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XSMC.TO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

XSMC.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P U.S. Small-Cap Index ETF (XSMC.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSMC.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSMC.TO achieves a 24.78% return, which is significantly higher than ^GSPC's 13.47% return.


XSMC.TO

1D
0.37%
1M
2.48%
6M
16.58%
YTD
24.78%
1Y
36.16%
3Y*
16.64%
5Y*
10.13%
10Y*

^GSPC

1D
-0.34%
1M
0.84%
6M
10.59%
YTD
13.47%
1Y
24.32%
3Y*
21.66%
5Y*
14.32%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSMC.TO vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XSMC.TO
iShares S&P U.S. Small-Cap Index ETF
24.78%0.80%17.06%13.25%-10.56%25.11%8.66%4.03%
^GSPC
S&P 500 Index
13.50%11.07%33.75%21.28%-14.34%26.83%13.50%6.96%

Correlation

The correlation between XSMC.TO and ^GSPC is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.58

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

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2019

0.55

The correlation between XSMC.TO and ^GSPC has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

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Return for Risk

XSMC.TO vs. ^GSPC — Risk / Return Rank

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

XSMC.TO
XSMC.TO Risk / Return Rank: 8383
Overall Rank
XSMC.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XSMC.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
XSMC.TO Omega Ratio Rank: 7575
Omega Ratio Rank
XSMC.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
XSMC.TO Martin Ratio Rank: 8888
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8181
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 8181
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8484
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7474
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

XSMC.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Small-Cap Index ETF (XSMC.TO) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XSMC.TO^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratioReturn relative to maximum drawdown

4.28

2.66

+1.62

Martin ratioReturn relative to average drawdown

15.13

9.86

+5.27

XSMC.TO vs. ^GSPC - Sharpe Ratio Comparison

The current XSMC.TO Sharpe Ratio is 2.04, which is comparable to the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of XSMC.TO and ^GSPC, 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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Drawdowns

XSMC.TO vs. ^GSPC - Drawdown Comparison

The maximum XSMC.TO drawdown since its inception was -37.30%, smaller than the maximum ^GSPC drawdown of -48.87%. Use the drawdown chart below to compare losses from any high point for XSMC.TO and ^GSPC.


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Drawdown Indicators


XSMC.TO^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-37.30%

-48.87%

+11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-9.17%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-27.05%

-19.59%

-7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-23.14%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-3.23%

-0.85%

-2.38%

Average Drawdown

Average peak-to-trough decline

-7.97%

-9.63%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.47%

-0.07%

Volatility

XSMC.TO vs. ^GSPC - Volatility Comparison

iShares S&P U.S. Small-Cap Index ETF (XSMC.TO) has a higher volatility of 5.12% compared to S&P 500 Index (^GSPC) at 3.80%. This indicates that XSMC.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSMC.TO^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

3.80%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

10.36%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

12.89%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.67%

17.94%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

19.12%

+4.12%

Frequently Asked Questions


XSMC.TO and ^GSPC have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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