XMU.TO vs. DLN
Compare and contrast key facts about iShares MSCI Min Vol USA Index ETF (XMU.TO) and WisdomTree US LargeCap Dividend ETF (DLN).
XMU.TO and DLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DLN is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree LargeCap Dividend Index. It was launched on Jun 16, 2006. Both XMU.TO and DLN 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: XMU.TO or DLN.
Key characteristics
| XMU.TO | DLN | |
|---|---|---|
| YTD Return | 27.03% | 23.57% |
| 1Y Return | 28.51% | 33.73% |
| 3Y Return (Ann) | 10.25% | 10.75% |
| 5Y Return (Ann) | 9.81% | 12.28% |
| 10Y Return (Ann) | 12.94% | 11.04% |
| Sharpe Ratio | 3.54 | 3.48 |
| Sortino Ratio | 5.69 | 4.83 |
| Omega Ratio | 1.74 | 1.66 |
| Calmar Ratio | 8.94 | 6.31 |
| Martin Ratio | 27.06 | 23.71 |
| Ulcer Index | 1.05% | 1.41% |
| Daily Std Dev | 8.02% | 9.62% |
| Max Drawdown | -27.31% | -57.84% |
| Current Drawdown | -0.11% | -0.67% |
Correlation
The correlation between XMU.TO and DLN is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XMU.TO vs. DLN - Performance Comparison
In the year-to-date period, XMU.TO achieves a 27.03% return, which is significantly higher than DLN's 23.57% return. Over the past 10 years, XMU.TO has outperformed DLN with an annualized return of 12.94%, while DLN has yielded a comparatively lower 11.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XMU.TO vs. DLN - Expense Ratio Comparison
XMU.TO has a 0.33% expense ratio, which is higher than DLN's 0.28% expense ratio.
Risk-Adjusted Performance
XMU.TO vs. DLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Min Vol USA Index ETF (XMU.TO) and WisdomTree US LargeCap Dividend ETF (DLN). 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
XMU.TO vs. DLN - Dividend Comparison
XMU.TO's dividend yield for the trailing twelve months is around 1.13%, less than DLN's 1.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMU.TO iShares MSCI Min Vol USA Index ETF | 1.13% | 1.41% | 1.17% | 1.06% | 1.68% | 1.44% | 1.48% | 1.59% | 1.83% | 1.43% | 4.96% | 1.30% |
DLN WisdomTree US LargeCap Dividend ETF | 1.99% | 2.43% | 2.53% | 2.02% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 3.01% | 2.34% | 2.40% |
Drawdowns
XMU.TO vs. DLN - Drawdown Comparison
The maximum XMU.TO drawdown since its inception was -27.31%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for XMU.TO and DLN. For additional features, visit the drawdowns tool.
Volatility
XMU.TO vs. DLN - Volatility Comparison
iShares MSCI Min Vol USA Index ETF (XMU.TO) and WisdomTree US LargeCap Dividend ETF (DLN) have volatilities of 3.25% and 3.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.