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XHC.TO vs. VFV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHC.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XHC.TO achieves a -5.65% return, which is significantly lower than VFV.TO's 12.30% return. Over the past 10 years, XHC.TO has underperformed VFV.TO with an annualized return of 6.87%, while VFV.TO has yielded a comparatively higher 16.04% annualized return.


XHC.TO

1D
0.59%
1M
0.77%
YTD
-5.65%
6M
-5.54%
1Y
7.72%
3Y*
2.70%
5Y*
3.54%
10Y*
6.87%

VFV.TO

1D
-0.18%
1M
7.30%
YTD
12.30%
6M
10.47%
1Y
29.48%
3Y*
23.57%
5Y*
16.84%
10Y*
16.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHC.TO vs. VFV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
-5.65%10.91%1.22%2.14%-3.56%21.32%8.71%22.47%2.20%16.84%
VFV.TO
Vanguard S&P 500 Index ETF
12.30%12.18%35.23%23.23%-12.58%27.51%15.62%25.14%2.94%13.67%

Correlation

The correlation between XHC.TO and VFV.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2012

0.62

Over the past year, the correlation between XHC.TO and VFV.TO has dropped to 0.41 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

XHC.TO vs. VFV.TO - Sectors Allocation Comparison


Sectors
XHC.TO
VFV.TO

Healthcare

97.4%
8.5%

Consumer Defensive

0.5%
4.9%

Basic Materials

-

1.8%

Communication Services

-

11.3%

Consumer Cyclical

-

10.2%

Energy

-

3.5%

Financial Services

-

11.6%

Industrials

-

8.3%

Real Estate

-

1.9%

Technology

-

35.7%

Utilities

-

2.4%

Healthcare

XHC.TO
97.4%
VFV.TO
8.5%

Consumer Defensive

XHC.TO
0.5%
VFV.TO
4.9%

Basic Materials

XHC.TO

-

VFV.TO
1.8%

Communication Services

XHC.TO

-

VFV.TO
11.3%

Consumer Cyclical

XHC.TO

-

VFV.TO
10.2%

Energy

XHC.TO

-

VFV.TO
3.5%

Financial Services

XHC.TO

-

VFV.TO
11.6%

Industrials

XHC.TO

-

VFV.TO
8.3%

Real Estate

XHC.TO

-

VFV.TO
1.9%

Technology

XHC.TO

-

VFV.TO
35.7%

Utilities

XHC.TO

-

VFV.TO
2.4%

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Return for Risk

XHC.TO vs. VFV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XHC.TO
XHC.TO Risk / Return Rank: 1717
Overall Rank
XHC.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XHC.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
XHC.TO Omega Ratio Rank: 1616
Omega Ratio Rank
XHC.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
XHC.TO Martin Ratio Rank: 1717
Martin Ratio Rank

VFV.TO
VFV.TO Risk / Return Rank: 7474
Overall Rank
VFV.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 7878
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XHC.TO vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.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.


XHC.TOVFV.TODifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.10

1.48

-0.37

Calmar ratioReturn relative to maximum drawdown

0.72

3.44

-2.72

Martin ratioReturn relative to average drawdown

1.76

13.10

-11.34

XHC.TO vs. VFV.TO - Sharpe Ratio Comparison

The current XHC.TO Sharpe Ratio is 0.54, which is lower than the VFV.TO Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of XHC.TO and VFV.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XHC.TOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

2.59

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

1.14

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.97

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.14

-0.47

Drawdowns

XHC.TO vs. VFV.TO - Drawdown Comparison

The maximum XHC.TO drawdown since its inception was -27.28%, roughly equal to the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for XHC.TO and VFV.TO.


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Drawdown Indicators


XHC.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-27.43%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-8.62%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-19.05%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-22.19%

+3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

-27.43%

+0.15%

Current Drawdown

Current decline from peak

-9.76%

-0.18%

-9.58%

Average Drawdown

Average peak-to-trough decline

-4.85%

-3.35%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

2.26%

+2.13%

Volatility

XHC.TO vs. VFV.TO - Volatility Comparison

iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) has a higher volatility of 4.76% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.05%. This indicates that XHC.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


XHC.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

3.05%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

8.55%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

11.46%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

14.91%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

16.57%

-0.82%

XHC.TO vs. VFV.TO - Expense Ratio Comparison

XHC.TO has a 0.66% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.


Dividends

XHC.TO vs. VFV.TO - Dividend Comparison

XHC.TO's dividend yield for the trailing twelve months is around 1.98%, more than VFV.TO's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.98%1.87%4.42%2.38%0.84%0.79%0.96%1.07%1.68%1.14%1.63%2.15%

Frequently Asked Questions


XHC.TO and VFV.TO have a correlation of 0.41, 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 0.66% for XHC.TO.

XHC.TO is categorized as Health & Biotech Equities, while VFV.TO is S&P 500. XHC.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: 0.66% for XHC.TO and 0.09% for VFV.TO.

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