PortfoliosLab logoPortfoliosLab logo
XST.TO vs. VV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XST.TO vs. VV - 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 Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Different Trading Currencies

XST.TO is traded in CAD, while VV is traded in USD. To make them comparable, the VV 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 higher than VV's -2.59% return. Over the past 10 years, XST.TO has underperformed VV with an annualized return of 9.74%, while VV has yielded a comparatively higher 14.88% 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%

VV

1D
0.47%
1M
-2.08%
YTD
-2.59%
6M
-2.16%
1Y
21.64%
3Y*
20.09%
5Y*
13.84%
10Y*
14.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XST.TO vs. VV - 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%
VV
Vanguard Large-Cap ETF
-2.59%12.69%36.01%24.38%-14.20%26.26%18.99%24.80%3.64%14.24%

Correlation

The correlation between XST.TO and VV is 0.29, 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. VV - Expense Ratio Comparison

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


Compare stocks, funds, or ETFs

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


Return for Risk

XST.TO vs. VV — 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

VV
VV Risk / Return Rank: 5151
Overall Rank
VV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VV Sortino Ratio Rank: 5151
Sortino Ratio Rank
VV Omega Ratio Rank: 5555
Omega Ratio Rank
VV Calmar Ratio Rank: 4545
Calmar Ratio Rank
VV Martin Ratio Rank: 5656
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. VV - 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 Large-Cap ETF (VV). 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.TOVVDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.81

+0.09

Sortino ratio

Return per unit of downside risk

1.36

1.22

+0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

2.00

1.26

+0.74

Martin ratio

Return relative to average drawdown

5.06

4.57

+0.50

XST.TO vs. VV - Sharpe Ratio Comparison

The current XST.TO Sharpe Ratio is 0.90, which is comparable to the VV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of XST.TO and VV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading graphics...

Sharpe Ratios by Period


XST.TOVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.81

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.91

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.91

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.35

1.05

-2.40

Drawdowns

XST.TO vs. VV - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -99.99%, which is greater than VV's maximum drawdown of -27.94%. Use the drawdown chart below to compare losses from any high point for XST.TO and VV.


Loading graphics...

Drawdown Indicators


XST.TOVVDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-54.81%

-45.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-9.21%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

-25.66%

+14.80%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

-34.28%

+11.63%

Current Drawdown

Current decline from peak

-99.95%

-5.71%

-94.24%

Average Drawdown

Average peak-to-trough decline

-96.77%

-6.88%

-89.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.64%

+0.56%

Volatility

XST.TO vs. VV - Volatility Comparison

iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and Vanguard Large-Cap ETF (VV) have volatilities of 5.40% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XST.TOVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

5.22%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

9.66%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

18.36%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

15.30%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

16.45%

-1.57%

Dividends

XST.TO vs. VV - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.67%, less than VV's 1.12% 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%
VV
Vanguard Large-Cap ETF
1.12%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%