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XMTM.TO vs. XUU-U.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XMTM.TO vs. XUU-U.TO

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI USA Momentum Factor Index ETF (XMTM.TO) and iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO).

XMTM.TO and XUU-U.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. XUU-U.TO is a passively managed fund by iShares that tracks the performance of the S&P Total Market Index. It was launched on Oct 22, 2019. Both XMTM.TO and XUU-U.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.

Performance

XMTM.TO vs. XUU-U.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 Core S&P U.S. Total Market Index ETF (XUU-U.TO). The values are adjusted to include any dividend payments, if applicable.

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XMTM.TO vs. XUU-U.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XMTM.TO
iShares MSCI USA Momentum Factor Index ETF		-1.05%14.02%43.59%6.48%-14.53%15.01%25.77%4.42%
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF		-3.48%11.00%33.03%23.73%-14.72%26.98%16.71%6.48%
Different Trading Currencies

XMTM.TO is traded in CAD, while XUU-U.TO is traded in USD. To make them comparable, the XUU-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMTM.TO achieves a -1.05% return, which is significantly higher than XUU-U.TO's -3.53% 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*
—

XUU-U.TO

1D
2.06%
1M
-4.01%
YTD
-3.53%
6M
-2.95%
1Y
13.16%
3Y*
19.39%
5Y*
12.70%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares MSCI USA Momentum Factor Index ETF

iShares Core S&P U.S. Total Market Index ETF

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Often compared with XUU-U.TO:
XUU-U.TO vs. VFV.TOXUU-U.TO vs. XEQT.TOXUU-U.TO vs. XUU.TOXUU-U.TO vs. XAW.TOXUU-U.TO vs. XUH.TOXUU-U.TO vs. SPYXUU-U.TO vs. ZLB.TO

XMTM.TO vs. XUU-U.TO - Expense Ratio Comparison

XMTM.TO has a 0.31% expense ratio, which is higher than XUU-U.TO's 0.08% expense ratio.

XMTM.TO
iShares MSCI USA Momentum Factor Index ETF
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF

Return for Risk

XMTM.TO vs. XUU-U.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: 3838
Overall Rank
XMTM.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XMTM.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
XMTM.TO Omega Ratio Rank: 3636
Omega Ratio Rank
XMTM.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
XMTM.TO Martin Ratio Rank: 3737
Martin Ratio Rank
XUU-U.TO
XUU-U.TO Risk / Return Rank: 5555
Overall Rank
XUU-U.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XUU-U.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
XUU-U.TO Omega Ratio Rank: 6464
Omega Ratio Rank
XUU-U.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
XUU-U.TO Martin Ratio Rank: 6464
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. XUU-U.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 S&P U.S. Total Market Index ETF (XUU-U.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.TOXUU-U.TODifference

Sharpe ratio

Return per unit of total volatility

0.69

0.71

-0.02

Sortino ratio

Return per unit of downside risk

1.10

1.08

+0.02

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

1.25

1.08

+0.17

Martin ratio

Return relative to average drawdown

3.49

4.21

-0.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMTM.TO vs. XUU-U.TO - Sharpe Ratio Comparison

The current XMTM.TO Sharpe Ratio is 0.69, which is comparable to the XUU-U.TO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of XMTM.TO and XUU-U.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.TOXUU-U.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.71

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.78

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.82

-0.17

Correlation

The correlation between XMTM.TO and XUU-U.TO is 0.31, 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. XUU-U.TO - Dividend Comparison

XMTM.TO's dividend yield for the trailing twelve months is around 0.62%, less than XUU-U.TO's 0.87% yield.

TTM2025202420232022202120202019
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%
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF		0.87%0.83%0.76%0.85%1.01%0.77%0.90%0.38%

Drawdowns

XMTM.TO vs. XUU-U.TO - Drawdown Comparison

The maximum XMTM.TO drawdown since its inception was -29.01%, which is greater than XUU-U.TO's maximum drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for XMTM.TO and XUU-U.TO.

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Drawdown Indicators

XMTM.TOXUU-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.01%

-28.73%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-12.71%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.01%

-24.53%

-4.48%

Current Drawdown

Current decline from peak

-7.42%

-6.82%

-0.60%

Average Drawdown

Average peak-to-trough decline

-8.14%

-5.92%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

2.52%

+1.90%

Volatility

XMTM.TO vs. XUU-U.TO - Volatility Comparison

iShares MSCI USA Momentum Factor Index ETF (XMTM.TO) has a higher volatility of 7.19% compared to iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) at 5.39%. This indicates that XMTM.TO's price experiences larger fluctuations and is considered to be riskier than XUU-U.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.TOXUU-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

5.39%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.57%

9.97%

+3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

22.81%

18.40%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.61%

16.31%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

17.50%

+2.40%