XMU.TO vs. XST.TO
Compare and contrast key facts about iShares MSCI Min Vol USA Index ETF (XMU.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO).
XMU.TO and XST.TO 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. XST.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Apr 12, 2011. Both XMU.TO and XST.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMU.TO or XST.TO.
Key characteristics
| XMU.TO | XST.TO | |
|---|---|---|
| YTD Return | 20.67% | 19.17% |
| 1Y Return | 23.63% | 22.42% |
| 3Y Return (Ann) | 8.97% | 13.37% |
| 5Y Return (Ann) | 8.56% | 10.25% |
| 10Y Return (Ann) | 13.15% | 11.75% |
| Sharpe Ratio | 3.07 | 1.79 |
| Daily Std Dev | 7.63% | 12.49% |
| Max Drawdown | -27.31% | -100.00% |
| Current Drawdown | -0.66% | -99.99% |
Correlation
The correlation between XMU.TO and XST.TO is 0.48, 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.
Performance
XMU.TO vs. XST.TO - Performance Comparison
In the year-to-date period, XMU.TO achieves a 20.67% return, which is significantly higher than XST.TO's 19.17% return. Over the past 10 years, XMU.TO has outperformed XST.TO with an annualized return of 13.15%, while XST.TO has yielded a comparatively lower 11.75% 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. XST.TO - Expense Ratio Comparison
XMU.TO has a 0.33% expense ratio, which is lower than XST.TO's 0.61% expense ratio.
Risk-Adjusted Performance
XMU.TO vs. XST.TO - 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 iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.
Dividends
XMU.TO vs. XST.TO - Dividend Comparison
XMU.TO's dividend yield for the trailing twelve months is around 1.20%, more than XST.TO's 0.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMU.TO iShares MSCI Min Vol USA Index ETF | 1.20% | 1.41% | 1.17% | 1.06% | 1.68% | 1.44% | 1.48% | 1.59% | 1.83% | 1.43% | 4.96% | 1.30% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.82% | 0.79% | 0.74% | 0.68% | 0.73% | 0.72% | 0.80% | 0.89% | 0.51% | 0.62% | 1.33% | 0.75% |
Drawdowns
XMU.TO vs. XST.TO - Drawdown Comparison
The maximum XMU.TO drawdown since its inception was -27.31%, smaller than the maximum XST.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for XMU.TO and XST.TO. For additional features, visit the drawdowns tool.
Volatility
XMU.TO vs. XST.TO - Volatility Comparison
The current volatility for iShares MSCI Min Vol USA Index ETF (XMU.TO) is 2.52%, while iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a volatility of 3.25%. This indicates that XMU.TO experiences smaller price fluctuations and is considered to be less risky than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.