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

XIU.TO vs. SU

Last updated Jun 14, 2026

XIU.TO (iShares S&P/TSX 60 Index ETF) is Canada Equities fund tracking the S&P/TSX 60 Index, while SU (Suncor Energy Inc.) is a stock. Over the past 10 years, XIU.TO returned 13.04%/yr vs 14.36%/yr for SU. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

XIU.TO vs. SU - 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 Suncor Energy Inc. (SU). 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 SU is traded in USD. To make them comparable, the SU 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 11.35% return, which is significantly lower than SU's 43.72% return. Over the past 10 years, XIU.TO has underperformed SU with an annualized return of 13.04%, while SU has yielded a comparatively higher 14.36% annualized return.

XIU.TO

1D
0.62%
1M
3.42%
YTD
11.35%
6M
12.04%
1Y
32.96%
3Y*
22.94%
5Y*
14.53%
10Y*
13.04%

SU

1D
-0.14%
1M
-5.35%
YTD
43.72%
6M
42.85%
1Y
59.95%
3Y*
34.53%
5Y*
28.77%
10Y*
14.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. SU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XIU.TO
iShares S&P/TSX 60 Index ETF		11.35%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%
SU
Suncor Energy Inc.		43.72%23.77%26.06%3.87%40.69%54.86%-47.94%17.07%-14.65%9.88%

Correlation

The correlation between XIU.TO and SU is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.04

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

0.30

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

0.42

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.59

Over the past year, the correlation between XIU.TO and SU has dropped to 0.04 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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

Suncor Energy Inc.

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 SU:
SU vs. CVESU vs. CVXSU vs. VOOSU vs. SPYSU vs. OVVSU vs. CVISU vs. CVE.TO

Return for Risk

XIU.TO vs. SU — 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: 8989
Overall Rank
XIU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9292
Martin Ratio Rank
SU
SU Risk / Return Rank: 9292
Overall Rank
SU Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SU Sortino Ratio Rank: 9191
Sortino Ratio Rank
SU Omega Ratio Rank: 9191
Omega Ratio Rank
SU Calmar Ratio Rank: 9393
Calmar Ratio Rank
SU Martin Ratio Rank: 9393
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. SU - 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 Suncor Energy Inc. (SU). 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.

XIU.TOSUDifference
Sharpe ratioReturn per unit of total volatility
2.71
2.73

-0.02

Sortino ratioReturn per unit of downside risk
3.61
3.30

+0.31

Omega ratioGain probability vs. loss probability

1.49

1.44

+0.05

Calmar ratioReturn relative to maximum drawdown

4.26

6.43

-2.18

Martin ratioReturn relative to average drawdown

19.57

16.15

+3.42

XIU.TO vs. SU - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.71, which is comparable to the SU Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of XIU.TO and SU, 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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Drawdowns

XIU.TO vs. SU - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -46.98%, smaller than the maximum SU drawdown of -73.75%. Use the drawdown chart below to compare losses from any high point for XIU.TO and SU.

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Drawdown Indicators

XIU.TOSUDifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-73.75%

+26.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-10.43%

+2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-22.06%

+9.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-31.29%

+14.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

-71.15%

+35.69%

Current Drawdown

Current decline from peak

-0.19%

-9.71%

+9.52%

Average Drawdown

Average peak-to-trough decline

-6.85%

-28.57%

+21.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

4.15%

-2.49%

Volatility

XIU.TO vs. SU - Volatility Comparison

The current volatility for iShares S&P/TSX 60 Index ETF (XIU.TO) is 4.06%, while Suncor Energy Inc. (SU) has a volatility of 9.71%. This indicates that XIU.TO experiences smaller price fluctuations and is considered to be less risky than SU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XIU.TOSUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

9.71%

-5.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

20.32%

-10.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

24.60%

-12.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

33.42%

-20.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

37.36%

-22.34%

Dividends

XIU.TO vs. SU - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.18%, less than SU's 2.78% yield.

PositionTTM20252024202320222021202020192018201720162015
SU
Suncor Energy Inc.		2.78%3.72%4.51%5.27%4.56%3.34%4.93%3.84%4.24%4.16%3.55%4.42%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.18%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 SU have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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