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XSU.TO vs. OEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSU.TO vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.TO) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSU.TO is traded in CAD, while OEF is traded in USD. To make them comparable, the OEF 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 15.84% return, which is significantly higher than OEF's 10.90% return. Over the past 10 years, XSU.TO has underperformed OEF with an annualized return of 8.99%, while OEF has yielded a comparatively higher 17.56% annualized return.


XSU.TO

1D
-1.37%
1M
3.54%
YTD
15.84%
6M
14.30%
1Y
35.82%
3Y*
15.60%
5Y*
4.20%
10Y*
8.99%

OEF

1D
-0.46%
1M
7.54%
YTD
10.90%
6M
8.92%
1Y
31.22%
3Y*
25.98%
5Y*
19.01%
10Y*
17.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSU.TO vs. OEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSU.TO
iShares U.S. Small Cap Index ETF (CAD-Hedged)
15.84%10.50%9.67%14.70%-21.66%12.77%15.71%23.81%-12.82%13.66%
OEF
iShares S&P 100 ETF
10.90%14.31%41.97%29.79%-15.40%28.01%19.16%25.38%3.96%14.06%

Correlation

The correlation between XSU.TO and OEF is 0.58, 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

0.58

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

0.52

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

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

0.59

The correlation between XSU.TO and OEF has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

XSU.TO vs. OEF - Sectors Allocation Comparison


Sectors
XSU.TO
OEF

Industrials

17.5%
5.3%

Technology

16.9%
41.0%

Healthcare

16.5%
8.3%

Financial Services

15.9%
10.7%

Consumer Cyclical

8.4%
10.5%

Real Estate

6.2%
0.3%

Energy

6.2%
2.6%

Basic Materials

4.8%
0.5%

Utilities

2.9%
0.9%

Communication Services

2.5%
14.5%

Consumer Defensive

2.4%
5.4%

Industrials

XSU.TO
17.5%
OEF
5.3%

Technology

XSU.TO
16.9%
OEF
41.0%

Healthcare

XSU.TO
16.5%
OEF
8.3%

Financial Services

XSU.TO
15.9%
OEF
10.7%

Consumer Cyclical

XSU.TO
8.4%
OEF
10.5%

Real Estate

XSU.TO
6.2%
OEF
0.3%

Energy

XSU.TO
6.2%
OEF
2.6%

Basic Materials

XSU.TO
4.8%
OEF
0.5%

Utilities

XSU.TO
2.9%
OEF
0.9%

Communication Services

XSU.TO
2.5%
OEF
14.5%

Consumer Defensive

XSU.TO
2.4%
OEF
5.4%

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Return for Risk

XSU.TO vs. OEF — Risk / Return Rank

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

XSU.TO
XSU.TO Risk / Return Rank: 5656
Overall Rank
XSU.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XSU.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
XSU.TO Omega Ratio Rank: 4848
Omega Ratio Rank
XSU.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
XSU.TO Martin Ratio Rank: 6262
Martin Ratio Rank

OEF
OEF Risk / Return Rank: 6464
Overall Rank
OEF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 6767
Sortino Ratio Rank
OEF Omega Ratio Rank: 6868
Omega Ratio Rank
OEF Calmar Ratio Rank: 5353
Calmar Ratio Rank
OEF Martin Ratio Rank: 6262
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.

XSU.TO vs. OEF - 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 iShares S&P 100 ETF (OEF). 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.


XSU.TOOEFDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.31

1.46

-0.16

Calmar ratioReturn relative to maximum drawdown

3.10

2.76

+0.34

Martin ratioReturn relative to average drawdown

11.04

9.44

+1.61

XSU.TO vs. OEF - Sharpe Ratio Comparison

The current XSU.TO Sharpe Ratio is 1.83, which is comparable to the OEF Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of XSU.TO and OEF, 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


XSU.TOOEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.49

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.19

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

1.04

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.13

-0.87

Drawdowns

XSU.TO vs. OEF - Drawdown Comparison

The maximum XSU.TO drawdown since its inception was -62.62%, which is greater than OEF's maximum drawdown of -24.89%. Use the drawdown chart below to compare losses from any high point for XSU.TO and OEF.


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Drawdown Indicators


XSU.TOOEFDifference

Max Drawdown

Largest peak-to-trough decline

-62.62%

-24.89%

-37.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-11.34%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-28.16%

-19.96%

-8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-33.98%

-23.09%

-10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

-24.89%

-19.71%

Current Drawdown

Current decline from peak

-1.53%

-0.46%

-1.07%

Average Drawdown

Average peak-to-trough decline

-13.72%

-3.45%

-10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.32%

-0.07%

Volatility

XSU.TO vs. OEF - Volatility Comparison

iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.TO) has a higher volatility of 5.84% compared to iShares S&P 100 ETF (OEF) at 3.02%. This indicates that XSU.TO's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSU.TOOEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

3.02%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

9.38%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

12.61%

+7.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.74%

16.00%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.49%

16.89%

+6.60%

XSU.TO vs. OEF - Expense Ratio Comparison

XSU.TO has a 0.35% expense ratio, which is higher than OEF's 0.20% expense ratio.


Dividends

XSU.TO vs. OEF - Dividend Comparison

XSU.TO's dividend yield for the trailing twelve months is around 0.73%, less than OEF's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF
0.83%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
XSU.TO
iShares U.S. Small Cap Index ETF (CAD-Hedged)
0.73%0.85%0.93%1.09%1.28%0.73%0.79%1.00%1.12%0.95%1.16%1.28%

Frequently Asked Questions


XSU.TO and OEF have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OEF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OEF is cheaper with a 0.20% expense ratio, compared with 0.35% for XSU.TO.

XSU.TO is categorized as Small Cap Blend Equities, while OEF is Large Cap Blend Equities. XSU.TO tracks Morningstar US SMID TR CAD, while OEF tracks S&P 100 Index. Their fees differ too: 0.35% for XSU.TO and 0.20% for OEF.

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