XUS-U.TO vs. VONG
Compare and contrast key facts about iShares Core S&P 500 Index ETF (XUS-U.TO) and Vanguard Russell 1000 Growth ETF (VONG).
XUS-U.TO and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUS-U.TO is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Oct 9, 2019. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both XUS-U.TO and VONG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XUS-U.TO or VONG.
Key characteristics
| XUS-U.TO | VONG | |
|---|---|---|
| YTD Return | 21.32% | 24.49% |
| 1Y Return | 33.99% | 38.24% |
| 3Y Return (Ann) | 9.71% | 8.09% |
| 5Y Return (Ann) | 16.61% | 18.89% |
| Sharpe Ratio | 3.04 | 2.39 |
| Sortino Ratio | 4.08 | 3.08 |
| Omega Ratio | 1.57 | 1.44 |
| Calmar Ratio | 4.34 | 3.01 |
| Martin Ratio | 20.08 | 11.92 |
| Ulcer Index | 1.76% | 3.32% |
| Daily Std Dev | 11.60% | 16.53% |
| Max Drawdown | -33.54% | -32.72% |
| Current Drawdown | -2.62% | -2.86% |
Correlation
The correlation between XUS-U.TO and VONG is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XUS-U.TO vs. VONG - Performance Comparison
In the year-to-date period, XUS-U.TO achieves a 21.32% return, which is significantly lower than VONG's 24.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XUS-U.TO vs. VONG - Expense Ratio Comparison
XUS-U.TO has a 0.09% expense ratio, which is higher than VONG's 0.08% 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%.
Risk-Adjusted Performance
XUS-U.TO vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 Index ETF (XUS-U.TO) and Vanguard Russell 1000 Growth ETF (VONG). 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.
Dividends
XUS-U.TO vs. VONG - Dividend Comparison
XUS-U.TO's dividend yield for the trailing twelve months is around 1.50%, more than VONG's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XUS-U.TO iShares Core S&P 500 Index ETF | 1.50% | 1.81% | 2.10% | 1.57% | 1.96% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.62% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
XUS-U.TO vs. VONG - Drawdown Comparison
The maximum XUS-U.TO drawdown since its inception was -33.54%, roughly equal to the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for XUS-U.TO and VONG. For additional features, visit the drawdowns tool.
Volatility
XUS-U.TO vs. VONG - Volatility Comparison
The current volatility for iShares Core S&P 500 Index ETF (XUS-U.TO) is 3.03%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 4.57%. This indicates that XUS-U.TO experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.