XGI.TO vs. VFV.TO
XGI.TO (iShares S&P Global Industrials Index ETF (CAD-Hedged)) and VFV.TO (Vanguard S&P 500 Index ETF) are both exchange-traded funds - XGI.TO is a Industrials Equities fund tracking the Morningstar Gbl GR CAD, while VFV.TO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XGI.TO returned 12.01%/yr vs 16.15%/yr for VFV.TO. At a 0.40 correlation, their price movements are largely independent. XGI.TO charges 0.68%/yr vs 0.09%/yr for VFV.TO.
Performance
XGI.TO vs. VFV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XGI.TO achieves a 10.78% return, which is significantly lower than VFV.TO's 12.72% return. Over the past 10 years, XGI.TO has underperformed VFV.TO with an annualized return of 12.01%, while VFV.TO has yielded a comparatively higher 16.15% annualized return.
XGI.TO
- 1D
- 0.83%
- 1M
- 0.99%
- YTD
- 10.78%
- 6M
- 12.82%
- 1Y
- 22.09%
- 3Y*
- 19.91%
- 5Y*
- 11.79%
- 10Y*
- 12.01%
VFV.TO
- 1D
- 0.37%
- 1M
- 6.75%
- YTD
- 12.72%
- 6M
- 10.73%
- 1Y
- 30.31%
- 3Y*
- 23.71%
- 5Y*
- 16.92%
- 10Y*
- 16.15%
XGI.TO vs. VFV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGI.TO iShares S&P Global Industrials Index ETF (CAD-Hedged) | 10.78% | 20.93% | 16.18% | 21.83% | -8.79% | 17.71% | 4.62% | 26.37% | -13.97% | 20.21% |
VFV.TO Vanguard S&P 500 Index ETF | 12.72% | 12.18% | 35.23% | 23.23% | -12.58% | 27.51% | 15.62% | 25.14% | 2.94% | 13.67% |
Correlation
The correlation between XGI.TO and VFV.TO is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2013 | 0.40 |
The correlation between XGI.TO and VFV.TO shifts across timeframes, from 0.40 (all time) to 0.55 (1 year), reflecting how their relationship changes across market environments.
XGI.TO vs. VFV.TO - Sectors Allocation Comparison
Sectors
XGI.TO
VFV.TO
Industrials
Utilities
Technology
Communication Services
Consumer Cyclical
Basic Materials
Financial Services
Consumer Defensive
Energy
-
Healthcare
-
Real Estate
-
Industrials
XGI.TO
VFV.TO
Utilities
XGI.TO
VFV.TO
Technology
XGI.TO
VFV.TO
Communication Services
XGI.TO
VFV.TO
Consumer Cyclical
XGI.TO
VFV.TO
Basic Materials
XGI.TO
VFV.TO
Financial Services
XGI.TO
VFV.TO
Consumer Defensive
XGI.TO
VFV.TO
Energy
XGI.TO
-
VFV.TO
Healthcare
XGI.TO
-
VFV.TO
Real Estate
XGI.TO
-
VFV.TO
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Return for Risk
XGI.TO vs. VFV.TO — Risk / Return Rank
XGI.TO
VFV.TO
XGI.TO vs. VFV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) and Vanguard S&P 500 Index ETF (VFV.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.
| XGI.TO | VFV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.49 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 3.53 | -1.64 |
| Martin ratioReturn relative to average drawdown | 7.71 | 13.47 | -5.76 |
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
| XGI.TO | VFV.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 2.66 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.14 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.98 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.14 | -0.51 |
Drawdowns
XGI.TO vs. VFV.TO - Drawdown Comparison
The maximum XGI.TO drawdown since its inception was -41.43%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for XGI.TO and VFV.TO.
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Drawdown Indicators
| XGI.TO | VFV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.43% | -27.43% | -14.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -8.62% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.14% | -19.05% | +2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.04% | -22.19% | -0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | -27.43% | -14.00% |
Current DrawdownCurrent decline from peak | -1.78% | 0.00% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -3.35% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.26% | +0.61% |
Volatility
XGI.TO vs. VFV.TO - Volatility Comparison
iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) has a higher volatility of 4.92% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.00%. This indicates that XGI.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGI.TO | VFV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 3.00% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 8.56% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 11.44% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 14.91% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 16.57% | +2.29% |
XGI.TO vs. VFV.TO - Expense Ratio Comparison
XGI.TO has a 0.68% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.
Dividends
XGI.TO vs. VFV.TO - Dividend Comparison
XGI.TO's dividend yield for the trailing twelve months is around 1.39%, more than VFV.TO's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFV.TO Vanguard S&P 500 Index ETF | 0.83% | 0.92% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% |
XGI.TO iShares S&P Global Industrials Index ETF (CAD-Hedged) | 1.39% | 1.54% | 2.69% | 1.24% | 1.34% | 0.90% | 0.96% | 1.30% | 1.88% | 1.12% | 1.35% | 1.41% |
Frequently Asked Questions
XGI.TO and VFV.TO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VFV.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VFV.TO is cheaper with a 0.09% expense ratio, compared with 0.68% for XGI.TO.
XGI.TO is categorized as Industrials Equities, while VFV.TO is S&P 500. XGI.TO tracks Morningstar Gbl GR CAD, while VFV.TO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.68% for XGI.TO and 0.09% for VFV.TO.
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