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

XIU.TO vs. VYM

Last updated Jun 13, 2026

XIU.TO (iShares S&P/TSX 60 Index ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - XIU.TO is a Canada Equities fund tracking the S&P/TSX 60 Index, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, XIU.TO returned 13.04%/yr vs 12.92%/yr for VYM. A 0.57 correlation means they provide meaningful diversification when combined. XIU.TO charges 0.18%/yr vs 0.04%/yr for VYM.

Performance

XIU.TO vs. VYM - 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 High Dividend Yield ETF (VYM). 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 VYM is traded in USD. To make them comparable, the VYM 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 VYM's 14.77% return. Both investments have delivered pretty close results over the past 10 years, with XIU.TO having a 13.04% annualized return and VYM not far behind at 12.92%.

XIU.TO

1D
0.62%
1M
4.37%
YTD
11.35%
6M
12.04%
1Y
32.43%
3Y*
22.94%
5Y*
14.53%
10Y*
13.04%

VYM

1D
1.10%
1M
5.19%
YTD
14.77%
6M
12.89%
1Y
27.62%
3Y*
19.87%
5Y*
14.88%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. VYM - 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%
VYM
Vanguard High Dividend Yield ETF		14.77%10.15%27.55%4.04%5.87%26.14%-1.25%18.95%1.99%8.54%

Correlation

The correlation between XIU.TO and VYM is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.59

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

0.62

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

0.65

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

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2006

0.57

The correlation between XIU.TO and VYM has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

XIU.TO vs. VYM - Sectors Allocation Comparison

Sectors
XIU.TO
VYM

Financial Services

39.4%
20.5%

Energy

18.6%
9.8%

Basic Materials

13.3%
3.5%

Technology

8.8%
17.7%

Industrials

7.9%
12.1%

Consumer Cyclical

4.1%
6.7%

Consumer Defensive

3.2%
8.1%

Utilities

2.6%
5.7%

Communication Services

2.0%
3.5%

Real Estate

0.2%
0.0%

Healthcare

-

12.2%

Financial Services

XIU.TO
39.4%
VYM
20.5%

Energy

XIU.TO
18.6%
VYM
9.8%

Basic Materials

XIU.TO
13.3%
VYM
3.5%

Technology

XIU.TO
8.8%
VYM
17.7%

Industrials

XIU.TO
7.9%
VYM
12.1%

Consumer Cyclical

XIU.TO
4.1%
VYM
6.7%

Consumer Defensive

XIU.TO
3.2%
VYM
8.1%

Utilities

XIU.TO
2.6%
VYM
5.7%

Communication Services

XIU.TO
2.0%
VYM
3.5%

Real Estate

XIU.TO
0.2%
VYM
0.0%

Healthcare

XIU.TO

-

VYM
12.2%

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

Vanguard High Dividend Yield 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 VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO

Return for Risk

XIU.TO vs. VYM — 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
VYM
VYM Risk / Return Rank: 8383
Overall Rank
VYM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8686
Sortino Ratio Rank
VYM Omega Ratio Rank: 8383
Omega Ratio Rank
VYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
VYM Martin Ratio Rank: 8181
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. VYM - 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 High Dividend Yield ETF (VYM). 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.TOVYMDifference
Sharpe ratioReturn per unit of total volatility
2.71
2.47

+0.23

Sortino ratioReturn per unit of downside risk
3.61
3.56

+0.04

Omega ratioGain probability vs. loss probability

1.49

1.44

+0.05

Calmar ratioReturn relative to maximum drawdown

4.26

4.69

-0.43

Martin ratioReturn relative to average drawdown

19.57

17.44

+2.13

XIU.TO vs. VYM - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.71, which is comparable to the VYM Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of XIU.TO and VYM, 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. VYM - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -46.98%, smaller than the maximum VYM drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for XIU.TO and VYM.

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Drawdown Indicators

XIU.TOVYMDifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-49.46%

+2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-5.91%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-15.26%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-15.26%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

-29.37%

-6.09%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-6.85%

-8.34%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.60%

+0.06%

Volatility

XIU.TO vs. VYM - Volatility Comparison

iShares S&P/TSX 60 Index ETF (XIU.TO) has a higher volatility of 4.06% compared to Vanguard High Dividend Yield ETF (VYM) at 3.49%. This indicates that XIU.TO's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XIU.TOVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

3.49%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

8.52%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

11.22%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

15.16%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

17.45%

-2.43%

XIU.TO vs. VYM - Expense Ratio Comparison

XIU.TO has a 0.18% expense ratio, which is higher than VYM'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. VYM - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.18%, which matches VYM's 2.19% yield.

PositionTTM20252024202320222021202020192018201720162015
VYM
Vanguard High Dividend Yield ETF		2.19%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%
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 VYM have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

XIU.TO is categorized as Canada Equities, while VYM is Dividend. XIU.TO tracks S&P/TSX 60 Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for XIU.TO and 0.04% for VYM.

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