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

Performance

XTOT.TO vs. TULV.TO - 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 TD Q U.S. Low Volatility ETF (TULV.TO). The values are adjusted to include any dividend payments, if applicable.

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XTOT.TO vs. TULV.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XTOT.TO achieves a -2.69% return, which is significantly lower than TULV.TO's 3.26% return.


XTOT.TO

1D
3.22%
1M
-2.94%
YTD
-2.69%
6M
-1.74%
1Y
3Y*
5Y*
10Y*

TULV.TO

1D
0.26%
1M
-3.98%
YTD
3.26%
6M
3.11%
1Y
-0.99%
3Y*
9.28%
5Y*
10.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTOT.TO vs. TULV.TO - Expense Ratio Comparison

XTOT.TO has a 0.07% expense ratio, which is lower than TULV.TO's 0.35% expense ratio.


Return for Risk

XTOT.TO vs. TULV.TO — Risk / Return Rank

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

XTOT.TO

TULV.TO
TULV.TO Risk / Return Rank: 1111
Overall Rank
TULV.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TULV.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
TULV.TO Omega Ratio Rank: 99
Omega Ratio Rank
TULV.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
TULV.TO Martin Ratio Rank: 1212
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. TULV.TO - 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 TD Q U.S. Low Volatility ETF (TULV.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XTOT.TO vs. TULV.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XTOT.TOTULV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.76

+0.42

Correlation

The correlation between XTOT.TO and TULV.TO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XTOT.TO vs. TULV.TO - Dividend Comparison

XTOT.TO's dividend yield for the trailing twelve months is around 0.71%, less than TULV.TO's 1.77% yield.


TTM202520242023202220212020
XTOT.TO
iShares Core S&P Total U.S. Stock Market Index ETF
0.71%0.54%0.00%0.00%0.00%0.00%0.00%
TULV.TO
TD Q U.S. Low Volatility ETF
1.77%1.80%1.48%1.96%1.57%1.37%0.83%

Drawdowns

XTOT.TO vs. TULV.TO - Drawdown Comparison

The maximum XTOT.TO drawdown since its inception was -9.64%, smaller than the maximum TULV.TO drawdown of -11.78%. Use the drawdown chart below to compare losses from any high point for XTOT.TO and TULV.TO.


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Drawdown Indicators


XTOT.TOTULV.TODifference

Max Drawdown

Largest peak-to-trough decline

-9.64%

-11.78%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-11.78%

Current Drawdown

Current decline from peak

-6.73%

-4.02%

-2.71%

Average Drawdown

Average peak-to-trough decline

-1.94%

-3.58%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

Volatility

XTOT.TO vs. TULV.TO - Volatility Comparison


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Volatility by Period


XTOT.TOTULV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

12.02%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

12.01%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

11.58%

+1.60%