XIU.TO vs. SBC.TO
Compare and contrast key facts about iShares S&P/TSX 60 Index ETF (XIU.TO) and Brompton Split Banc Corp. (SBC.TO).
XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XIU.TO or SBC.TO.
Key characteristics
| XIU.TO | SBC.TO | |
|---|---|---|
| YTD Return | 6.57% | 2.42% |
| 1Y Return | 12.54% | 0.16% |
| 3Y Return (Ann) | 7.80% | 3.11% |
| 5Y Return (Ann) | 9.69% | 8.88% |
| 10Y Return (Ann) | 8.06% | 10.48% |
| Sharpe Ratio | 1.14 | 0.02 |
| Daily Std Dev | 11.24% | 26.01% |
| Max Drawdown | -52.32% | -78.76% |
| Current Drawdown | -0.44% | -19.01% |
Correlation
The correlation between XIU.TO and SBC.TO is 0.62, 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
XIU.TO vs. SBC.TO - Performance Comparison
In the year-to-date period, XIU.TO achieves a 6.57% return, which is significantly higher than SBC.TO's 2.42% return. Over the past 10 years, XIU.TO has underperformed SBC.TO with an annualized return of 8.06%, while SBC.TO has yielded a comparatively higher 10.48% annualized return. 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
XIU.TO vs. SBC.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX 60 Index ETF (XIU.TO) and Brompton Split Banc Corp. (SBC.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.
Dividends
XIU.TO vs. SBC.TO - Dividend Comparison
XIU.TO's dividend yield for the trailing twelve months is around 2.98%, less than SBC.TO's 13.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XIU.TO iShares S&P/TSX 60 Index ETF | 2.98% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
SBC.TO Brompton Split Banc Corp. | 13.16% | 12.89% | 10.45% | 5.07% | 7.25% | 5.89% | 6.67% | 4.75% | 3.39% | 4.58% | 3.85% | 3.93% |
Drawdowns
XIU.TO vs. SBC.TO - Drawdown Comparison
The maximum XIU.TO drawdown since its inception was -52.32%, smaller than the maximum SBC.TO drawdown of -78.76%. Use the drawdown chart below to compare losses from any high point for XIU.TO and SBC.TO. For additional features, visit the drawdowns tool.
Volatility
XIU.TO vs. SBC.TO - Volatility Comparison
iShares S&P/TSX 60 Index ETF (XIU.TO) and Brompton Split Banc Corp. (SBC.TO) have volatilities of 3.45% and 3.40%, 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.