XML.TO vs. XMU.TO
Compare and contrast key facts about iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) (XML.TO) and iShares MSCI Min Vol USA Index ETF (XMU.TO).
XML.TO and XMU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XML.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility (USD) 100% Hedged to CAD Index. It was launched on Apr 5, 2016. XMU.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Jul 24, 2012. Both XML.TO and XMU.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XML.TO or XMU.TO.
Correlation
The correlation between XML.TO and XMU.TO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XML.TO vs. XMU.TO - Performance Comparison
Key characteristics
XML.TO:
1.63
XMU.TO:
2.10
XML.TO:
2.15
XMU.TO:
3.01
XML.TO:
1.36
XMU.TO:
1.42
XML.TO:
3.07
XMU.TO:
2.99
XML.TO:
12.61
XMU.TO:
10.37
XML.TO:
1.24%
XMU.TO:
1.94%
XML.TO:
9.60%
XMU.TO:
9.58%
XML.TO:
-28.62%
XMU.TO:
-27.31%
XML.TO:
-0.52%
XMU.TO:
-2.66%
Returns By Period
In the year-to-date period, XML.TO achieves a 4.04% return, which is significantly higher than XMU.TO's 3.56% return.
XML.TO
4.04%
2.99%
5.36%
15.02%
4.80%
N/A
XMU.TO
3.56%
1.66%
6.48%
20.14%
7.73%
10.67%
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XML.TO vs. XMU.TO - Expense Ratio Comparison
XML.TO has a 0.40% expense ratio, which is higher than XMU.TO's 0.33% expense ratio.
Risk-Adjusted Performance
XML.TO vs. XMU.TO — Risk-Adjusted Performance Rank
XML.TO
XMU.TO
XML.TO vs. XMU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) (XML.TO) and iShares MSCI Min Vol USA Index ETF (XMU.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.
Dividends
XML.TO vs. XMU.TO - Dividend Comparison
XML.TO's dividend yield for the trailing twelve months is around 2.56%, more than XMU.TO's 1.13% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XML.TO iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) | 2.56% | 2.67% | 2.56% | 2.02% | 1.92% | 1.11% | 3.62% | 2.77% | 1.92% | 3.34% | 0.00% | 0.00% |
XMU.TO iShares MSCI Min Vol USA Index ETF | 1.13% | 1.17% | 1.37% | 1.14% | 1.04% | 1.64% | 1.40% | 1.44% | 1.55% | 1.78% | 1.40% | 4.84% |
Drawdowns
XML.TO vs. XMU.TO - Drawdown Comparison
The maximum XML.TO drawdown since its inception was -28.62%, roughly equal to the maximum XMU.TO drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for XML.TO and XMU.TO. For additional features, visit the drawdowns tool.
Volatility
XML.TO vs. XMU.TO - Volatility Comparison
iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) (XML.TO) has a higher volatility of 4.67% compared to iShares MSCI Min Vol USA Index ETF (XMU.TO) at 2.93%. This indicates that XML.TO's price experiences larger fluctuations and is considered to be riskier than XMU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.