XEQT.TO vs. XUS.TO
Compare and contrast key facts about iShares Core Equity ETF Portfolio (XEQT.TO) and iShares Core S&P 500 Index ETF (XUS.TO).
XEQT.TO and XUS.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEQT.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Aug 7, 2019. XUS.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on Apr 10, 2013. Both XEQT.TO and XUS.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: XEQT.TO or XUS.TO.
Key characteristics
| XEQT.TO | XUS.TO | |
|---|---|---|
| YTD Return | 20.01% | 26.66% |
| 1Y Return | 27.91% | 34.77% |
| 3Y Return (Ann) | 7.78% | 12.17% |
| 5Y Return (Ann) | 11.33% | 15.89% |
| Sharpe Ratio | 3.05 | 3.30 |
| Sortino Ratio | 4.25 | 4.45 |
| Omega Ratio | 1.57 | 1.62 |
| Calmar Ratio | 4.36 | 4.55 |
| Martin Ratio | 22.68 | 22.28 |
| Ulcer Index | 1.27% | 1.58% |
| Daily Std Dev | 9.48% | 10.71% |
| Max Drawdown | -29.74% | -27.23% |
| Current Drawdown | -2.06% | -2.18% |
Correlation
The correlation between XEQT.TO and XUS.TO is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XEQT.TO vs. XUS.TO - Performance Comparison
In the year-to-date period, XEQT.TO achieves a 20.01% return, which is significantly lower than XUS.TO's 26.66% 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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XEQT.TO vs. XUS.TO - Expense Ratio Comparison
XEQT.TO has a 0.20% expense ratio, which is higher than XUS.TO's 0.09% 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%.
Risk-Adjusted Performance
XEQT.TO vs. XUS.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Equity ETF Portfolio (XEQT.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.
Dividends
XEQT.TO vs. XUS.TO - Dividend Comparison
XEQT.TO's dividend yield for the trailing twelve months is around 1.86%, more than XUS.TO's 1.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEQT.TO iShares Core Equity ETF Portfolio | 1.86% | 2.09% | 2.14% | 1.65% | 1.68% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUS.TO iShares Core S&P 500 Index ETF | 1.00% | 1.22% | 1.38% | 0.99% | 1.35% | 2.02% | 1.77% | 1.48% | 1.66% | 1.70% | 1.36% | 1.07% |
Drawdowns
XEQT.TO vs. XUS.TO - Drawdown Comparison
The maximum XEQT.TO drawdown since its inception was -29.74%, 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 XEQT.TO and XUS.TO. For additional features, visit the drawdowns tool.
Volatility
XEQT.TO vs. XUS.TO - Volatility Comparison
The current volatility for iShares Core Equity ETF Portfolio (XEQT.TO) is 2.49%, while iShares Core S&P 500 Index ETF (XUS.TO) has a volatility of 3.15%. This indicates that XEQT.TO experiences smaller price fluctuations and is considered to be less risky than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.