XHU.TO vs. XOM
Compare and contrast key facts about iShares U.S. High Dividend Equity Index ETF (XHU.TO) and Exxon Mobil Corporation (XOM).
XHU.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on Feb 10, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHU.TO or XOM.
Key characteristics
| XHU.TO | XOM | |
|---|---|---|
| YTD Return | 24.81% | 24.61% |
| 1Y Return | 28.00% | 19.46% |
| 3Y Return (Ann) | 13.27% | 28.09% |
| 5Y Return (Ann) | 8.73% | 17.33% |
| Sharpe Ratio | 3.23 | 1.01 |
| Sortino Ratio | 4.79 | 1.51 |
| Omega Ratio | 1.63 | 1.18 |
| Calmar Ratio | 5.19 | 1.04 |
| Martin Ratio | 27.72 | 4.59 |
| Ulcer Index | 1.04% | 4.24% |
| Daily Std Dev | 8.89% | 19.28% |
| Max Drawdown | -29.89% | -62.40% |
| Current Drawdown | -0.62% | -3.11% |
Correlation
The correlation between XHU.TO and XOM is 0.55, 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
XHU.TO vs. XOM - Performance Comparison
The year-to-date returns for both stocks are quite close, with XHU.TO having a 24.81% return and XOM slightly lower at 24.61%. 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
XHU.TO vs. XOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. High Dividend Equity Index ETF (XHU.TO) and Exxon Mobil Corporation (XOM). 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
XHU.TO vs. XOM - Dividend Comparison
XHU.TO's dividend yield for the trailing twelve months is around 2.80%, less than XOM's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHU.TO iShares U.S. High Dividend Equity Index ETF | 2.80% | 3.19% | 2.93% | 2.90% | 3.55% | 2.52% | 2.81% | 2.53% | 2.65% | 2.57% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 3.16% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
Drawdowns
XHU.TO vs. XOM - Drawdown Comparison
The maximum XHU.TO drawdown since its inception was -29.89%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for XHU.TO and XOM. For additional features, visit the drawdowns tool.
Volatility
XHU.TO vs. XOM - Volatility Comparison
The current volatility for iShares U.S. High Dividend Equity Index ETF (XHU.TO) is 2.52%, while Exxon Mobil Corporation (XOM) has a volatility of 4.55%. This indicates that XHU.TO experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.