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XMA.TO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

XMA.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Materials Index ETF (XMA.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XMA.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMA.TO achieves a 7.60% return, which is significantly lower than ^GSPC's 12.12% return. Both investments have delivered pretty close results over the past 10 years, with XMA.TO having a 14.00% annualized return and ^GSPC not far ahead at 14.52%.


XMA.TO

1D
-3.13%
1M
5.70%
YTD
7.60%
6M
12.34%
1Y
64.71%
3Y*
35.49%
5Y*
20.09%
10Y*
14.00%

^GSPC

1D
0.00%
1M
7.35%
YTD
12.12%
6M
10.22%
1Y
28.58%
3Y*
22.37%
5Y*
15.58%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMA.TO vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMA.TO
iShares S&P/TSX Capped Materials Index ETF
7.60%99.21%20.72%-2.04%1.35%3.31%19.73%24.63%-10.46%7.07%
^GSPC
S&P 500 Index
11.75%11.05%33.90%21.49%-13.70%25.75%14.29%22.54%1.71%11.82%

Correlation

The correlation between XMA.TO and ^GSPC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.20

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

0.19

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

0.15

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

0.17

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Return for Risk

XMA.TO vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMA.TO
XMA.TO Risk / Return Rank: 4646
Overall Rank
XMA.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XMA.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
XMA.TO Omega Ratio Rank: 4848
Omega Ratio Rank
XMA.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
XMA.TO Martin Ratio Rank: 4242
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7272
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
^GSPC 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.

XMA.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Materials Index ETF (XMA.TO) and S&P 500 Index (^GSPC). 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.


XMA.TO^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.31

1.47

-0.16

Calmar ratioReturn relative to maximum drawdown

2.41

3.24

-0.83

Martin ratioReturn relative to average drawdown

6.76

12.23

-5.47

XMA.TO vs. ^GSPC - Sharpe Ratio Comparison

The current XMA.TO Sharpe Ratio is 1.75, which is comparable to the ^GSPC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of XMA.TO and ^GSPC, 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


XMA.TO^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.46

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.05

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.89

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.99

-0.71

Drawdowns

XMA.TO vs. ^GSPC - Drawdown Comparison

The maximum XMA.TO drawdown since its inception was -64.13%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for XMA.TO and ^GSPC.


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Drawdown Indicators


XMA.TO^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-64.13%

-27.59%

-36.54%

Max Drawdown (1Y)

Largest decline over 1 year

-26.96%

-8.86%

-18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-26.96%

-19.23%

-7.73%

Max Drawdown (5Y)

Largest decline over 5 years

-33.06%

-22.60%

-10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.06%

-27.59%

-5.47%

Current Drawdown

Current decline from peak

-18.76%

0.00%

-18.76%

Average Drawdown

Average peak-to-trough decline

-26.31%

-3.51%

-22.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.60%

2.34%

+7.26%

Volatility

XMA.TO vs. ^GSPC - Volatility Comparison

iShares S&P/TSX Capped Materials Index ETF (XMA.TO) has a higher volatility of 13.42% compared to S&P 500 Index (^GSPC) at 2.69%. This indicates that XMA.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMA.TO^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.42%

2.69%

+10.73%

Volatility (6M)

Calculated over the trailing 6-month period

30.86%

8.85%

+22.01%

Volatility (1Y)

Calculated over the trailing 1-year period

37.08%

11.70%

+25.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.55%

14.99%

+12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.56%

16.33%

+10.23%

Frequently Asked Questions


XMA.TO and ^GSPC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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