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XIU.TO vs. LVHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XIU.TO vs. LVHI

Last updated Jun 9, 2026

XIU.TO (iShares S&P/TSX 60 Index ETF) and LVHI (Franklin International Low Volatility High Dividend Index ETF) are both exchange-traded funds - XIU.TO is a Canada Equities fund tracking the S&P/TSX 60 Index, while LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. Both are passively managed. Over the past 5 years, XIU.TO returned 14.33%/yr vs 18.97%/yr for LVHI. At a 0.49 correlation, their price movements are largely independent. XIU.TO charges 0.18%/yr vs 0.40%/yr for LVHI.

Performance

XIU.TO vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX 60 Index ETF (XIU.TO) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XIU.TO is traded in CAD, while LVHI is traded in USD. To make them comparable, the LVHI 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 lower than LVHI's 13.44% 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%

LVHI

1D
0.62%
1M
2.83%
YTD
13.44%
6M
14.41%
1Y
31.85%
3Y*
22.69%
5Y*
18.97%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. LVHI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
LVHI
Franklin International Low Volatility High Dividend Index ETF		13.48%21.32%24.53%14.66%10.42%18.13%-10.92%13.47%2.75%4.66%

Correlation

The correlation between XIU.TO and LVHI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.43

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

0.53

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2016

0.49

The correlation between XIU.TO and LVHI has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.

XIU.TO vs. LVHI - Sectors Allocation Comparison

Sectors
XIU.TO
LVHI

Financial Services

39.4%
23.6%

Energy

18.6%
17.4%

Basic Materials

13.3%
6.1%

Technology

8.8%
0.1%

Industrials

7.9%
13.4%

Consumer Cyclical

4.1%
5.3%

Consumer Defensive

3.2%
8.7%

Utilities

2.6%
10.4%

Communication Services

2.0%
5.8%

Real Estate

0.2%
1.9%

Healthcare

-

7.4%

Financial Services

XIU.TO
39.4%
LVHI
23.6%

Energy

XIU.TO
18.6%
LVHI
17.4%

Basic Materials

XIU.TO
13.3%
LVHI
6.1%

Technology

XIU.TO
8.8%
LVHI
0.1%

Industrials

XIU.TO
7.9%
LVHI
13.4%

Consumer Cyclical

XIU.TO
4.1%
LVHI
5.3%

Consumer Defensive

XIU.TO
3.2%
LVHI
8.7%

Utilities

XIU.TO
2.6%
LVHI
10.4%

Communication Services

XIU.TO
2.0%
LVHI
5.8%

Real Estate

XIU.TO
0.2%
LVHI
1.9%

Healthcare

XIU.TO

-

LVHI
7.4%

Compare stocks, funds, or ETFs

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

iShares S&P/TSX 60 Index ETF

Franklin International Low Volatility High Dividend Index ETF

Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO
Often compared with LVHI:
LVHI vs. SCHDLVHI vs. IDVLVHI vs. DIVILVHI vs. VYMILVHI vs. VOOLVHI vs. SPYLVHI vs. VFQY

Return for Risk

XIU.TO vs. LVHI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIU.TO
XIU.TO Risk / Return Rank: 8686
Overall Rank
XIU.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8585
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9090
Martin Ratio Rank
LVHI
LVHI Risk / Return Rank: 9292
Overall Rank
LVHI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9393
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9393
Omega Ratio Rank
LVHI Calmar Ratio Rank: 8989
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9191
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.

XIU.TO vs. LVHI - 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 Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.TOLVHIDifference
Sharpe ratioReturn per unit of total volatility
2.62
3.09

-0.47

Sortino ratioReturn per unit of downside risk
3.49
4.34

-0.85

Omega ratioGain probability vs. loss probability

1.47

1.55

-0.08

Calmar ratioReturn relative to maximum drawdown

4.09

5.65

-1.56

Martin ratioReturn relative to average drawdown

18.93

19.22

-0.29

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

XIU.TO vs. LVHI - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.62, which is comparable to the LVHI Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of XIU.TO and LVHI, 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

XIU.TOLVHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

3.09

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

1.48

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.77

-0.23

Drawdowns

XIU.TO vs. LVHI - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -46.98%, which is greater than LVHI's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for XIU.TO and LVHI.

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Drawdown Indicators

XIU.TOLVHIDifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-29.52%

-17.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-5.66%

-1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-12.48%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-12.48%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

—

—

Current Drawdown

Current decline from peak

-1.68%

-0.53%

-1.15%

Average Drawdown

Average peak-to-trough decline

-6.85%

-4.54%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.66%

-0.01%

Volatility

XIU.TO vs. LVHI - Volatility Comparison

iShares S&P/TSX 60 Index ETF (XIU.TO) has a higher volatility of 3.96% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.66%. This indicates that XIU.TO's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XIU.TOLVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

2.66%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

8.42%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

10.37%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

12.84%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

15.36%

-0.34%

XIU.TO vs. LVHI - Expense Ratio Comparison

XIU.TO has a 0.18% expense ratio, which is lower than LVHI's 0.40% expense ratio.

Dividends

XIU.TO vs. LVHI - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.21%, less than LVHI's 4.79% yield.

PositionTTM20252024202320222021202020192018201720162015
LVHI
Franklin International Low Volatility High Dividend Index ETF		4.79%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.21%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions

XIU.TO and LVHI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.40% for LVHI.

XIU.TO is categorized as Canada Equities, while LVHI is Volatility Hedged Equity. XIU.TO tracks S&P/TSX 60 Index, while LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.18% for XIU.TO and 0.40% for LVHI.

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