XRE.TO vs. VGT
Compare and contrast key facts about iShares S&P/TSX Capped REIT Index ETF (XRE.TO) and Vanguard Information Technology ETF (VGT).
XRE.TO and VGT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRE.TO is a passively managed fund by iShares that tracks the performance of the Morningstar DM REIT NR CAD. It was launched on Oct 17, 2002. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004. Both XRE.TO and VGT 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: XRE.TO or VGT.
Key characteristics
| XRE.TO | VGT | |
|---|---|---|
| YTD Return | 2.87% | 29.40% |
| 1Y Return | 16.83% | 41.46% |
| 3Y Return (Ann) | -4.57% | 12.41% |
| 5Y Return (Ann) | -0.35% | 23.00% |
| 10Y Return (Ann) | 4.22% | 20.95% |
| Sharpe Ratio | 0.89 | 1.94 |
| Sortino Ratio | 1.43 | 2.51 |
| Omega Ratio | 1.17 | 1.35 |
| Calmar Ratio | 0.54 | 2.68 |
| Martin Ratio | 2.92 | 9.65 |
| Ulcer Index | 5.08% | 4.22% |
| Daily Std Dev | 16.68% | 20.96% |
| Max Drawdown | -57.06% | -54.63% |
| Current Drawdown | -15.04% | -0.41% |
Correlation
The correlation between XRE.TO and VGT is 0.42, 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
XRE.TO vs. VGT - Performance Comparison
In the year-to-date period, XRE.TO achieves a 2.87% return, which is significantly lower than VGT's 29.40% return. Over the past 10 years, XRE.TO has underperformed VGT with an annualized return of 4.22%, while VGT has yielded a comparatively higher 20.95% 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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XRE.TO vs. VGT - Expense Ratio Comparison
XRE.TO has a 0.61% expense ratio, which is higher than VGT's 0.10% expense ratio.
Risk-Adjusted Performance
XRE.TO vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped REIT Index ETF (XRE.TO) and Vanguard Information Technology ETF (VGT). 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
XRE.TO vs. VGT - Dividend Comparison
XRE.TO's dividend yield for the trailing twelve months is around 4.79%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRE.TO iShares S&P/TSX Capped REIT Index ETF | 4.79% | 4.52% | 4.85% | 2.59% | 4.45% | 4.82% | 4.80% | 4.71% | 5.20% | 5.59% | 4.93% | 4.93% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
XRE.TO vs. VGT - Drawdown Comparison
The maximum XRE.TO drawdown since its inception was -57.06%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for XRE.TO and VGT. For additional features, visit the drawdowns tool.
Volatility
XRE.TO vs. VGT - Volatility Comparison
The current volatility for iShares S&P/TSX Capped REIT Index ETF (XRE.TO) is 5.38%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.28%. This indicates that XRE.TO experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.