PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XIC.TO vs. VUN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XIC.TO vs. VUN.TO

Last updated Jun 14, 2026

XIC.TO (iShares Core S&P/TSX Capped Composite Index ETF) and VUN.TO (Vanguard U.S. Total Market Index ETF) are both exchange-traded funds - XIC.TO is a Canada Equities fund tracking the S&P/TSX Capped Composite Index, while VUN.TO is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, XIC.TO returned 12.79%/yr vs 15.56%/yr for VUN.TO. A 0.63 correlation means they provide meaningful diversification when combined. XIC.TO charges 0.06%/yr vs 0.17%/yr for VUN.TO.

Performance

XIC.TO vs. VUN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) and Vanguard U.S. Total Market Index ETF (VUN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with XIC.TO having a 11.27% return and VUN.TO slightly higher at 11.51%. Over the past 10 years, XIC.TO has underperformed VUN.TO with an annualized return of 12.79%, while VUN.TO has yielded a comparatively higher 15.56% annualized return.

XIC.TO

1D
0.79%
1M
2.23%
YTD
11.27%
6M
11.99%
1Y
34.84%
3Y*
23.86%
5Y*
14.57%
10Y*
12.79%

VUN.TO

1D
0.65%
1M
1.61%
YTD
11.51%
6M
11.24%
1Y
29.65%
3Y*
22.18%
5Y*
14.98%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIC.TO vs. VUN.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		11.27%31.51%21.48%11.74%-5.82%23.43%5.61%22.76%-8.72%8.99%
VUN.TO
Vanguard U.S. Total Market Index ETF		11.51%11.43%33.76%23.00%-14.20%24.54%18.22%23.99%2.35%13.01%

Correlation

The correlation between XIC.TO and VUN.TO is 0.64, 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

0.64

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

0.63

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

0.66

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

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2013

0.63

The correlation between XIC.TO and VUN.TO has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

XIC.TO vs. VUN.TO - Sectors Allocation Comparison

Sectors
XIC.TO
VUN.TO

Financial Services

34.4%
12.5%

Energy

17.5%
4.2%

Basic Materials

16.4%
2.2%

Industrials

10.3%
9.9%

Technology

7.2%
31.5%

Consumer Cyclical

3.8%
10.0%

Consumer Defensive

3.0%
5.0%

Utilities

2.9%
2.5%

Communication Services

1.8%
9.7%

Real Estate

1.5%
2.5%

Healthcare

0.1%
10.2%

Financial Services

XIC.TO
34.4%
VUN.TO
12.5%

Energy

XIC.TO
17.5%
VUN.TO
4.2%

Basic Materials

XIC.TO
16.4%
VUN.TO
2.2%

Industrials

XIC.TO
10.3%
VUN.TO
9.9%

Technology

XIC.TO
7.2%
VUN.TO
31.5%

Consumer Cyclical

XIC.TO
3.8%
VUN.TO
10.0%

Consumer Defensive

XIC.TO
3.0%
VUN.TO
5.0%

Utilities

XIC.TO
2.9%
VUN.TO
2.5%

Communication Services

XIC.TO
1.8%
VUN.TO
9.7%

Real Estate

XIC.TO
1.5%
VUN.TO
2.5%

Healthcare

XIC.TO
0.1%
VUN.TO
10.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P/TSX Capped Composite Index ETF

Vanguard U.S. Total Market Index ETF

Often compared with XIC.TO:
XIC.TO vs. XIU.TOXIC.TO vs. VDY.TOXIC.TO vs. ZCN.TOXIC.TO vs. VCE.TOXIC.TO vs. XEF.TOXIC.TO vs. VEQT.TOXIC.TO vs. VO
Often compared with VUN.TO:
VUN.TO vs. XUU.TOVUN.TO vs. VCN.TOVUN.TO vs. VOOVUN.TO vs. VTIVUN.TO vs. VEQT.TOVUN.TO vs. TPU.TOVUN.TO vs. SPY

Return for Risk

XIC.TO vs. VUN.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIC.TO
XIC.TO Risk / Return Rank: 8787
Overall Rank
XIC.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8787
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8989
Martin Ratio Rank
VUN.TO
VUN.TO Risk / Return Rank: 7979
Overall Rank
VUN.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 7575
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.

XIC.TO vs. VUN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) and Vanguard U.S. Total Market Index ETF (VUN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

XIC.TOVUN.TODifference
Sharpe ratioReturn per unit of total volatility
2.65
2.28

+0.37

Sortino ratioReturn per unit of downside risk
3.41
3.09

+0.31

Omega ratioGain probability vs. loss probability

1.47

1.42

+0.06

Calmar ratioReturn relative to maximum drawdown

3.72

3.30

+0.42

Martin ratioReturn relative to average drawdown

17.02

12.24

+4.79

XIC.TO vs. VUN.TO - Sharpe Ratio Comparison

The current XIC.TO Sharpe Ratio is 2.65, which is comparable to the VUN.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of XIC.TO and VUN.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.

Loading charts...

Drawdowns

XIC.TO vs. VUN.TO - Drawdown Comparison

The maximum XIC.TO drawdown since its inception was -47.27%, which is greater than VUN.TO's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for XIC.TO and VUN.TO.

Loading charts...

Drawdown Indicators

XIC.TOVUN.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.27%

-28.19%

-19.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-8.51%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-12.27%

-19.88%

+7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-23.67%

+7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

-28.19%

-9.02%

Current Drawdown

Current decline from peak

-0.75%

-1.32%

+0.57%

Average Drawdown

Average peak-to-trough decline

-6.73%

-3.80%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.29%

-0.26%

Volatility

XIC.TO vs. VUN.TO - Volatility Comparison

iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) and Vanguard U.S. Total Market Index ETF (VUN.TO) have volatilities of 4.53% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XIC.TOVUN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.41%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

9.44%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

12.32%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

15.50%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

16.73%

-1.75%

XIC.TO vs. VUN.TO - Expense Ratio Comparison

XIC.TO has a 0.06% expense ratio, which is lower than VUN.TO's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XIC.TO vs. VUN.TO - Dividend Comparison

XIC.TO's dividend yield for the trailing twelve months is around 2.01%, more than VUN.TO's 0.75% yield.

PositionTTM20252024202320222021202020192018201720162015
VUN.TO
Vanguard U.S. Total Market Index ETF		0.75%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.50%1.49%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.01%2.23%2.64%2.96%3.10%2.45%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions

XIC.TO and VUN.TO have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIC.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIC.TO is cheaper with a 0.06% expense ratio, compared with 0.17% for VUN.TO.

XIC.TO is categorized as Canada Equities, while VUN.TO is Large Cap Blend Equities. XIC.TO tracks S&P/TSX Capped Composite Index, while VUN.TO tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for XIC.TO and 0.17% for VUN.TO.

Portfolio Optimizer

Find the right allocation for XIC.TO and VUN.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer