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XTOT.TO vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTOT.TO vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with XTOT.TO having a 12.15% return and ITOT slightly higher at 12.62%.


XTOT.TO

1D
-0.23%
1M
0.76%
YTD
12.15%
6M
11.13%
1Y
26.70%
3Y*
5Y*
10Y*

ITOT

1D
-0.56%
1M
1.01%
YTD
12.62%
6M
11.35%
1Y
25.85%
3Y*
23.31%
5Y*
14.99%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTOT.TO vs. ITOT - Yearly Performance Comparison


Correlation

The correlation between XTOT.TO and ITOT is 0.76, 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

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2025

0.74

The correlation between XTOT.TO and ITOT has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.

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Return for Risk

XTOT.TO vs. ITOT — Risk / Return Rank

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

XTOT.TO
XTOT.TO Risk / Return Rank: 6666
Overall Rank
XTOT.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XTOT.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
XTOT.TO Omega Ratio Rank: 7070
Omega Ratio Rank
XTOT.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
XTOT.TO Martin Ratio Rank: 6060
Martin Ratio Rank

ITOT
ITOT Risk / Return Rank: 5858
Overall Rank
ITOT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 5454
Sortino Ratio Rank
ITOT Omega Ratio Rank: 5555
Omega Ratio Rank
ITOT Calmar Ratio Rank: 5656
Calmar Ratio Rank
ITOT Martin Ratio Rank: 6767
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.

XTOT.TO vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.


XTOT.TOITOTDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

2.78

2.91

-0.12

Martin ratioReturn relative to average drawdown

9.42

10.77

-1.35

XTOT.TO vs. ITOT - Sharpe Ratio Comparison

The current XTOT.TO Sharpe Ratio is 1.97, which is comparable to the ITOT Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XTOT.TO and ITOT, 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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Drawdowns

XTOT.TO vs. ITOT - Drawdown Comparison

The maximum XTOT.TO drawdown since its inception was -9.64%, smaller than the maximum ITOT drawdown of -46.49%. Use the drawdown chart below to compare losses from any high point for XTOT.TO and ITOT.


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Drawdown Indicators


XTOT.TOITOTDifference

Max Drawdown

Largest peak-to-trough decline

-9.64%

-46.49%

+36.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-8.93%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

Max Drawdown (10Y)

Largest decline over 10 years

-29.09%

Current Drawdown

Current decline from peak

-1.96%

-1.42%

-0.54%

Average Drawdown

Average peak-to-trough decline

-1.80%

-8.07%

+6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.41%

+0.43%

Volatility

XTOT.TO vs. ITOT - Volatility Comparison

The current volatility for iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) is 4.62%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 5.21%. This indicates that XTOT.TO experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTOT.TOITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.21%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

10.48%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

13.18%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

18.39%

-4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.48%

19.31%

-5.83%

XTOT.TO vs. ITOT - Expense Ratio Comparison

XTOT.TO has a 0.07% expense ratio, which is higher than ITOT's 0.03% 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

XTOT.TO vs. ITOT - Dividend Comparison

XTOT.TO's dividend yield for the trailing twelve months is around 0.83%, less than ITOT's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.02%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
XTOT.TO
iShares Core S&P Total U.S. Stock Market Index ETF
0.83%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTOT.TO and ITOT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITOT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITOT is cheaper with a 0.03% expense ratio, compared with 0.07% for XTOT.TO.

Both ETFs track S&P Total Market Index. Their fees differ too: 0.07% for XTOT.TO and 0.03% for ITOT.

Portfolio Optimizer

Find the right allocation for XTOT.TO and ITOT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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