PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XIN.TO vs. XUS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XIN.TO vs. XUS.TO

Last updated Jun 4, 2026

XIN.TO (iShares MSCI EAFE Index ETF (CAD-Hedged)) and XUS.TO (iShares Core S&P 500 Index ETF) are both exchange-traded funds - XIN.TO is a Global Equities fund tracking the MSCI EAFE 100% Hedged to CAD Index, while XUS.TO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XIN.TO returned 12.75%/yr vs 15.98%/yr for XUS.TO. A 0.62 correlation means they provide meaningful diversification when combined. XIN.TO charges 0.52%/yr vs 0.09%/yr for XUS.TO.

Performance

XIN.TO vs. XUS.TO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XIN.TO achieves a 9.11% return, which is significantly lower than XUS.TO's 12.21% return. Over the past 10 years, XIN.TO has underperformed XUS.TO with an annualized return of 12.75%, while XUS.TO has yielded a comparatively higher 15.98% annualized return.

XIN.TO

1D
-0.52%
1M
4.48%
YTD
9.11%
6M
10.87%
1Y
21.23%
3Y*
16.54%
5Y*
15.09%
10Y*
12.75%

XUS.TO

1D
-0.31%
1M
7.22%
YTD
12.21%
6M
10.39%
1Y
29.30%
3Y*
23.52%
5Y*
16.78%
10Y*
15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIN.TO vs. XUS.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XIN.TO
iShares MSCI EAFE Index ETF (CAD-Hedged)		9.11%20.30%14.27%19.36%1.59%25.71%-0.02%24.88%-10.05%16.34%
XUS.TO
iShares Core S&P 500 Index ETF		12.21%12.19%35.16%23.31%-12.59%27.20%15.56%24.57%3.31%13.56%

Correlation

The correlation between XIN.TO and XUS.TO is 0.72, 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

0.72

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

0.64

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

0.69

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

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2013

0.62

The correlation between XIN.TO and XUS.TO has been stable across timeframes, ranging from 0.62 to 0.72 - a consistent structural relationship.

XIN.TO vs. XUS.TO - Sectors Allocation Comparison

Sectors
XIN.TO
XUS.TO

Financial Services

23.3%
11.9%

Industrials

16.6%
8.1%

Technology

10.9%
36.2%

Healthcare

9.5%
8.4%

Consumer Cyclical

7.2%
10.1%

Consumer Defensive

6.8%
4.9%

Basic Materials

5.7%
1.8%

Communication Services

4.0%
10.9%

Energy

3.3%
3.5%

Utilities

3.1%
2.3%

Real Estate

1.6%
1.9%

Financial Services

XIN.TO
23.3%
XUS.TO
11.9%

Industrials

XIN.TO
16.6%
XUS.TO
8.1%

Technology

XIN.TO
10.9%
XUS.TO
36.2%

Healthcare

XIN.TO
9.5%
XUS.TO
8.4%

Consumer Cyclical

XIN.TO
7.2%
XUS.TO
10.1%

Consumer Defensive

XIN.TO
6.8%
XUS.TO
4.9%

Basic Materials

XIN.TO
5.7%
XUS.TO
1.8%

Communication Services

XIN.TO
4.0%
XUS.TO
10.9%

Energy

XIN.TO
3.3%
XUS.TO
3.5%

Utilities

XIN.TO
3.1%
XUS.TO
2.3%

Real Estate

XIN.TO
1.6%
XUS.TO
1.9%

Compare stocks, funds, or ETFs

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

iShares MSCI EAFE Index ETF (CAD-Hedged)

iShares Core S&P 500 Index ETF

Often compared with XIN.TO:
XIN.TO vs. XEF.TOXIN.TO vs. XFH.TOXIN.TO vs. XWD.TOXIN.TO vs. XIU.TOXIN.TO vs. GBAL.TOXIN.TO vs. XUS-U.TOXIN.TO vs. XDW0.L
Often compared with XUS.TO:
XUS.TO vs. XSP.TOXUS.TO vs. XEQT.TOXUS.TO vs. XUU.TOXUS.TO vs. ZSP.TOXUS.TO vs. VOOXUS.TO vs. XEF.TOXUS.TO vs. HXS.TO

Return for Risk

XIN.TO vs. XUS.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIN.TO
XIN.TO Risk / Return Rank: 4848
Overall Rank
XIN.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XIN.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XIN.TO Omega Ratio Rank: 5050
Omega Ratio Rank
XIN.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
XIN.TO Martin Ratio Rank: 5252
Martin Ratio Rank
XUS.TO
XUS.TO Risk / Return Rank: 7373
Overall Rank
XUS.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XUS.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
XUS.TO Omega Ratio Rank: 7777
Omega Ratio Rank
XUS.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
XUS.TO Martin Ratio Rank: 6868
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.

XIN.TO vs. XUS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO) and iShares Core S&P 500 Index ETF (XUS.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.

XIN.TOXUS.TODifference
Sharpe ratioReturn per unit of total volatility
1.66
2.55

-0.88

Sortino ratioReturn per unit of downside risk
2.37
3.47

-1.10

Omega ratioGain probability vs. loss probability

1.32

1.47

-0.15

Calmar ratioReturn relative to maximum drawdown

2.19

3.41

-1.22

Martin ratioReturn relative to average drawdown

8.95

12.94

-3.99

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XIN.TO vs. XUS.TO - Sharpe Ratio Comparison

The current XIN.TO Sharpe Ratio is 1.66, which is lower than the XUS.TO Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of XIN.TO and XUS.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...

Sharpe Ratios by Period

XIN.TOXUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.55

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.13

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.98

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.08

-0.69

Drawdowns

XIN.TO vs. XUS.TO - Drawdown Comparison

The maximum XIN.TO drawdown since its inception was -58.14%, which is greater than XUS.TO's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for XIN.TO and XUS.TO.

Loading charts...

Drawdown Indicators

XIN.TOXUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.14%

-27.23%

-30.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-8.63%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

-18.96%

+4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-15.40%

-21.85%

+6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-27.23%

-6.45%

Current Drawdown

Current decline from peak

-0.72%

-0.31%

-0.41%

Average Drawdown

Average peak-to-trough decline

-12.36%

-3.46%

-8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.27%

+0.11%

Volatility

XIN.TO vs. XUS.TO - Volatility Comparison

iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO) has a higher volatility of 3.99% compared to iShares Core S&P 500 Index ETF (XUS.TO) at 3.19%. This indicates that XIN.TO's price experiences larger fluctuations and is considered to be riskier than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XIN.TOXUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

3.19%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

8.66%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

11.58%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.72%

14.92%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

16.48%

-0.04%

XIN.TO vs. XUS.TO - Expense Ratio Comparison

XIN.TO has a 0.52% expense ratio, which is higher than XUS.TO's 0.09% expense ratio.

Dividends

XIN.TO vs. XUS.TO - Dividend Comparison

XIN.TO's dividend yield for the trailing twelve months is around 2.66%, more than XUS.TO's 1.12% yield.

PositionTTM20252024202320222021202020192018201720162015
XIN.TO
iShares MSCI EAFE Index ETF (CAD-Hedged)		2.66%2.90%2.66%2.60%2.27%2.98%2.15%3.06%3.43%2.60%2.90%2.80%
XUS.TO
iShares Core S&P 500 Index ETF		1.12%1.26%1.03%1.22%1.38%0.99%1.35%2.02%1.77%1.48%1.66%1.70%

Frequently Asked Questions

XIN.TO and XUS.TO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUS.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUS.TO is cheaper with a 0.09% expense ratio, compared with 0.52% for XIN.TO.

XIN.TO is categorized as Global Equities, while XUS.TO is S&P 500. XIN.TO tracks MSCI EAFE 100% Hedged to CAD Index, while XUS.TO tracks S&P 500 Index. Their fees differ too: 0.52% for XIN.TO and 0.09% for XUS.TO.

Portfolio Optimizer

Find the right allocation for XIN.TO and XUS.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