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

XIU.TO vs. T.TO

Last updated Jun 4, 2026

XIU.TO (iShares S&P/TSX 60 Index ETF) is Canada Equities fund tracking the S&P/TSX 60 Index, while T.TO (TELUS Corporation) is a stock. Over the past 10 years, XIU.TO returned 12.62%/yr vs 3.40%/yr for T.TO. At a 0.36 correlation, their price movements are largely independent.

Performance

XIU.TO vs. T.TO - 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 TELUS Corporation (T.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XIU.TO achieves a 10.14% return, which is significantly higher than T.TO's -3.30% return. Over the past 10 years, XIU.TO has outperformed T.TO with an annualized return of 12.62%, while T.TO has yielded a comparatively lower 3.40% annualized return.

XIU.TO

1D
-0.87%
1M
3.47%
YTD
10.14%
6M
12.10%
1Y
31.65%
3Y*
22.48%
5Y*
14.37%
10Y*
12.62%

T.TO

1D
-1.61%
1M
-0.35%
YTD
-3.30%
6M
-3.50%
1Y
-17.45%
3Y*
-6.29%
5Y*
-3.62%
10Y*
3.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. T.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XIU.TO
iShares S&P/TSX 60 Index ETF		10.14%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%
T.TO
TELUS Corporation		-3.30%0.33%-11.50%-4.41%-8.27%23.58%5.23%16.30%-0.66%16.35%

Correlation

The correlation between XIU.TO and T.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.21

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

0.32

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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 5, 1999

0.36

Over the past year, the correlation between XIU.TO and T.TO has dropped to 0.15 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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iShares S&P/TSX 60 Index ETF

TELUS Corporation

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 T.TO:
T.TO vs. BCE.TOT.TO vs. TUT.TO vs. FTS.TOT.TO vs. RCI-B.TOT.TO vs. BTO.TOT.TO vs. BCET.TO vs. VDY.TO

Return for Risk

XIU.TO vs. T.TO — 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: 8282
Overall Rank
XIU.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8080
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 8787
Martin Ratio Rank
T.TO
T.TO Risk / Return Rank: 99
Overall Rank
T.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
T.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
T.TO Omega Ratio Rank: 77
Omega Ratio Rank
T.TO Calmar Ratio Rank: 1414
Calmar Ratio Rank
T.TO Martin Ratio Rank: 1111
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. T.TO - 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 TELUS Corporation (T.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.

XIU.TOT.TODifference
Sharpe ratioReturn per unit of total volatility
2.71
-1.05

+3.76

Sortino ratioReturn per unit of downside risk
3.64
-1.29

+4.93

Omega ratioGain probability vs. loss probability

1.49

0.82

+0.67

Calmar ratioReturn relative to maximum drawdown

4.16

-0.71

+4.87

Martin ratioReturn relative to average drawdown

19.30

-1.28

+20.59

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. T.TO - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.71, which is higher than the T.TO Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of XIU.TO and T.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.

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Sharpe Ratios by Period

XIU.TOT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

-1.05

+3.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

-0.22

+1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.20

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.31

+0.20

Drawdowns

XIU.TO vs. T.TO - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -52.31%, smaller than the maximum T.TO drawdown of -88.00%. Use the drawdown chart below to compare losses from any high point for XIU.TO and T.TO.

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Drawdown Indicators

XIU.TOT.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.31%

-88.00%

+35.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-24.60%

+16.95%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-24.60%

+12.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-38.60%

+22.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

-38.60%

+3.14%

Current Drawdown

Current decline from peak

-0.87%

-35.47%

+34.60%

Average Drawdown

Average peak-to-trough decline

-11.63%

-17.15%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

13.62%

-11.98%

Volatility

XIU.TO vs. T.TO - Volatility Comparison

The current volatility for iShares S&P/TSX 60 Index ETF (XIU.TO) is 3.28%, while TELUS Corporation (T.TO) has a volatility of 4.42%. This indicates that XIU.TO experiences smaller price fluctuations and is considered to be less risky than T.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XIU.TOT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

4.42%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

13.47%

-4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

16.76%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

16.45%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

17.34%

-2.33%

Dividends

XIU.TO vs. T.TO - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.20%, less than T.TO's 9.75% yield.

PositionTTM20252024202320222021202020192018201720162015
T.TO
TELUS Corporation		9.75%9.13%7.98%6.17%5.19%4.26%4.70%4.48%4.64%4.14%4.30%4.39%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.20%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 T.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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