XEQT.TO
VUN.TO

Financial Services

24.1%
12.5%

Technology

20.6%
31.5%

Energy

11.7%
4.2%

Basic Materials

11.2%
2.2%

Industrials

9.8%
9.9%

Consumer Cyclical

6.1%
10.0%

Communication Services

5.0%
9.7%

Healthcare

3.6%
10.2%

Consumer Defensive

3.4%
5.0%

Utilities

2.7%
2.5%

Real Estate

1.8%
2.5%

Financial Services

XEQT.TO
24.1%
VUN.TO
12.5%

Technology

XEQT.TO
20.6%
VUN.TO
31.5%

Energy

XEQT.TO
11.7%
VUN.TO
4.2%

Basic Materials

XEQT.TO
11.2%
VUN.TO
2.2%

Industrials

XEQT.TO
9.8%
VUN.TO
9.9%

Consumer Cyclical

XEQT.TO
6.1%
VUN.TO
10.0%

Communication Services

XEQT.TO
5.0%
VUN.TO
9.7%

Healthcare

XEQT.TO
3.6%
VUN.TO
10.2%

Consumer Defensive

XEQT.TO
3.4%
VUN.TO
5.0%

Utilities

XEQT.TO
2.7%
VUN.TO
2.5%

Real Estate

XEQT.TO
1.8%
VUN.TO
2.5%

Compare stocks, funds, or ETFs

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iShares Core Equity ETF Portfolio

Vanguard U.S. Total Market Index ETF

Often compared with XEQT.TO:
XEQT.TO vs. VFV.TOXEQT.TO vs. VEQT.TOXEQT.TO vs. XGRO.TOXEQT.TO vs. ZEQT.TOXEQT.TO vs. VGRO.TOXEQT.TO vs. XEI.TOXEQT.TO vs. VOO
Often compared with VUN.TO:
VUN.TO vs. XUU.TOVUN.TO vs. VCN.TOVUN.TO vs. VOOVUN.TO vs. VTIVUN.TO vs. VEQT.TOVUN.TO vs. TPU.TOVUN.TO vs. SPY

Return for Risk

XEQT.TO vs. VUN.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XEQT.TO
XEQT.TO Risk / Return Rank: 8484
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8585
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8585
Martin Ratio Rank
VUN.TO
VUN.TO Risk / Return Rank: 7979
Overall Rank
VUN.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 7575
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.

XEQT.TO vs. VUN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Equity ETF Portfolio (XEQT.TO) and Vanguard U.S. Total Market Index ETF (VUN.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.

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.

XEQT.TOVUN.TODifference
Sharpe ratioReturn per unit of total volatility
2.43
2.28

+0.15

Sortino ratioReturn per unit of downside risk
3.31
3.09

+0.22

Omega ratioGain probability vs. loss probability

1.45

1.42

+0.03

Calmar ratioReturn relative to maximum drawdown

3.59

3.30

+0.29

Martin ratioReturn relative to average drawdown

15.41

12.24

+3.18

XEQT.TO vs. VUN.TO - Sharpe Ratio Comparison

The current XEQT.TO Sharpe Ratio is 2.43, which is comparable to the VUN.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of XEQT.TO and VUN.TO, 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

XEQT.TO vs. VUN.TO - Drawdown Comparison

The maximum XEQT.TO drawdown since its inception was -29.74%, which is greater than VUN.TO's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for XEQT.TO and VUN.TO.

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Drawdown Indicators

XEQT.TOVUN.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-28.19%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-8.51%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-19.88%

+4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-23.67%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.19%

—

Current Drawdown

Current decline from peak

-0.84%

-1.32%

+0.48%

Average Drawdown

Average peak-to-trough decline

-4.09%

-3.80%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.29%

-0.37%

Volatility

XEQT.TO vs. VUN.TO - Volatility Comparison

iShares Core Equity ETF Portfolio (XEQT.TO) has a higher volatility of 5.02% compared to Vanguard U.S. Total Market Index ETF (VUN.TO) at 4.41%. This indicates that XEQT.TO's price experiences larger fluctuations and is considered to be riskier than VUN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XEQT.TOVUN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

4.41%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

9.44%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

12.32%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

15.50%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

16.73%

-1.15%

XEQT.TO vs. VUN.TO - Expense Ratio Comparison

XEQT.TO has a 0.20% expense ratio, which is higher than VUN.TO's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XEQT.TO vs. VUN.TO - Dividend Comparison

XEQT.TO's dividend yield for the trailing twelve months is around 1.48%, more than VUN.TO's 0.75% yield.

PositionTTM20252024202320222021202020192018201720162015
VUN.TO
Vanguard U.S. Total Market Index ETF		0.75%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.50%1.49%
XEQT.TO
iShares Core Equity ETF Portfolio		1.48%1.66%2.03%2.09%2.14%1.66%1.69%1.21%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.90, XEQT.TO and VUN.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUN.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUN.TO is cheaper with a 0.17% expense ratio, compared with 0.20% for XEQT.TO.

XEQT.TO is categorized as Global Equities, while VUN.TO is Large Cap Blend Equities. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for XEQT.TO and 0.17% for VUN.TO.

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