XGRO.TO vs. T.TO
Compare and contrast key facts about iShares Core Growth ETF Portfolio (XGRO.TO) and TELUS Corporation (T.TO).
XGRO.TO is an actively managed fund by iShares. It was launched on Jun 21, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XGRO.TO or T.TO.
Key characteristics
| XGRO.TO | T.TO | |
|---|---|---|
| YTD Return | 19.57% | -2.75% |
| 1Y Return | 27.44% | -2.30% |
| 3Y Return (Ann) | 6.86% | -4.23% |
| 5Y Return (Ann) | 9.71% | 2.01% |
| 10Y Return (Ann) | 8.32% | 2.88% |
| Sharpe Ratio | 3.37 | -0.15 |
| Sortino Ratio | 4.85 | -0.11 |
| Omega Ratio | 1.64 | 0.99 |
| Calmar Ratio | 4.78 | -0.07 |
| Martin Ratio | 27.27 | -0.25 |
| Ulcer Index | 0.99% | 9.16% |
| Daily Std Dev | 7.97% | 15.41% |
| Max Drawdown | -47.93% | -89.64% |
| Current Drawdown | 0.00% | -26.91% |
Correlation
The correlation between XGRO.TO and T.TO is 0.51, 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
XGRO.TO vs. T.TO - Performance Comparison
In the year-to-date period, XGRO.TO achieves a 19.57% return, which is significantly higher than T.TO's -2.75% return. Over the past 10 years, XGRO.TO has outperformed T.TO with an annualized return of 8.32%, while T.TO has yielded a comparatively lower 2.88% annualized 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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Risk-Adjusted Performance
XGRO.TO vs. T.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Growth ETF Portfolio (XGRO.TO) and TELUS Corporation (T.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
XGRO.TO vs. T.TO - Dividend Comparison
XGRO.TO's dividend yield for the trailing twelve months is around 2.05%, less than T.TO's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XGRO.TO iShares Core Growth ETF Portfolio | 2.05% | 2.27% | 1.89% | 1.69% | 1.98% | 2.25% | 7.56% | 2.08% | 2.70% | 2.19% | 5.71% | 1.66% |
T.TO TELUS Corporation | 7.06% | 6.15% | 5.20% | 4.30% | 3.67% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XGRO.TO vs. T.TO - Drawdown Comparison
The maximum XGRO.TO drawdown since its inception was -47.93%, smaller than the maximum T.TO drawdown of -89.64%. Use the drawdown chart below to compare losses from any high point for XGRO.TO and T.TO. For additional features, visit the drawdowns tool.
Volatility
XGRO.TO vs. T.TO - Volatility Comparison
The current volatility for iShares Core Growth ETF Portfolio (XGRO.TO) is 2.56%, while TELUS Corporation (T.TO) has a volatility of 5.99%. This indicates that XGRO.TO experiences smaller price fluctuations and is considered to be less risky than T.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.