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XSU.TO vs. ^DJI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XSU.TO and ^DJI is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

XSU.TO vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.TO) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.70%
8.51%
XSU.TO
^DJI

Key characteristics

Sharpe Ratio

XSU.TO:

0.64

^DJI:

1.25

Sortino Ratio

XSU.TO:

1.05

^DJI:

1.83

Omega Ratio

XSU.TO:

1.12

^DJI:

1.23

Calmar Ratio

XSU.TO:

0.58

^DJI:

2.13

Martin Ratio

XSU.TO:

2.64

^DJI:

5.77

Ulcer Index

XSU.TO:

4.77%

^DJI:

2.52%

Daily Std Dev

XSU.TO:

19.63%

^DJI:

11.62%

Max Drawdown

XSU.TO:

-62.62%

^DJI:

-53.78%

Current Drawdown

XSU.TO:

-9.11%

^DJI:

-1.86%

Returns By Period

In the year-to-date period, XSU.TO achieves a 1.36% return, which is significantly lower than ^DJI's 3.84% return. Over the past 10 years, XSU.TO has underperformed ^DJI with an annualized return of 6.03%, while ^DJI has yielded a comparatively higher 9.35% annualized return.


XSU.TO

YTD

1.36%

1M

-2.42%

6M

4.86%

1Y

13.24%

5Y*

5.36%

10Y*

6.03%

^DJI

YTD

3.84%

1M

0.34%

6M

8.51%

1Y

14.41%

5Y*

8.81%

10Y*

9.35%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

XSU.TO vs. ^DJI — Risk-Adjusted Performance Rank

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

XSU.TO
The Risk-Adjusted Performance Rank of XSU.TO is 2626
Overall Rank
The Sharpe Ratio Rank of XSU.TO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of XSU.TO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of XSU.TO is 2323
Omega Ratio Rank
The Calmar Ratio Rank of XSU.TO is 2828
Calmar Ratio Rank
The Martin Ratio Rank of XSU.TO is 2929
Martin Ratio Rank

^DJI
The Risk-Adjusted Performance Rank of ^DJI is 6060
Overall Rank
The Sharpe Ratio Rank of ^DJI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJI is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^DJI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ^DJI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ^DJI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XSU.TO vs. ^DJI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for XSU.TO, currently valued at 0.27, compared to the broader market0.002.004.000.271.16
The chart of Sortino ratio for XSU.TO, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.0012.000.541.70
The chart of Omega ratio for XSU.TO, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.22
The chart of Calmar ratio for XSU.TO, currently valued at 0.20, compared to the broader market0.005.0010.0015.0020.000.201.96
The chart of Martin ratio for XSU.TO, currently valued at 1.00, compared to the broader market0.0020.0040.0060.0080.00100.001.005.23
XSU.TO
^DJI

The current XSU.TO Sharpe Ratio is 0.64, which is lower than the ^DJI Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of XSU.TO and ^DJI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.27
1.16
XSU.TO
^DJI

Drawdowns

XSU.TO vs. ^DJI - Drawdown Comparison

The maximum XSU.TO drawdown since its inception was -62.62%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for XSU.TO and ^DJI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.23%
-1.86%
XSU.TO
^DJI

Volatility

XSU.TO vs. ^DJI - Volatility Comparison

iShares U.S. Small Cap Index ETF (CAD-Hedged) (XSU.TO) has a higher volatility of 4.31% compared to Dow Jones Industrial Average (^DJI) at 2.58%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
4.31%
2.58%
XSU.TO
^DJI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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