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

Performance

XMTM.TO vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI USA Momentum Factor Index ETF (XMTM.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO). The values are adjusted to include any dividend payments, if applicable.

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XMTM.TO vs. XIU.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XMTM.TO
iShares MSCI USA Momentum Factor Index ETF
-4.57%14.02%43.59%6.48%-14.53%15.01%25.77%3.42%
XIU.TO
iShares S&P/TSX 60 Index ETF
3.05%28.89%20.73%11.85%-6.35%28.06%5.27%1.71%

Returns By Period

In the year-to-date period, XMTM.TO achieves a -4.57% return, which is significantly lower than XIU.TO's 3.05% return.


XMTM.TO

1D
0.80%
1M
-4.64%
YTD
-4.57%
6M
-9.56%
1Y
11.33%
3Y*
20.40%
5Y*
10.52%
10Y*

XIU.TO

1D
2.29%
1M
-3.14%
YTD
3.05%
6M
8.88%
1Y
30.48%
3Y*
19.92%
5Y*
14.23%
10Y*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMTM.TO vs. XIU.TO - Expense Ratio Comparison

XMTM.TO has a 0.31% expense ratio, which is higher than XIU.TO's 0.18% expense ratio.


Return for Risk

XMTM.TO vs. XIU.TO — Risk / Return Rank

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

XMTM.TO
XMTM.TO Risk / Return Rank: 3333
Overall Rank
XMTM.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XMTM.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
XMTM.TO Omega Ratio Rank: 3131
Omega Ratio Rank
XMTM.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
XMTM.TO Martin Ratio Rank: 3434
Martin Ratio Rank

XIU.TO
XIU.TO Risk / Return Rank: 9393
Overall Rank
XIU.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 9494
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9595
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.

XMTM.TO vs. XIU.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 S&P/TSX 60 Index ETF (XIU.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.TOXIU.TODifference

Sharpe ratio

Return per unit of total volatility

0.51

2.11

-1.61

Sortino ratio

Return per unit of downside risk

0.85

2.74

-1.88

Omega ratio

Gain probability vs. loss probability

1.12

1.42

-0.30

Calmar ratio

Return relative to maximum drawdown

1.03

2.93

-1.90

Martin ratio

Return relative to average drawdown

2.91

14.31

-11.40

XMTM.TO vs. XIU.TO - Sharpe Ratio Comparison

The current XMTM.TO Sharpe Ratio is 0.51, which is lower than the XIU.TO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of XMTM.TO and XIU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMTM.TOXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

2.11

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

1.13

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.49

+0.12

Correlation

The correlation between XMTM.TO and XIU.TO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XMTM.TO vs. XIU.TO - Dividend Comparison

XMTM.TO's dividend yield for the trailing twelve months is around 0.64%, less than XIU.TO's 2.34% yield.


TTM20252024202320222021202020192018201720162015
XMTM.TO
iShares MSCI USA Momentum Factor Index ETF
0.64%0.70%0.62%0.84%1.66%0.33%0.64%1.24%0.00%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF
2.34%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Drawdowns

XMTM.TO vs. XIU.TO - Drawdown Comparison

The maximum XMTM.TO drawdown since its inception was -29.01%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for XMTM.TO and XIU.TO.


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Drawdown Indicators


XMTM.TOXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.01%

-52.31%

+23.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-10.79%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-29.01%

-16.36%

-12.65%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

Current Drawdown

Current decline from peak

-10.71%

-3.82%

-6.89%

Average Drawdown

Average peak-to-trough decline

-8.14%

-11.70%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

2.21%

+2.18%

Volatility

XMTM.TO vs. XIU.TO - Volatility Comparison

iShares MSCI USA Momentum Factor Index ETF (XMTM.TO) has a higher volatility of 6.66% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 5.35%. This indicates that XMTM.TO's price experiences larger fluctuations and is considered to be riskier than XIU.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.TOXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

5.35%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

9.78%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

14.51%

+8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

12.73%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

14.99%

+4.86%