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XUH.TO vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XUH.TO vs. IUSG

Last updated Jun 4, 2026

XUH.TO (iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged)) and IUSG (iShares Core S&P U.S. Growth ETF) are both exchange-traded funds - XUH.TO is a Large Cap Blend Equities fund tracking the Morningstar US Market TR CAD, while IUSG is a Large Cap Growth Equities fund tracking the Russell 3000 Growth Index. Both are passively managed. Over the past 10 years, XUH.TO returned 13.19%/yr vs 18.73%/yr for IUSG. A 0.63 correlation means they provide meaningful diversification when combined. XUH.TO charges 0.08%/yr vs 0.04%/yr for IUSG.

Performance

XUH.TO vs. IUSG - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XUH.TO achieves a 9.59% return, which is significantly lower than IUSG's 15.53% return. Over the past 10 years, XUH.TO has underperformed IUSG with an annualized return of 13.19%, while IUSG has yielded a comparatively higher 18.73% annualized return.

XUH.TO

1D
-0.66%
1M
5.17%
YTD
9.59%
6M
9.81%
1Y
24.95%
3Y*
19.81%
5Y*
11.17%
10Y*
13.19%

IUSG

1D
-0.48%
1M
9.50%
YTD
15.53%
6M
13.47%
1Y
35.61%
3Y*
29.08%
5Y*
19.00%
10Y*
18.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUH.TO vs. IUSG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XUH.TO
iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged)		9.59%15.11%22.45%24.06%-20.19%26.19%15.53%28.46%-7.51%20.10%
IUSG
iShares Core S&P U.S. Growth ETF		15.53%15.67%46.27%26.43%-23.74%30.08%30.40%24.20%7.62%18.93%

Correlation

The correlation between XUH.TO and IUSG 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 (3Y)
Calculated over the trailing 3-year period

0.76

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2015

0.63

The correlation between XUH.TO and IUSG shifts across timeframes, from 0.63 (all time) to 0.77 (5 years), reflecting how their relationship changes across market environments.

XUH.TO vs. IUSG - Sectors Allocation Comparison

Sectors
XUH.TO
IUSG

Technology

38.5%
48.0%

Financial Services

11.0%
8.8%

Communication Services

10.2%
17.1%

Consumer Cyclical

9.6%
9.3%

Industrials

8.3%
7.5%

Healthcare

8.2%
6.2%

Consumer Defensive

4.4%
1.0%

Energy

3.3%
0.2%

Utilities

2.5%
0.5%

Real Estate

2.0%
0.9%

Basic Materials

1.8%
0.5%

Technology

XUH.TO
38.5%
IUSG
48.0%

Financial Services

XUH.TO
11.0%
IUSG
8.8%

Communication Services

XUH.TO
10.2%
IUSG
17.1%

Consumer Cyclical

XUH.TO
9.6%
IUSG
9.3%

Industrials

XUH.TO
8.3%
IUSG
7.5%

Healthcare

XUH.TO
8.2%
IUSG
6.2%

Consumer Defensive

XUH.TO
4.4%
IUSG
1.0%

Energy

XUH.TO
3.3%
IUSG
0.2%

Utilities

XUH.TO
2.5%
IUSG
0.5%

Real Estate

XUH.TO
2.0%
IUSG
0.9%

Basic Materials

XUH.TO
1.8%
IUSG
0.5%

Compare stocks, funds, or ETFs

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iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged)

iShares Core S&P U.S. Growth ETF

Often compared with XUH.TO:
XUH.TO vs. XUU.TOXUH.TO vs. XUU-U.TOXUH.TO vs. VFV.TOXUH.TO vs. XSU.TOXUH.TO vs. VSP.TOXUH.TO vs. VYMXUH.TO vs. ZWH.TO
Often compared with IUSG:
IUSG vs. IUSVIUSG vs. SCHGIUSG vs. VUGIUSG vs. QQQIUSG vs. IVWIUSG vs. IVVIUSG vs. VOOG

Return for Risk

XUH.TO vs. IUSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUH.TO
XUH.TO Risk / Return Rank: 5959
Overall Rank
XUH.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XUH.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
XUH.TO Omega Ratio Rank: 5959
Omega Ratio Rank
XUH.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XUH.TO Martin Ratio Rank: 6666
Martin Ratio Rank
IUSG
IUSG Risk / Return Rank: 5959
Overall Rank
IUSG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 6161
Sortino Ratio Rank
IUSG Omega Ratio Rank: 6060
Omega Ratio Rank
IUSG Calmar Ratio Rank: 5252
Calmar Ratio Rank
IUSG Martin Ratio Rank: 6161
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.

XUH.TO vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged) (XUH.TO) and iShares Core S&P U.S. Growth ETF (IUSG). 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.

XUH.TOIUSGDifference
Sharpe ratioReturn per unit of total volatility
2.02
2.32

-0.30

Sortino ratioReturn per unit of downside risk
2.82
3.12

-0.30

Omega ratioGain probability vs. loss probability

1.36

1.42

-0.05

Calmar ratioReturn relative to maximum drawdown

2.66

2.69

-0.03

Martin ratioReturn relative to average drawdown

12.06

9.66

+2.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUH.TO vs. IUSG - Sharpe Ratio Comparison

The current XUH.TO Sharpe Ratio is 2.02, which is comparable to the IUSG Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of XUH.TO and IUSG, 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

XUH.TOIUSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.32

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.00

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

1.00

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.01

-0.37

Drawdowns

XUH.TO vs. IUSG - Drawdown Comparison

The maximum XUH.TO drawdown since its inception was -38.37%, which is greater than IUSG's maximum drawdown of -30.06%. Use the drawdown chart below to compare losses from any high point for XUH.TO and IUSG.

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Drawdown Indicators

XUH.TOIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-38.37%

-30.06%

-8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-13.29%

+3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-19.32%

-22.91%

+3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.11%

-30.06%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-38.37%

-30.06%

-8.31%

Current Drawdown

Current decline from peak

-0.66%

-0.48%

-0.18%

Average Drawdown

Average peak-to-trough decline

-4.96%

-4.54%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.70%

-1.63%

Volatility

XUH.TO vs. IUSG - Volatility Comparison

The current volatility for iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged) (XUH.TO) is 3.21%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 4.10%. This indicates that XUH.TO experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XUH.TOIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

4.10%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

11.89%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

15.40%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

19.14%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

18.84%

-0.14%

XUH.TO vs. IUSG - Expense Ratio Comparison

XUH.TO has a 0.08% expense ratio, which is higher than IUSG'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

XUH.TO vs. IUSG - Dividend Comparison

XUH.TO's dividend yield for the trailing twelve months is around 0.82%, more than IUSG's 0.47% yield.

PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF		0.47%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
XUH.TO
iShares Core S&P U.S. Total Market Index ETF (CAD-Hedged)		0.82%0.91%1.10%1.15%1.40%0.98%1.25%1.67%1.81%1.25%1.63%1.62%

Frequently Asked Questions

XUH.TO and IUSG 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, IUSG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.08% for XUH.TO.

XUH.TO is categorized as Large Cap Blend Equities, while IUSG is Large Cap Growth Equities. XUH.TO tracks Morningstar US Market TR CAD, while IUSG tracks Russell 3000 Growth Index. Their fees differ too: 0.08% for XUH.TO and 0.04% for IUSG.

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