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XSUS.TO vs. VUN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSUS.TO vs. VUN.TO

Last updated Jun 4, 2026

XSUS.TO (iShares ESG Aware MSCI USA Index ETF) and VUN.TO (Vanguard U.S. Total Market Index ETF) are both exchange-traded funds - XSUS.TO is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Focus Index, while VUN.TO is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index CAD. Both are passively managed. Over the past 5 years, XSUS.TO returned 14.81%/yr vs 15.50%/yr for VUN.TO. Their correlation of 0.82 suggests significant overlap in exposure. XSUS.TO charges 0.22%/yr vs 0.17%/yr for VUN.TO.

Performance

XSUS.TO vs. VUN.TO - 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 U.S. Total Market Index ETF (VUN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XSUS.TO having a 12.45% return and VUN.TO slightly lower at 12.43%.

XSUS.TO

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

VUN.TO

1D
-0.39%
1M
7.17%
YTD
12.43%
6M
10.44%
1Y
29.34%
3Y*
23.05%
5Y*
15.50%
10Y*
15.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSUS.TO vs. VUN.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
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%
VUN.TO
Vanguard U.S. Total Market Index ETF		12.43%11.43%33.76%23.00%-14.20%24.54%18.22%11.88%

Correlation

The correlation between XSUS.TO and VUN.TO is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.93

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

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2019

0.82

The correlation between XSUS.TO and VUN.TO shifts across timeframes, from 0.82 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

XSUS.TO vs. VUN.TO - Sectors Allocation Comparison

Sectors
XSUS.TO
VUN.TO

Technology

38.4%
31.5%

Financial Services

11.6%
12.5%

Communication Services

9.8%
9.7%

Consumer Cyclical

9.5%
10.0%

Healthcare

8.6%
10.2%

Industrials

8.3%
9.9%

Consumer Defensive

4.0%
5.0%

Energy

3.5%
4.2%

Utilities

2.4%
2.5%

Real Estate

2.1%
2.5%

Basic Materials

1.6%
2.2%

Technology

XSUS.TO
38.4%
VUN.TO
31.5%

Financial Services

XSUS.TO
11.6%
VUN.TO
12.5%

Communication Services

XSUS.TO
9.8%
VUN.TO
9.7%

Consumer Cyclical

XSUS.TO
9.5%
VUN.TO
10.0%

Healthcare

XSUS.TO
8.6%
VUN.TO
10.2%

Industrials

XSUS.TO
8.3%
VUN.TO
9.9%

Consumer Defensive

XSUS.TO
4.0%
VUN.TO
5.0%

Energy

XSUS.TO
3.5%
VUN.TO
4.2%

Utilities

XSUS.TO
2.4%
VUN.TO
2.5%

Real Estate

XSUS.TO
2.1%
VUN.TO
2.5%

Basic Materials

XSUS.TO
1.6%
VUN.TO
2.2%

Compare stocks, funds, or ETFs

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iShares ESG Aware MSCI USA Index ETF

Vanguard U.S. Total Market Index ETF

Often compared with XSUS.TO:
XSUS.TO vs. XUSR.TOXSUS.TO vs. XEQT.TOXSUS.TO vs. XINC.TOXSUS.TO vs. DSIXSUS.TO vs. XSAB.TOXSUS.TO vs. VFV.TOXSUS.TO vs. SCHD
Often compared with VUN.TO:
VUN.TO vs. XUU.TOVUN.TO vs. VCN.TOVUN.TO vs. VOOVUN.TO vs. VTIVUN.TO vs. VEQT.TOVUN.TO vs. TPU.TOVUN.TO vs. SPY

Return for Risk

XSUS.TO vs. VUN.TO — 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: 6363
Overall Rank
XSUS.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XSUS.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
XSUS.TO Omega Ratio Rank: 7171
Omega Ratio Rank
XSUS.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
XSUS.TO Martin Ratio Rank: 5454
Martin Ratio Rank
VUN.TO
VUN.TO Risk / Return Rank: 7272
Overall Rank
VUN.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 7474
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 6969
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.

XSUS.TO vs. VUN.TO - 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 U.S. Total Market Index ETF (VUN.TO). 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.TOVUN.TODifference
Sharpe ratioReturn per unit of total volatility
2.30
2.47

-0.17

Sortino ratioReturn per unit of downside risk
3.16
3.39

-0.24

Omega ratioGain probability vs. loss probability

1.42

1.45

-0.03

Calmar ratioReturn relative to maximum drawdown

2.74

3.46

-0.72

Martin ratioReturn relative to average drawdown

9.30

12.96

-3.67

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. VUN.TO - Sharpe Ratio Comparison

The current XSUS.TO Sharpe Ratio is 2.30, which is comparable to the VUN.TO Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of XSUS.TO and VUN.TO, 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

XSUS.TOVUN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.47

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.01

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.93

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.01

-0.05

Drawdowns

XSUS.TO vs. VUN.TO - Drawdown Comparison

The maximum XSUS.TO drawdown since its inception was -28.32%, roughly equal to the maximum VUN.TO drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for XSUS.TO and VUN.TO.

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Drawdown Indicators

XSUS.TOVUN.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-28.19%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-8.51%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.45%

-19.88%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-23.67%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.19%

—

Current Drawdown

Current decline from peak

-0.23%

-0.39%

+0.16%

Average Drawdown

Average peak-to-trough decline

-4.98%

-3.80%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.27%

+0.69%

Volatility

XSUS.TO vs. VUN.TO - Volatility Comparison

iShares ESG Aware MSCI USA Index ETF (XSUS.TO) and Vanguard U.S. Total Market Index ETF (VUN.TO) have volatilities of 2.91% and 3.04%, 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.

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Volatility by Period

XSUS.TOVUN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

3.04%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

8.81%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

11.97%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

15.43%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

16.70%

-0.12%

XSUS.TO vs. VUN.TO - Expense Ratio Comparison

XSUS.TO has a 0.22% expense ratio, which is higher than VUN.TO's 0.17% 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. VUN.TO - Dividend Comparison

XSUS.TO's dividend yield for the trailing twelve months is around 0.74%, which matches VUN.TO's 0.74% yield.

PositionTTM20252024202320222021202020192018201720162015
VUN.TO
Vanguard U.S. Total Market Index ETF		0.74%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.49%1.49%
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

With a correlation of 0.95, XSUS.TO and VUN.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUN.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUN.TO is cheaper with a 0.17% expense ratio, compared with 0.22% for XSUS.TO.

XSUS.TO is categorized as Large Cap Growth Equities, while VUN.TO is Large Cap Blend Equities. XSUS.TO tracks MSCI USA Extended ESG Focus Index, while VUN.TO tracks CRSP US Total Market Index CAD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.22% for XSUS.TO and 0.17% for VUN.TO.

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