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XST.TO vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XST.TO vs. VTV

Last updated Apr 4, 2026

Compare and contrast key facts about iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and Vanguard Value ETF (VTV).

XST.TO and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XST.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Apr 12, 2011. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both XST.TO and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XST.TO vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XST.TO achieves a 3.17% return, which is significantly lower than VTV's 5.20% return. Over the past 10 years, XST.TO has underperformed VTV with an annualized return of 9.74%, while VTV has yielded a comparatively higher 12.59% annualized return.

XST.TO

1D
0.62%
1M
0.04%
YTD
3.17%
6M
9.24%
1Y
13.78%
3Y*
13.16%
5Y*
13.69%
10Y*
9.74%

VTV

1D
0.49%
1M
-1.42%
YTD
5.20%
6M
5.97%
1Y
19.09%
3Y*
16.29%
5Y*
13.28%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XST.TO vs. VTV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		3.17%16.38%19.83%6.37%8.76%20.39%3.48%12.13%1.65%6.95%
VTV
Vanguard Value ETF		5.20%9.98%25.92%6.91%4.89%25.39%0.60%19.48%2.54%9.69%

Correlation

The correlation between XST.TO and VTV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.

XST.TO vs. VTV - Expense Ratio Comparison

XST.TO has a 0.61% expense ratio, which is higher than VTV's 0.04% expense ratio.

XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
VTV
Vanguard Value ETF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P/TSX Capped Consumer Staples Index ETF

Vanguard Value ETF

Often compared with XST.TO:
XST.TO vs. VDCXST.TO vs. VOOXST.TO vs. BALTXST.TO vs. XQQ.TOXST.TO vs. XSTP.TOXST.TO vs. CHSCPXST.TO vs. XMU.TO
Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

XST.TO vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XST.TO
XST.TO Risk / Return Rank: 4747
Overall Rank
XST.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 3838
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 4141
Martin Ratio Rank
VTV
VTV Risk / Return Rank: 5454
Overall Rank
VTV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTV Omega Ratio Rank: 6060
Omega Ratio Rank
VTV Calmar Ratio Rank: 4444
Calmar Ratio Rank
VTV Martin Ratio Rank: 5454
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.

XST.TO vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and Vanguard Value ETF (VTV). 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.

XST.TOVTVDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.92

-0.02

Sortino ratio

Return per unit of downside risk

1.36

1.29

+0.07

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

2.00

1.22

+0.77

Martin ratio

Return relative to average drawdown

5.06

4.24

+0.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XST.TO vs. VTV - Sharpe Ratio Comparison

The current XST.TO Sharpe Ratio is 0.90, which is comparable to the VTV Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XST.TO and VTV, 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

XST.TOVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.92

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.11

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.84

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.35

0.97

-2.32

Drawdowns

XST.TO vs. VTV - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -99.99%, which is greater than VTV's maximum drawdown of -30.85%. Use the drawdown chart below to compare losses from any high point for XST.TO and VTV.

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Drawdown Indicators

XST.TOVTVDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-59.27%

-40.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-6.35%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

-17.04%

+6.18%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

-36.78%

+14.13%

Current Drawdown

Current decline from peak

-99.95%

-4.43%

-95.52%

Average Drawdown

Average peak-to-trough decline

-96.77%

-7.92%

-88.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.53%

+0.67%

Volatility

XST.TO vs. VTV - Volatility Comparison

iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a higher volatility of 5.40% compared to Vanguard Value ETF (VTV) at 3.89%. This indicates that XST.TO's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XST.TOVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

3.89%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

8.07%

+4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

14.80%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

11.97%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

14.97%

-0.09%

Dividends

XST.TO vs. VTV - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.67%, less than VTV's 2.02% yield.

TTM20252024202320222021202020192018201720162015
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		0.67%0.67%0.86%0.79%0.74%0.68%0.74%0.73%0.81%0.90%0.52%0.62%
VTV
Vanguard Value ETF		2.02%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%