XMS.TO vs. BIGY.TO
XMS.TO (iShares MSCI Min Vol USA Index ETF (CAD-Hedged)) and BIGY.TO (Evolve US Equity UltraYield ETF) are both Large Cap Blend Equities funds. XMS.TO is passively managed, while BIGY.TO is actively managed. At a 0.26 correlation, their price movements are largely independent. XMS.TO charges 0.33%/yr vs 0.40%/yr for BIGY.TO.
Performance
XMS.TO vs. BIGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XMS.TO achieves a 1.17% return, which is significantly higher than BIGY.TO's -3.71% return.
XMS.TO
- 1D
- -0.36%
- 1M
- 1.94%
- YTD
- 1.17%
- 6M
- -0.55%
- 1Y
- 0.08%
- 3Y*
- 8.89%
- 5Y*
- 5.12%
- 10Y*
- 7.82%
BIGY.TO
- 1D
- -2.28%
- 1M
- -0.73%
- YTD
- -3.71%
- 6M
- -6.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMS.TO vs. BIGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XMS.TO iShares MSCI Min Vol USA Index ETF (CAD-Hedged) | 1.17% | -1.01% |
BIGY.TO Evolve US Equity UltraYield ETF | -3.71% | 0.64% |
Correlation
The correlation between XMS.TO and BIGY.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025 | 0.26 |
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Return for Risk
XMS.TO vs. BIGY.TO — Risk / Return Rank
XMS.TO
BIGY.TO
XMS.TO vs. BIGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Min Vol USA Index ETF (CAD-Hedged) (XMS.TO) and Evolve US Equity UltraYield ETF (BIGY.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.
| XMS.TO | BIGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.01 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | — | — |
| Martin ratioReturn relative to average drawdown | 0.03 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMS.TO | BIGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | -0.15 | +0.69 |
Drawdowns
XMS.TO vs. BIGY.TO - Drawdown Comparison
The maximum XMS.TO drawdown since its inception was -36.48%, which is greater than BIGY.TO's maximum drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for XMS.TO and BIGY.TO.
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Drawdown Indicators
| XMS.TO | BIGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.48% | -27.82% | -8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -9.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.48% | — | — |
Current DrawdownCurrent decline from peak | -1.73% | -13.63% | +11.90% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -11.30% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | — | — |
Volatility
XMS.TO vs. BIGY.TO - Volatility Comparison
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Volatility by Period
| XMS.TO | BIGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.14% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.75% | 28.63% | -19.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.11% | 28.63% | -16.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 28.63% | -13.89% |
XMS.TO vs. BIGY.TO - Expense Ratio Comparison
XMS.TO has a 0.33% expense ratio, which is lower than BIGY.TO's 0.40% expense ratio.
Dividends
XMS.TO vs. BIGY.TO - Dividend Comparison
XMS.TO's dividend yield for the trailing twelve months is around 1.18%, less than BIGY.TO's 28.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BIGY.TO Evolve US Equity UltraYield ETF | 28.15% | 9.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMS.TO iShares MSCI Min Vol USA Index ETF (CAD-Hedged) | 1.18% | 1.08% | 1.21% | 1.38% | 1.20% | 0.99% | 1.66% | 1.40% | 1.54% | 1.53% | 1.43% |
Frequently Asked Questions
XMS.TO and BIGY.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMS.TO is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMS.TO is cheaper with a 0.33% expense ratio, compared with 0.40% for BIGY.TO.
They also come from different issuers: iShares and Evolve. Their fees differ too: 0.33% for XMS.TO and 0.40% for BIGY.TO.
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