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XUS-U.TO vs. GDL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XUS-U.TO vs. GDL.TO

Last updated Jun 4, 2026

XUS-U.TO (iShares Core S&P 500 Index ETF) is S&P 500 fund tracking the S&P 500 Index, while GDL.TO (Goodfellow Inc.) is a stock. Over the past 5 years, XUS-U.TO returned 13.33%/yr vs 9.48%/yr for GDL.TO. At a 0.18 correlation, their price movements are largely independent.

Performance

XUS-U.TO vs. GDL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 Index ETF (XUS-U.TO) and Goodfellow Inc. (GDL.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XUS-U.TO achieves a 10.51% return, which is significantly higher than GDL.TO's -1.73% return.

XUS-U.TO

1D
-0.44%
1M
5.35%
YTD
10.51%
6M
10.77%
1Y
27.81%
3Y*
21.82%
5Y*
13.33%
10Y*
—

GDL.TO

1D
0.80%
1M
-0.38%
YTD
-1.73%
6M
-4.05%
1Y
-5.74%
3Y*
3.29%
5Y*
9.48%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUS-U.TO vs. GDL.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XUS-U.TO
iShares Core S&P 500 Index ETF		10.51%17.66%24.36%26.17%-19.01%27.74%18.01%8.12%
GDL.TO
Goodfellow Inc.		-1.73%0.39%-6.69%27.56%36.57%31.36%87.16%2.90%

Correlation

The correlation between XUS-U.TO and GDL.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2019

0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P 500 Index ETF

Goodfellow Inc.

Often compared with XUS-U.TO:
XUS-U.TO vs. VFV.TOXUS-U.TO vs. XIC.TOXUS-U.TO vs. XQQ.TOXUS-U.TO vs. IVVXUS-U.TO vs. XEQT.TOXUS-U.TO vs. VOOXUS-U.TO vs. CHPS
Often compared with GDL.TO:
GDL.TO vs. CGL.TO

Return for Risk

XUS-U.TO vs. GDL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUS-U.TO
XUS-U.TO Risk / Return Rank: 6868
Overall Rank
XUS-U.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XUS-U.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
XUS-U.TO Omega Ratio Rank: 6868
Omega Ratio Rank
XUS-U.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
XUS-U.TO Martin Ratio Rank: 7474
Martin Ratio Rank
GDL.TO
GDL.TO Risk / Return Rank: 3030
Overall Rank
GDL.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GDL.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
GDL.TO Omega Ratio Rank: 2828
Omega Ratio Rank
GDL.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
GDL.TO Martin Ratio Rank: 3030
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.

XUS-U.TO vs. GDL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 Index ETF (XUS-U.TO) and Goodfellow Inc. (GDL.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.

XUS-U.TOGDL.TODifference
Sharpe ratioReturn per unit of total volatility
2.30
-0.24

+2.54

Sortino ratioReturn per unit of downside risk
3.23
-0.18

+3.40

Omega ratioGain probability vs. loss probability

1.42

0.98

+0.44

Calmar ratioReturn relative to maximum drawdown

3.00

-0.38

+3.38

Martin ratioReturn relative to average drawdown

14.33

-0.67

+15.00

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

XUS-U.TO vs. GDL.TO - Sharpe Ratio Comparison

The current XUS-U.TO Sharpe Ratio is 2.30, which is higher than the GDL.TO Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of XUS-U.TO and GDL.TO, 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

XUS-U.TOGDL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

-0.24

+2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.30

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.20

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.25

+0.59

Drawdowns

XUS-U.TO vs. GDL.TO - Drawdown Comparison

The maximum XUS-U.TO drawdown since its inception was -33.55%, smaller than the maximum GDL.TO drawdown of -73.42%. Use the drawdown chart below to compare losses from any high point for XUS-U.TO and GDL.TO.

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Drawdown Indicators

XUS-U.TOGDL.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.55%

-73.42%

+39.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-15.24%

+5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-18.65%

-27.99%

+9.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-30.45%

+5.39%

Max Drawdown (10Y)

Largest decline over 10 years

—

-68.66%

—

Current Drawdown

Current decline from peak

-0.44%

-17.80%

+17.36%

Average Drawdown

Average peak-to-trough decline

-5.51%

-26.56%

+21.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

8.56%

-6.61%

Volatility

XUS-U.TO vs. GDL.TO - Volatility Comparison

iShares Core S&P 500 Index ETF (XUS-U.TO) and Goodfellow Inc. (GDL.TO) have volatilities of 2.85% and 2.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XUS-U.TOGDL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

2.89%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

14.05%

-4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

23.83%

-11.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

32.17%

-15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

35.39%

-16.20%

Dividends

XUS-U.TO vs. GDL.TO - Dividend Comparison

XUS-U.TO's dividend yield for the trailing twelve months is around 0.82%, less than GDL.TO's 4.26% yield.

PositionTTM20252024202320222021202020192018201720162015
GDL.TO
Goodfellow Inc.		4.26%5.03%9.39%10.53%11.05%11.31%9.95%8.50%0.00%0.00%3.36%3.50%
XUS-U.TO
iShares Core S&P 500 Index ETF		0.82%0.91%0.74%0.90%1.04%0.71%0.91%0.04%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XUS-U.TO and GDL.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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