XSMC.TO vs. TTWO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares S&P U.S. Small-Cap Index ETF (XSMC.TO) and Take-Two Interactive Software, Inc. (TTWO).

XSMC.TO is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 4, 2019.

Performance

XSMC.TO vs. TTWO - 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 Take-Two Interactive Software, Inc. (TTWO). The values are adjusted to include any dividend payments, if applicable.

XSMC.TO vs. TTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XSMC.TO iShares S&P U.S. Small-Cap Index ETF	4.91%	0.80%	17.06%	13.24%	-10.56%	25.12%	8.66%	3.84%
TTWO Take-Two Interactive Software, Inc.	-21.82%	32.71%	24.20%	51.16%	-37.23%	-15.24%	66.85%	-4.74%

Different Trading Currencies

XSMC.TO is traded in CAD, while TTWO is traded in USD. To make them comparable, the TTWO 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 4.91% return, which is significantly higher than TTWO's -21.82% return.

XSMC.TO

• 1D: 2.67%
• 1M: -2.15%
• YTD: 4.91%
• 6M: 5.03%
• 1Y: 16.09%
• 3Y*: 11.13%
• 5Y*: 5.95%
• 10Y*: —

TTWO

• 1D: 0.00%
• 1M: -6.08%
• YTD: -21.82%
• 6M: -22.82%
• 1Y: -8.61%
• 3Y*: 19.43%
• 5Y*: 3.98%
• 10Y*: 18.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XSMC.TO vs. TTWO — 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: 40
XSMC.TO Sharpe Ratio Rank: 37
XSMC.TO Sortino Ratio Rank: 39
XSMC.TO Omega Ratio Rank: 37
XSMC.TO Calmar Ratio Rank: 44
XSMC.TO Martin Ratio Rank: 43

TTWO

TTWO Risk / Return Rank: 31
TTWO Sharpe Ratio Rank: 32
TTWO Sortino Ratio Rank: 28
TTWO Omega Ratio Rank: 28
TTWO Calmar Ratio Rank: 36
TTWO Martin Ratio Rank: 33

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. TTWO - 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 Take-Two Interactive Software, Inc. (TTWO). 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.

	XSMC.TO	TTWO	Difference
Sharpe ratio Return per unit of total volatility	0.68	-0.29	+0.97
Sortino ratio Return per unit of downside risk	1.10	-0.19	+1.29
Omega ratio Gain probability vs. loss probability	1.14	0.97	+0.17
Calmar ratio Return relative to maximum drawdown	1.13	-0.27	+1.40
Martin ratio Return relative to average drawdown	4.01	-0.71	+4.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSMC.TO vs. TTWO - Sharpe Ratio Comparison

The current XSMC.TO Sharpe Ratio is 0.68, which is higher than the TTWO Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of XSMC.TO and TTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XSMC.TO	TTWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	-0.29	+0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.13	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.59	-0.20

Correlation

The correlation between XSMC.TO and TTWO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XSMC.TO vs. TTWO - Dividend Comparison

XSMC.TO's dividend yield for the trailing twelve months is around 1.11%, while TTWO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
XSMC.TO iShares S&P U.S. Small-Cap Index ETF	1.11%	1.16%	1.74%	1.00%	1.09%	1.19%	0.78%	0.60%
TTWO Take-Two Interactive Software, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

XSMC.TO vs. TTWO - Drawdown Comparison

The maximum XSMC.TO drawdown since its inception was -37.30%, smaller than the maximum TTWO drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for XSMC.TO and TTWO.

Drawdown Indicators

	XSMC.TO	TTWO	Difference
Max Drawdown Largest peak-to-trough decline	-37.30%	-80.85%	+43.55%
Max Drawdown (1Y) Largest decline over 1 year	-15.14%	-27.68%	+12.54%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	-51.50%	+24.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-56.14%	—
Current Drawdown Current decline from peak	-4.07%	-24.43%	+20.36%
Average Drawdown Average peak-to-trough decline	-8.29%	-27.87%	+19.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.27%	10.24%	-5.97%

Volatility

XSMC.TO vs. TTWO - Volatility Comparison

The current volatility for iShares S&P U.S. Small-Cap Index ETF (XSMC.TO) is 6.44%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 7.54%. This indicates that XSMC.TO experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSMC.TO	TTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	7.54%	-1.10%
Volatility (6M) Calculated over the trailing 6-month period	13.63%	22.14%	-8.51%
Volatility (1Y) Calculated over the trailing 1-year period	23.61%	30.19%	-6.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.68%	31.23%	-11.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.51%	33.50%	-9.99%