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

Performance

XMV.TO vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI Min Vol Canada Index ETF (XMV.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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Returns By Period

In the year-to-date period, XMV.TO achieves a 8.91% return, which is significantly lower than XIU.TO's 11.56% return. Over the past 10 years, XMV.TO has underperformed XIU.TO with an annualized return of 9.57%, while XIU.TO has yielded a comparatively higher 12.74% annualized return.


XMV.TO

1D
1.11%
1M
2.85%
YTD
8.91%
6M
5.85%
1Y
16.70%
3Y*
16.05%
5Y*
11.25%
10Y*
9.57%

XIU.TO

1D
1.29%
1M
5.10%
YTD
11.56%
6M
12.35%
1Y
33.92%
3Y*
23.20%
5Y*
14.66%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XMV.TO
iShares MSCI Min Vol Canada Index ETF
8.91%17.87%15.63%10.94%-1.64%21.41%-1.75%23.41%-7.65%6.85%
XIU.TO
iShares S&P/TSX 60 Index ETF
11.56%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%

Correlation

The correlation between XMV.TO and XIU.TO is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2012

0.75

The correlation between XMV.TO and XIU.TO has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

XMV.TO vs. XIU.TO - Sectors Allocation Comparison


Sectors
XMV.TO
XIU.TO

Financial Services

34.6%
39.4%

Energy

14.6%
18.6%

Industrials

12.1%
7.9%

Basic Materials

9.3%
13.3%

Consumer Defensive

8.8%
3.2%

Utilities

7.4%
2.6%

Consumer Cyclical

5.0%
4.1%

Communication Services

4.1%
2.0%

Technology

3.6%
8.8%

Real Estate

0.5%
0.2%

Healthcare

-

-

Financial Services

XMV.TO
34.6%
XIU.TO
39.4%

Energy

XMV.TO
14.6%
XIU.TO
18.6%

Industrials

XMV.TO
12.1%
XIU.TO
7.9%

Basic Materials

XMV.TO
9.3%
XIU.TO
13.3%

Consumer Defensive

XMV.TO
8.8%
XIU.TO
3.2%

Utilities

XMV.TO
7.4%
XIU.TO
2.6%

Consumer Cyclical

XMV.TO
5.0%
XIU.TO
4.1%

Communication Services

XMV.TO
4.1%
XIU.TO
2.0%

Technology

XMV.TO
3.6%
XIU.TO
8.8%

Real Estate

XMV.TO
0.5%
XIU.TO
0.2%

Healthcare

XMV.TO

-

XIU.TO

-

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Return for Risk

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

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

XMV.TO
XMV.TO Risk / Return Rank: 5656
Overall Rank
XMV.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XMV.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
XMV.TO Omega Ratio Rank: 5858
Omega Ratio Rank
XMV.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
XMV.TO Martin Ratio Rank: 5858
Martin Ratio Rank

XIU.TO
XIU.TO Risk / Return Rank: 8787
Overall Rank
XIU.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8686
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9090
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.

XMV.TO vs. XIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Min Vol Canada Index ETF (XMV.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.


XMV.TOXIU.TODifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.35

1.52

-0.17

Calmar ratioReturn relative to maximum drawdown

2.85

4.45

-1.60

Martin ratioReturn relative to average drawdown

10.08

20.69

-10.61

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

The current XMV.TO Sharpe Ratio is 1.80, which is lower than the XIU.TO Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of XMV.TO and XIU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XMV.TOXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.89

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

1.15

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.85

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.51

+0.36

Drawdowns

XMV.TO vs. XIU.TO - Drawdown Comparison

The maximum XMV.TO drawdown since its inception was -35.58%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for XMV.TO and XIU.TO.


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Drawdown Indicators


XMV.TOXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-52.31%

+16.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.88%

-7.65%

+1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-12.36%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

-16.36%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-35.46%

-0.12%

Current Drawdown

Current decline from peak

-0.17%

0.00%

-0.17%

Average Drawdown

Average peak-to-trough decline

-3.13%

-11.62%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.64%

+0.02%

Volatility

XMV.TO vs. XIU.TO - Volatility Comparison

The current volatility for iShares MSCI Min Vol Canada Index ETF (XMV.TO) is 2.41%, while iShares S&P/TSX 60 Index ETF (XIU.TO) has a volatility of 3.43%. This indicates that XMV.TO experiences smaller price fluctuations and is considered to be less risky 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


XMV.TOXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

3.43%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

9.39%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

9.34%

11.79%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

12.79%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.94%

15.01%

-2.07%

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

XMV.TO has a 0.33% expense ratio, which is higher than XIU.TO's 0.18% expense ratio.


Dividends

XMV.TO vs. XIU.TO - Dividend Comparison

XMV.TO's dividend yield for the trailing twelve months is around 2.09%, less than XIU.TO's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
XIU.TO
iShares S&P/TSX 60 Index ETF
2.17%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%
XMV.TO
iShares MSCI Min Vol Canada Index ETF
2.09%2.21%2.33%2.62%2.41%2.04%2.73%2.44%2.93%2.49%2.11%2.47%

Frequently Asked Questions


XMV.TO and XIU.TO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.33% for XMV.TO.

XMV.TO tracks Morningstar Canada GR CAD, while XIU.TO tracks S&P/TSX 60 Index. Their fees differ too: 0.33% for XMV.TO and 0.18% for XIU.TO.

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