XIU.TO vs. BTC-USD
XIU.TO (iShares S&P/TSX 60 Index ETF) is Canada Equities fund tracking the S&P/TSX 60 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XIU.TO returned 12.76%/yr vs 61.13%/yr for BTC-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
XIU.TO vs. BTC-USD - Performance Comparison
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Different Trading Currencies
XIU.TO is traded in CAD, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XIU.TO achieves a 9.69% return, which is significantly higher than BTC-USD's -27.26% return. Over the past 10 years, XIU.TO has underperformed BTC-USD with an annualized return of 12.76%, while BTC-USD has yielded a comparatively higher 61.13% annualized return.
XIU.TO
- 1D
- 0.26%
- 1M
- 2.33%
- YTD
- 9.69%
- 6M
- 11.69%
- 1Y
- 31.18%
- 3Y*
- 22.55%
- 5Y*
- 14.33%
- 10Y*
- 12.76%
BTC-USD
- 1D
- 2.70%
- 1M
- -20.43%
- YTD
- -27.26%
- 6M
- -30.50%
- 1Y
- -38.91%
- 3Y*
- 35.05%
- 5Y*
- 13.98%
- 10Y*
- 61.13%
XIU.TO vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XIU.TO iShares S&P/TSX 60 Index ETF | 9.69% | 28.89% | 20.73% | 11.85% | -6.35% | 28.06% | 5.27% | 21.81% | -7.82% | 9.58% |
BTC-USD Bitcoin | -27.23% | -10.55% | 140.73% | 147.36% | -61.80% | 59.32% | 294.97% | 86.10% | -72.52% | 1,313.27% |
Correlation
The correlation between XIU.TO and BTC-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2012 | 0.12 |
Over the past year, XIU.TO and BTC-USD have become more correlated (0.32) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
XIU.TO vs. BTC-USD — Risk / Return Rank
XIU.TO
BTC-USD
XIU.TO vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX 60 Index ETF (XIU.TO) and Bitcoin (BTC-USD). 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.
| XIU.TO | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.54 | ||
| Sortino ratioReturn per unit of downside risk | +4.78 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.85 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | -0.76 | +4.85 |
| Martin ratioReturn relative to average drawdown | 18.93 | -1.32 | +20.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XIU.TO | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | -0.92 | +3.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.25 | +0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.90 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.17 | -0.62 |
Drawdowns
XIU.TO vs. BTC-USD - Drawdown Comparison
The maximum XIU.TO drawdown since its inception was -46.98%, smaller than the maximum BTC-USD drawdown of -83.48%. Use the drawdown chart below to compare losses from any high point for XIU.TO and BTC-USD.
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Drawdown Indicators
| XIU.TO | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -83.48% | +36.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.65% | -51.27% | +43.62% |
Max Drawdown (3Y)Largest decline over 3 years | -12.36% | -51.27% | +38.91% |
Max Drawdown (5Y)Largest decline over 5 years | -16.36% | -74.94% | +58.58% |
Max Drawdown (10Y)Largest decline over 10 years | -35.46% | -82.60% | +47.14% |
Current DrawdownCurrent decline from peak | -1.68% | -49.96% | +48.28% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -39.97% | +33.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 35.18% | -33.53% |
Volatility
XIU.TO vs. BTC-USD - Volatility Comparison
The current volatility for iShares S&P/TSX 60 Index ETF (XIU.TO) is 3.96%, while Bitcoin (BTC-USD) has a volatility of 11.21%. This indicates that XIU.TO experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XIU.TO | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 11.21% | -7.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 33.25% | -23.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 35.10% | -23.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.82% | 45.90% | -33.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 56.65% | -41.63% |
Frequently Asked Questions
XIU.TO and BTC-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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