XSU.TO vs. ^DJI
XSU.TO (iShares U.S. Small Cap Index ETF (CAD-Hedged)) is Small Cap Blend Equities fund tracking the Morningstar US SMID TR CAD, while ^DJI (Dow Jones Industrial Average) is an index. Over the past 10 years, XSU.TO returned 8.91%/yr vs 11.96%/yr for ^DJI. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
XSU.TO vs. ^DJI - Performance Comparison
Loading charts...
Different Trading Currencies
XSU.TO is traded in CAD, while ^DJI is traded in USD. To make them comparable, the ^DJI values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSU.TO achieves a 19.18% return, which is significantly higher than ^DJI's 12.42% return. Over the past 10 years, XSU.TO has underperformed ^DJI with an annualized return of 8.91%, while ^DJI has yielded a comparatively higher 11.96% annualized return.
XSU.TO
- 1D
- 0.45%
- 1M
- 0.48%
- 6M
- 11.44%
- YTD
- 19.18%
- 1Y
- 33.39%
- 3Y*
- 14.73%
- 5Y*
- 5.97%
- 10Y*
- 8.91%
^DJI
- 1D
- -0.41%
- 1M
- 2.55%
- 6M
- 8.41%
- YTD
- 12.42%
- 1Y
- 22.64%
- 3Y*
- 17.81%
- 5Y*
- 11.12%
- 10Y*
- 11.96%
XSU.TO vs. ^DJI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSU.TO iShares U.S. Small Cap Index ETF (CAD-Hedged) | 19.18% | 10.50% | 9.67% | 14.70% | -21.69% | 12.78% | 15.72% | 23.82% | -12.81% | 13.67% |
^DJI Dow Jones Industrial Average | 12.42% | 7.82% | 22.44% | 11.00% | -3.00% | 18.67% | 4.70% | 17.30% | 2.30% | 16.61% |
Correlation
The correlation between XSU.TO and ^DJI is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 18, 2007 | 0.64 |
The correlation between XSU.TO and ^DJI has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.
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
XSU.TO vs. ^DJI — Risk / Return Rank
XSU.TO
^DJI
XSU.TO vs. ^DJI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.TO) and Dow Jones Industrial Average (^DJI). 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.
| XSU.TO | ^DJI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 2.44 | +0.45 |
| Martin ratioReturn relative to average drawdown | 10.28 | 8.30 | +1.98 |
Loading charts...
Drawdowns
XSU.TO vs. ^DJI - Drawdown Comparison
The maximum XSU.TO drawdown since its inception was -62.61%, which is greater than ^DJI's maximum drawdown of -43.42%. Use the drawdown chart below to compare losses from any high point for XSU.TO and ^DJI.
Loading charts...
Drawdown Indicators
| XSU.TO | ^DJI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.61% | -43.42% | -19.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -9.33% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -28.16% | -18.01% | -10.15% |
Max Drawdown (5Y)Largest decline over 5 years | -34.00% | -18.01% | -15.99% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -31.55% | -13.05% |
Current DrawdownCurrent decline from peak | -1.56% | -1.82% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -13.64% | -8.62% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.74% | +0.52% |
Volatility
XSU.TO vs. ^DJI - Volatility Comparison
iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.TO) has a higher volatility of 3.87% compared to Dow Jones Industrial Average (^DJI) at 2.81%. This indicates that XSU.TO's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XSU.TO | ^DJI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 2.81% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.21% | 10.28% | +3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 12.82% | +7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 15.88% | +6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.44% | 18.61% | +4.83% |
Frequently Asked Questions
XSU.TO and ^DJI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XSU.TO and ^DJI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer