XMTM.TO vs. XGRO.TO
Compare and contrast key facts about iShares MSCI USA Momentum Factor Index ETF (XMTM.TO) and iShares Core Growth ETF Portfolio (XGRO.TO).
XMTM.TO and XGRO.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMTM.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum SR Variant Index. It was launched on Sep 4, 2019. XGRO.TO is an actively managed fund by iShares. It was launched on Jun 21, 2007.
Performance
XMTM.TO vs. XGRO.TO - Performance Comparison
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XMTM.TO vs. XGRO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XMTM.TO iShares MSCI USA Momentum Factor Index ETF | -1.05% | 14.02% | 43.59% | 6.48% | -14.53% | 15.01% | 25.77% | 3.42% |
XGRO.TO iShares Core Growth ETF Portfolio | 1.11% | 15.59% | 19.53% | 15.01% | -11.08% | 14.29% | 11.51% | 3.46% |
Returns By Period
In the year-to-date period, XMTM.TO achieves a -1.05% return, which is significantly lower than XGRO.TO's 1.11% return.
XMTM.TO
- 1D
- 3.68%
- 1M
- -1.68%
- YTD
- -1.05%
- 6M
- -6.34%
- 1Y
- 15.66%
- 3Y*
- 21.86%
- 5Y*
- 11.32%
- 10Y*
- —
XGRO.TO
- 1D
- 0.60%
- 1M
- -3.69%
- YTD
- 1.11%
- 6M
- 1.57%
- 1Y
- 16.38%
- 3Y*
- 14.96%
- 5Y*
- 9.36%
- 10Y*
- 9.56%
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XMTM.TO vs. XGRO.TO - Expense Ratio Comparison
XMTM.TO has a 0.31% expense ratio, which is higher than XGRO.TO's 0.20% expense ratio.
Return for Risk
XMTM.TO vs. XGRO.TO — Risk / Return Rank
XMTM.TO
XGRO.TO
XMTM.TO vs. XGRO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Momentum Factor Index ETF (XMTM.TO) and iShares Core Growth ETF Portfolio (XGRO.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.
| XMTM.TO | XGRO.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.22 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.72 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.68 | -0.43 |
Martin ratioReturn relative to average drawdown | 3.49 | 7.43 | -3.93 |
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
| XMTM.TO | XGRO.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.22 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.87 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.33 | +0.32 |
Correlation
The correlation between XMTM.TO and XGRO.TO is 0.41, 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.
Dividends
XMTM.TO vs. XGRO.TO - Dividend Comparison
XMTM.TO's dividend yield for the trailing twelve months is around 0.62%, less than XGRO.TO's 1.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMTM.TO iShares MSCI USA Momentum Factor Index ETF | 0.62% | 0.70% | 0.62% | 0.84% | 1.66% | 0.33% | 0.64% | 1.24% | 0.00% | 0.00% | 0.00% | 0.00% |
XGRO.TO iShares Core Growth ETF Portfolio | 1.92% | 1.92% | 1.98% | 2.22% | 1.86% | 1.66% | 1.94% | 2.21% | 7.42% | 2.04% | 2.65% | 2.15% |
Drawdowns
XMTM.TO vs. XGRO.TO - Drawdown Comparison
The maximum XMTM.TO drawdown since its inception was -29.01%, smaller than the maximum XGRO.TO drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for XMTM.TO and XGRO.TO.
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Drawdown Indicators
| XMTM.TO | XGRO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.01% | -47.97% | +18.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -9.78% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -29.01% | -18.40% | -10.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.85% | — |
Current DrawdownCurrent decline from peak | -7.42% | -3.80% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -8.56% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 2.21% | +2.21% |
Volatility
XMTM.TO vs. XGRO.TO - Volatility Comparison
iShares MSCI USA Momentum Factor Index ETF (XMTM.TO) has a higher volatility of 7.19% compared to iShares Core Growth ETF Portfolio (XGRO.TO) at 5.73%. This indicates that XMTM.TO's price experiences larger fluctuations and is considered to be riskier than XGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMTM.TO | XGRO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 5.73% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 8.61% | +4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.81% | 13.49% | +9.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 10.88% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 12.20% | +7.70% |