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

Performance

XMV.TO vs. XSTH.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 0-5 Year TIPS Bond Index ETF (CAD-Hedged) (XSTH.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 higher than XSTH.TO's 1.18% 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%

XSTH.TO

1D
-0.05%
1M
-0.03%
YTD
1.18%
6M
1.07%
1Y
2.61%
3Y*
3.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XMV.TO
iShares MSCI Min Vol Canada Index ETF
8.91%17.87%15.63%10.94%-1.64%4.39%
XSTH.TO
iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged)
1.18%4.20%3.68%3.90%-3.36%1.76%

Correlation

The correlation between XMV.TO and XSTH.TO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

0.17

The correlation between XMV.TO and XSTH.TO shifts across timeframes, from 0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XMV.TO vs. XSTH.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

XSTH.TO
XSTH.TO Risk / Return Rank: 3838
Overall Rank
XSTH.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XSTH.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
XSTH.TO Omega Ratio Rank: 4242
Omega Ratio Rank
XSTH.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSTH.TO Martin Ratio Rank: 4444
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. XSTH.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 0-5 Year TIPS Bond Index ETF (CAD-Hedged) (XSTH.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.TOXSTH.TODifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratioReturn relative to maximum drawdown

2.85

1.75

+1.10

Martin ratioReturn relative to average drawdown

10.08

7.02

+3.06

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

The current XMV.TO Sharpe Ratio is 1.80, which is higher than the XSTH.TO Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of XMV.TO and XSTH.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.TOXSTH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.20

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.63

+0.23

Drawdowns

XMV.TO vs. XSTH.TO - Drawdown Comparison

The maximum XMV.TO drawdown since its inception was -35.58%, which is greater than XSTH.TO's maximum drawdown of -5.98%. Use the drawdown chart below to compare losses from any high point for XMV.TO and XSTH.TO.


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Drawdown Indicators


XMV.TOXSTH.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-5.98%

-29.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.88%

-1.49%

-4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-1.49%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

Current Drawdown

Current decline from peak

-0.17%

-0.24%

+0.07%

Average Drawdown

Average peak-to-trough decline

-3.13%

-1.56%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

0.37%

+1.29%

Volatility

XMV.TO vs. XSTH.TO - Volatility Comparison

iShares MSCI Min Vol Canada Index ETF (XMV.TO) has a higher volatility of 2.41% compared to iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged) (XSTH.TO) at 0.40%. This indicates that XMV.TO's price experiences larger fluctuations and is considered to be riskier than XSTH.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.TOXSTH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

0.40%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

1.52%

+6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

9.34%

2.18%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

3.63%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.94%

3.63%

+9.31%

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

XMV.TO has a 0.33% expense ratio, which is higher than XSTH.TO's 0.16% expense ratio.


Dividends

XMV.TO vs. XSTH.TO - Dividend Comparison

XMV.TO's dividend yield for the trailing twelve months is around 2.09%, less than XSTH.TO's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XSTH.TO
iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged)
3.56%3.94%2.53%3.15%6.07%2.05%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XMV.TO and XSTH.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSTH.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSTH.TO is cheaper with a 0.16% expense ratio, compared with 0.33% for XMV.TO.

XMV.TO is categorized as Canada Equities, while XSTH.TO is Inflation-Protected Bonds. XMV.TO tracks Morningstar Canada GR CAD, while XSTH.TO tracks Morningstar Gbl Core Bd GR CAD. Their fees differ too: 0.33% for XMV.TO and 0.16% for XSTH.TO.

Portfolio Optimizer

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