XTR.TO vs. XUS.TO
XTR.TO (iShares Diversified Monthly Income ETF) and XUS.TO (iShares Core S&P 500 Index ETF) are both exchange-traded funds - XTR.TO is a Diversified Portfolio fund tracking the Morningstar Can Neut Tgt Alloc NR CAD, while XUS.TO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XTR.TO returned 5.99%/yr vs 15.98%/yr for XUS.TO. At a 0.49 correlation, their price movements are largely independent. XTR.TO charges 0.61%/yr vs 0.09%/yr for XUS.TO.
Performance
XTR.TO vs. XUS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XTR.TO achieves a 6.55% return, which is significantly lower than XUS.TO's 12.21% return. Over the past 10 years, XTR.TO has underperformed XUS.TO with an annualized return of 5.99%, while XUS.TO has yielded a comparatively higher 15.98% annualized return.
XTR.TO
- 1D
- 0.16%
- 1M
- 2.50%
- YTD
- 6.55%
- 6M
- 6.45%
- 1Y
- 13.02%
- 3Y*
- 10.98%
- 5Y*
- 6.00%
- 10Y*
- 5.99%
XUS.TO
- 1D
- -0.31%
- 1M
- 7.22%
- YTD
- 12.21%
- 6M
- 10.39%
- 1Y
- 29.30%
- 3Y*
- 23.52%
- 5Y*
- 16.78%
- 10Y*
- 15.98%
XTR.TO vs. XUS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XTR.TO iShares Diversified Monthly Income ETF | 6.55% | 8.54% | 12.80% | 4.95% | -4.48% | 10.17% | 2.45% | 12.86% | -3.72% | 6.61% |
XUS.TO iShares Core S&P 500 Index ETF | 12.21% | 12.19% | 35.16% | 23.31% | -12.59% | 27.20% | 15.56% | 24.57% | 3.31% | 13.56% |
Correlation
The correlation between XTR.TO and XUS.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2013 | 0.49 |
The correlation between XTR.TO and XUS.TO shifts across timeframes, from 0.44 (3 years) to 0.56 (10 years), reflecting how their relationship changes across market environments.
XTR.TO vs. XUS.TO - Sectors Allocation Comparison
Sectors
XTR.TO
XUS.TO
Financial Services
Energy
Consumer Defensive
Technology
Utilities
Industrials
Consumer Cyclical
Healthcare
Basic Materials
Communication Services
Real Estate
Financial Services
XTR.TO
XUS.TO
Energy
XTR.TO
XUS.TO
Consumer Defensive
XTR.TO
XUS.TO
Technology
XTR.TO
XUS.TO
Utilities
XTR.TO
XUS.TO
Industrials
XTR.TO
XUS.TO
Consumer Cyclical
XTR.TO
XUS.TO
Healthcare
XTR.TO
XUS.TO
Basic Materials
XTR.TO
XUS.TO
Communication Services
XTR.TO
XUS.TO
Real Estate
XTR.TO
XUS.TO
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Return for Risk
XTR.TO vs. XUS.TO — Risk / Return Rank
XTR.TO
XUS.TO
XTR.TO vs. XUS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Monthly Income ETF (XTR.TO) and iShares Core S&P 500 Index ETF (XUS.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.
| XTR.TO | XUS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.47 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 3.41 | +0.56 |
| Martin ratioReturn relative to average drawdown | 17.48 | 12.94 | +4.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XTR.TO | XUS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 2.55 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 1.13 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.98 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.08 | -0.68 |
Drawdowns
XTR.TO vs. XUS.TO - Drawdown Comparison
The maximum XTR.TO drawdown since its inception was -51.42%, which is greater than XUS.TO's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for XTR.TO and XUS.TO.
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Drawdown Indicators
| XTR.TO | XUS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.42% | -27.23% | -24.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.29% | -8.63% | +5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -6.06% | -18.96% | +12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -9.74% | -21.85% | +12.11% |
Max Drawdown (10Y)Largest decline over 10 years | -25.92% | -27.23% | +1.31% |
Current DrawdownCurrent decline from peak | -0.16% | -0.31% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -3.46% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 2.27% | -1.52% |
Volatility
XTR.TO vs. XUS.TO - Volatility Comparison
The current volatility for iShares Diversified Monthly Income ETF (XTR.TO) is 1.60%, while iShares Core S&P 500 Index ETF (XUS.TO) has a volatility of 3.19%. This indicates that XTR.TO experiences smaller price fluctuations and is considered to be less risky than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTR.TO | XUS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 3.19% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.75% | 8.66% | -4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 11.58% | -6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.27% | 14.92% | -8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.33% | 16.48% | -8.15% |
XTR.TO vs. XUS.TO - Expense Ratio Comparison
XTR.TO has a 0.61% expense ratio, which is higher than XUS.TO's 0.09% expense ratio.
Dividends
XTR.TO vs. XUS.TO - Dividend Comparison
XTR.TO's dividend yield for the trailing twelve months is around 3.92%, more than XUS.TO's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTR.TO iShares Diversified Monthly Income ETF | 3.92% | 4.10% | 4.27% | 4.61% | 4.62% | 4.21% | 5.56% | 5.38% | 5.75% | 5.24% | 5.30% | 6.81% |
XUS.TO iShares Core S&P 500 Index ETF | 1.12% | 1.26% | 1.03% | 1.22% | 1.38% | 0.99% | 1.35% | 2.02% | 1.77% | 1.48% | 1.66% | 1.70% |
Frequently Asked Questions
XTR.TO and XUS.TO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUS.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUS.TO is cheaper with a 0.09% expense ratio, compared with 0.61% for XTR.TO.
XTR.TO is categorized as Diversified Portfolio, while XUS.TO is S&P 500. XTR.TO tracks Morningstar Can Neut Tgt Alloc NR CAD, while XUS.TO tracks S&P 500 Index. Their fees differ too: 0.61% for XTR.TO and 0.09% for XUS.TO.
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