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XFN.TO vs. XUS-U.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XFN.TOXUS-U.TO
YTD Return26.53%25.93%
1Y Return43.40%38.38%
3Y Return (Ann)9.56%11.06%
5Y Return (Ann)11.62%17.42%
Sharpe Ratio3.903.27
Sortino Ratio5.304.43
Omega Ratio1.731.62
Calmar Ratio0.424.78
Martin Ratio25.7722.09
Ulcer Index1.65%1.76%
Daily Std Dev10.89%11.88%
Max Drawdown-100.00%-33.54%
Current Drawdown-99.99%0.00%

Correlation

-0.50.00.51.00.6

The correlation between XFN.TO and XUS-U.TO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

XFN.TO vs. XUS-U.TO - Performance Comparison

The year-to-date returns for both stocks are quite close, with XFN.TO having a 26.53% return and XUS-U.TO slightly lower at 25.93%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.10%
15.34%
XFN.TO
XUS-U.TO

Compare stocks, funds, or ETFs

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


XFN.TO vs. XUS-U.TO - Expense Ratio Comparison

XFN.TO has a 0.61% expense ratio, which is higher than XUS-U.TO's 0.09% expense ratio.


XFN.TO
iShares S&P/TSX Capped Financials Index ETF
Expense ratio chart for XFN.TO: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for XUS-U.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

XFN.TO vs. XUS-U.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Financials Index ETF (XFN.TO) and iShares Core S&P 500 Index ETF (XUS-U.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.


XFN.TO
Sharpe ratio
The chart of Sharpe ratio for XFN.TO, currently valued at 2.94, compared to the broader market-2.000.002.004.002.94
Sortino ratio
The chart of Sortino ratio for XFN.TO, currently valued at 3.98, compared to the broader market-2.000.002.004.006.008.0010.0012.003.98
Omega ratio
The chart of Omega ratio for XFN.TO, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.52
Calmar ratio
The chart of Calmar ratio for XFN.TO, currently valued at 1.74, compared to the broader market0.005.0010.0015.001.74
Martin ratio
The chart of Martin ratio for XFN.TO, currently valued at 19.06, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.06
XUS-U.TO
Sharpe ratio
The chart of Sharpe ratio for XUS-U.TO, currently valued at 3.27, compared to the broader market-2.000.002.004.003.27
Sortino ratio
The chart of Sortino ratio for XUS-U.TO, currently valued at 4.43, compared to the broader market-2.000.002.004.006.008.0010.0012.004.43
Omega ratio
The chart of Omega ratio for XUS-U.TO, currently valued at 1.62, compared to the broader market0.501.001.502.002.503.001.62
Calmar ratio
The chart of Calmar ratio for XUS-U.TO, currently valued at 4.78, compared to the broader market0.005.0010.0015.004.78
Martin ratio
The chart of Martin ratio for XUS-U.TO, currently valued at 22.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.09

XFN.TO vs. XUS-U.TO - Sharpe Ratio Comparison

The current XFN.TO Sharpe Ratio is 3.90, which is comparable to the XUS-U.TO Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of XFN.TO and XUS-U.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.94
3.27
XFN.TO
XUS-U.TO

Dividends

XFN.TO vs. XUS-U.TO - Dividend Comparison

XFN.TO's dividend yield for the trailing twelve months is around 3.28%, more than XUS-U.TO's 1.45% yield.


TTM20232022202120202019201820172016201520142013
XFN.TO
iShares S&P/TSX Capped Financials Index ETF
3.28%3.60%3.48%2.67%3.35%3.00%3.43%2.73%2.83%3.17%2.95%2.86%
XUS-U.TO
iShares Core S&P 500 Index ETF
1.45%1.81%2.10%1.57%1.96%1.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XFN.TO vs. XUS-U.TO - Drawdown Comparison

The maximum XFN.TO drawdown since its inception was -100.00%, which is greater than XUS-U.TO's maximum drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for XFN.TO and XUS-U.TO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
XFN.TO
XUS-U.TO

Volatility

XFN.TO vs. XUS-U.TO - Volatility Comparison

The current volatility for iShares S&P/TSX Capped Financials Index ETF (XFN.TO) is 3.15%, while iShares Core S&P 500 Index ETF (XUS-U.TO) has a volatility of 4.01%. This indicates that XFN.TO experiences smaller price fluctuations and is considered to be less risky than XUS-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.15%
4.01%
XFN.TO
XUS-U.TO