XSUS.TO vs. VBTLX

Last updated Jun 4, 2026

XSUS.TO (iShares ESG Aware MSCI USA Index ETF) and VBTLX (Vanguard Total Bond Market Index Fund Admiral Shares) are both funds - XSUS.TO is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Focus Index, while VBTLX is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 5 years, XSUS.TO returned 14.81%/yr vs 2.93%/yr for VBTLX. At a correlation of -0.04, they often move in opposite directions. XSUS.TO charges 0.22%/yr vs 0.04%/yr for VBTLX.

Performance

XSUS.TO vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Aware MSCI USA Index ETF (XSUS.TO) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XSUS.TO achieves a 12.45% return, which is significantly higher than VBTLX's 1.29% return.

XSUS.TO

• 1D: -0.23%
• 1M: 7.89%
• YTD: 12.45%
• 6M: 8.87%
• 1Y: 27.43%
• 3Y*: 21.61%
• 5Y*: 14.81%
• 10Y*: —

VBTLX

• 1D: 0.31%
• 1M: 2.14%
• YTD: 1.29%
• 6M: -0.45%
• 1Y: 6.27%
• 3Y*: 5.11%
• 5Y*: 2.93%
• 10Y*: 2.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XSUS.TO vs. VBTLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XSUS.TO iShares ESG Aware MSCI USA Index ETF	12.45%	9.48%	32.85%	21.80%	-15.17%	26.44%	18.78%	13.32%
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares	1.29%	2.25%	9.96%	3.41%	-6.97%	-2.70%	5.90%	2.60%

Correlation

The correlation between XSUS.TO and VBTLX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.02
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019	-0.04

The correlation between XSUS.TO and VBTLX shifts across timeframes, from -0.04 (all time) to 0.17 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

XSUS.TO vs. VBTLX — Risk / Return Rank

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

XSUS.TO

XSUS.TO Risk / Return Rank: 63
XSUS.TO Sharpe Ratio Rank: 69
XSUS.TO Sortino Ratio Rank: 68
XSUS.TO Omega Ratio Rank: 71
XSUS.TO Calmar Ratio Rank: 55
XSUS.TO Martin Ratio Rank: 54

VBTLX

VBTLX Risk / Return Rank: 23
VBTLX Sharpe Ratio Rank: 23
VBTLX Sortino Ratio Rank: 24
VBTLX Omega Ratio Rank: 21
VBTLX Calmar Ratio Rank: 25
VBTLX Martin Ratio Rank: 21

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.

XSUS.TO vs. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Index ETF (XSUS.TO) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.

	XSUS.TO	VBTLX	Difference
Sharpe ratio: Return per unit of total volatility	2.30	1.16	+1.13
Sortino ratio: Return per unit of downside risk	3.16	1.69	+1.46
Omega ratio: Gain probability vs. loss probability	1.42	1.20	+0.22
Calmar ratio: Return relative to maximum drawdown	2.74	1.42	+1.32
Martin ratio: Return relative to average drawdown	9.30	3.39	+5.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSUS.TO vs. VBTLX - Sharpe Ratio Comparison

The current XSUS.TO Sharpe Ratio is 2.30, which is higher than the VBTLX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of XSUS.TO and VBTLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XSUS.TO	VBTLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	1.16	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	0.37	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.44	+0.52

Drawdowns

XSUS.TO vs. VBTLX - Drawdown Comparison

The maximum XSUS.TO drawdown since its inception was -28.32%, which is greater than VBTLX's maximum drawdown of -19.98%. Use the drawdown chart below to compare losses from any high point for XSUS.TO and VBTLX.

Drawdown Indicators

	XSUS.TO	VBTLX	Difference
Max Drawdown Largest peak-to-trough decline	-28.32%	-19.98%	-8.34%
Max Drawdown (1Y) Largest decline over 1 year	-10.05%	-4.48%	-5.57%
Max Drawdown (3Y) Largest decline over 3 years	-20.45%	-6.84%	-13.61%
Max Drawdown (5Y) Largest decline over 5 years	-24.02%	-12.86%	-11.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-19.98%	—
Current Drawdown Current decline from peak	-0.23%	-1.83%	+1.60%
Average Drawdown Average peak-to-trough decline	-4.98%	-6.51%	+1.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	1.87%	+1.09%

Volatility

XSUS.TO vs. VBTLX - Volatility Comparison

iShares ESG Aware MSCI USA Index ETF (XSUS.TO) has a higher volatility of 2.91% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.24%. This indicates that XSUS.TO's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSUS.TO	VBTLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	1.24%	+1.67%
Volatility (6M) Calculated over the trailing 6-month period	9.19%	4.23%	+4.96%
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	5.48%	+6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.06%	7.86%	+7.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	7.86%	+8.72%

XSUS.TO vs. VBTLX - Expense Ratio Comparison

XSUS.TO has a 0.22% expense ratio, which is higher than VBTLX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XSUS.TO vs. VBTLX - Dividend Comparison

XSUS.TO's dividend yield for the trailing twelve months is around 0.74%, less than VBTLX's 3.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares	3.98%	3.87%	3.69%	3.10%	2.59%	1.96%	2.39%	2.74%	2.57%	2.56%	2.53%	2.82%
XSUS.TO iShares ESG Aware MSCI USA Index ETF	0.74%	0.83%	0.81%	1.09%	0.96%	0.83%	0.92%	0.66%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XSUS.TO and VBTLX in my portfolio?

XSUS.TO and VBTLX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.