XTOT.TO vs. VTSAX
XTOT.TO (iShares Core S&P Total U.S. Stock Market Index ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both Large Cap Blend Equities funds. Over the past year, XTOT.TO returned 26.70% vs 26.59% for VTSAX. A 0.74 correlation means they provide meaningful diversification when combined. XTOT.TO charges 0.07%/yr vs 0.04%/yr for VTSAX.
Performance
XTOT.TO vs. VTSAX - Performance Comparison
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Different Trading Currencies
XTOT.TO is traded in CAD, while VTSAX is traded in USD. To make them comparable, the VTSAX values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XTOT.TO achieves a 12.15% return, which is significantly lower than VTSAX's 13.17% return.
XTOT.TO
- 1D
- -0.23%
- 1M
- 0.76%
- YTD
- 12.15%
- 6M
- 11.13%
- 1Y
- 26.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTSAX
- 1D
- 0.24%
- 1M
- 1.58%
- YTD
- 13.17%
- 6M
- 11.89%
- 1Y
- 26.59%
- 3Y*
- 23.96%
- 5Y*
- 15.11%
- 10Y*
- 16.40%
XTOT.TO vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 12.15% | 16.84% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 13.17% | 15.57% |
Correlation
The correlation between XTOT.TO and VTSAX 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 VTSAX 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. VTSAX — Risk / Return Rank
XTOT.TO
VTSAX
XTOT.TO vs. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.TO | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 3.09 | -0.31 |
| Martin ratioReturn relative to average drawdown | 9.42 | 11.55 | -2.13 |
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Drawdowns
XTOT.TO vs. VTSAX - Drawdown Comparison
The maximum XTOT.TO drawdown since its inception was -9.64%, smaller than the maximum VTSAX drawdown of -46.67%. Use the drawdown chart below to compare losses from any high point for XTOT.TO and VTSAX.
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Drawdown Indicators
| XTOT.TO | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.64% | -46.67% | +37.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -8.95% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.05% | — |
Current DrawdownCurrent decline from peak | -1.96% | -0.90% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -1.80% | -7.78% | +5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.39% | +0.45% |
Volatility
XTOT.TO vs. VTSAX - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) is 4.62%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 5.20%. This indicates that XTOT.TO experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTOT.TO | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 5.20% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 10.54% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 13.24% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 18.40% | -4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.48% | 19.47% | -5.99% |
XTOT.TO vs. VTSAX - Expense Ratio Comparison
XTOT.TO has a 0.07% expense ratio, which is higher than VTSAX'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
XTOT.TO vs. VTSAX - Dividend Comparison
XTOT.TO's dividend yield for the trailing twelve months is around 0.83%, less than VTSAX's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.03% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
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 VTSAX 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.
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