XGRO.TO vs. VT
Compare and contrast key facts about iShares Core Growth ETF Portfolio (XGRO.TO) and Vanguard Total World Stock ETF (VT).
XGRO.TO and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XGRO.TO is an actively managed fund by iShares. It was launched on Jun 21, 2007. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XGRO.TO or VT.
Key characteristics
| XGRO.TO | VT | |
|---|---|---|
| YTD Return | 19.57% | 19.50% |
| 1Y Return | 27.44% | 32.36% |
| 3Y Return (Ann) | 6.86% | 5.93% |
| 5Y Return (Ann) | 9.71% | 11.44% |
| 10Y Return (Ann) | 8.32% | 9.52% |
| Sharpe Ratio | 3.37 | 2.67 |
| Sortino Ratio | 4.85 | 3.64 |
| Omega Ratio | 1.64 | 1.48 |
| Calmar Ratio | 4.78 | 3.01 |
| Martin Ratio | 27.27 | 17.59 |
| Ulcer Index | 0.99% | 1.79% |
| Daily Std Dev | 7.97% | 11.82% |
| Max Drawdown | -47.93% | -50.27% |
| Current Drawdown | 0.00% | -0.28% |
Correlation
The correlation between XGRO.TO and VT is 0.77, 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
XGRO.TO vs. VT - Performance Comparison
The year-to-date returns for both stocks are quite close, with XGRO.TO having a 19.57% return and VT slightly lower at 19.50%. Over the past 10 years, XGRO.TO has underperformed VT with an annualized return of 8.32%, while VT has yielded a comparatively higher 9.52% 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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XGRO.TO vs. VT - Expense Ratio Comparison
XGRO.TO has a 0.20% expense ratio, which is higher than VT's 0.07% 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
XGRO.TO vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Growth ETF Portfolio (XGRO.TO) and Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
XGRO.TO's dividend yield for the trailing twelve months is around 2.05%, more than VT's 1.83% 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% |
VT Vanguard Total World Stock ETF | 1.83% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
XGRO.TO vs. VT - Drawdown Comparison
The maximum XGRO.TO drawdown since its inception was -47.93%, roughly equal to the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for XGRO.TO and VT. For additional features, visit the drawdowns tool.
Volatility
XGRO.TO vs. VT - Volatility Comparison
The current volatility for iShares Core Growth ETF Portfolio (XGRO.TO) is 2.55%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.29%. This indicates that XGRO.TO experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.