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

Performance

XIU.TO vs. VCSH - 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 Vanguard Short-Term Corporate Bond ETF (VCSH). 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 VCSH is traded in USD. To make them comparable, the VCSH 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 VCSH's 2.27% return. Over the past 10 years, XIU.TO has outperformed VCSH with an annualized return of 12.76%, while VCSH has yielded a comparatively lower 3.60% 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%

VCSH

1D
0.30%
1M
1.81%
YTD
2.27%
6M
1.72%
1Y
6.69%
3Y*
7.07%
5Y*
5.19%
10Y*
3.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. VCSH - 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%
VCSH
Vanguard Short-Term Corporate Bond ETF
2.27%1.90%13.80%3.67%0.36%-0.68%2.64%2.61%9.41%-4.74%

Correlation

The correlation between XIU.TO and VCSH is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.07

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

-0.00

The correlation between XIU.TO and VCSH shifts across timeframes, from -0.00 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XIU.TO vs. VCSH — 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

VCSH
VCSH Risk / Return Rank: 8282
Overall Rank
VCSH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 9090
Sortino Ratio Rank
VCSH Omega Ratio Rank: 8686
Omega Ratio Rank
VCSH Calmar Ratio Rank: 7272
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7777
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. VCSH - 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 Vanguard Short-Term Corporate Bond ETF (VCSH). 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.TOVCSHDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.47

1.24

+0.23

Calmar ratioReturn relative to maximum drawdown

4.09

1.84

+2.25

Martin ratioReturn relative to average drawdown

18.93

4.41

+14.51

XIU.TO vs. VCSH - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.62, which is higher than the VCSH Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XIU.TO and VCSH, 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.TOVCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.38

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.75

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.49

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.59

-0.04

Drawdowns

XIU.TO vs. VCSH - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -46.98%, which is greater than VCSH's maximum drawdown of -13.31%. Use the drawdown chart below to compare losses from any high point for XIU.TO and VCSH.


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Drawdown Indicators


XIU.TOVCSHDifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-13.31%

-33.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-3.65%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-5.50%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-8.39%

-7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

-13.31%

-22.15%

Current Drawdown

Current decline from peak

-1.68%

-0.38%

-1.30%

Average Drawdown

Average peak-to-trough decline

-6.85%

-3.98%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.52%

+0.13%

Volatility

XIU.TO vs. VCSH - Volatility Comparison

iShares S&P/TSX 60 Index ETF (XIU.TO) has a higher volatility of 3.96% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 1.07%. This indicates that XIU.TO's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIU.TOVCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

1.07%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

3.47%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

4.89%

+7.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

6.93%

+5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

7.31%

+7.71%

XIU.TO vs. VCSH - Expense Ratio Comparison

XIU.TO has a 0.18% expense ratio, which is higher than VCSH's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XIU.TO vs. VCSH - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.21%, less than VCSH's 4.46% yield.


PositionTTM20252024202320222021202020192018201720162015
VCSH
Vanguard Short-Term Corporate Bond ETF
4.46%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%
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 VCSH have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCSH is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCSH is cheaper with a 0.04% expense ratio, compared with 0.18% for XIU.TO.

XIU.TO is categorized as Canada Equities, while VCSH is Corporate Bonds. XIU.TO tracks S&P/TSX 60 Index, while VCSH tracks Bloomberg U.S. 1-5 Year Corporate Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for XIU.TO and 0.04% for VCSH.

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