XUS-U.TO vs. VONG

Last updated Jun 25, 2026

XUS-U.TO (iShares Core S&P 500 Index ETF) and VONG (Vanguard Russell 1000 Growth ETF) are both exchange-traded funds - XUS-U.TO is a S&P 500 fund tracking the S&P 500 Index, while VONG is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Both are passively managed. Over the past 5 years, XUS-U.TO returned 12.68%/yr vs 12.99%/yr for VONG. A 0.77 correlation means they provide meaningful diversification when combined. XUS-U.TO charges 0.09%/yr vs 0.06%/yr for VONG.

Performance

XUS-U.TO vs. VONG - 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 Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XUS-U.TO achieves a 7.31% return, which is significantly higher than VONG's 1.40% return.

XUS-U.TO

• 1D: -0.22%
• 1M: -2.32%
• YTD: 7.31%
• 6M: 6.55%
• 1Y: 21.86%
• 3Y*: 20.39%
• 5Y*: 12.68%
• 10Y*: —

VONG

• 1D: -0.15%
• 1M: -4.14%
• YTD: 1.40%
• 6M: -0.13%
• 1Y: 16.17%
• 3Y*: 21.82%
• 5Y*: 12.99%
• 10Y*: 18.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XUS-U.TO iShares Core S&P 500 Index ETF	7.31%	18.07%	24.74%	26.55%	-18.73%	27.72%	18.39%	8.13%
VONG Vanguard Russell 1000 Growth ETF	1.40%	18.45%	33.20%	42.67%	-29.18%	27.60%	38.30%	9.87%

Correlation

The correlation between XUS-U.TO and VONG is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Oct 15, 2019	0.77

The correlation between XUS-U.TO and VONG has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

Return for Risk

XUS-U.TO vs. VONG — 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: 59
XUS-U.TO Sharpe Ratio Rank: 58
XUS-U.TO Sortino Ratio Rank: 58
XUS-U.TO Omega Ratio Rank: 58
XUS-U.TO Calmar Ratio Rank: 53
XUS-U.TO Martin Ratio Rank: 66

VONG

VONG Risk / Return Rank: 27
VONG Sharpe Ratio Rank: 30
VONG Sortino Ratio Rank: 28
VONG Omega Ratio Rank: 28
VONG Calmar Ratio Rank: 23
VONG Martin Ratio Rank: 26

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. VONG - 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 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.

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.

	XUS-U.TO	VONG	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.01	+0.75
Sortino ratio: Return per unit of downside risk	2.47	1.44	+1.03
Omega ratio: Gain probability vs. loss probability	1.32	1.18	+0.14
Calmar ratio: Return relative to maximum drawdown	2.36	1.00	+1.36
Martin ratio: Return relative to average drawdown	10.79	3.25	+7.54

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

The current XUS-U.TO Sharpe Ratio is 1.76, which is higher than the VONG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of XUS-U.TO and VONG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XUS-U.TO vs. VONG - Drawdown Comparison

The maximum XUS-U.TO drawdown since its inception was -33.55%, 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.

Drawdown Indicators

	XUS-U.TO	VONG	Difference
Max Drawdown Largest peak-to-trough decline	-33.55%	-32.72%	-0.83%
Max Drawdown (1Y) Largest decline over 1 year	-9.30%	-16.23%	+6.93%
Max Drawdown (3Y) Largest decline over 3 years	-18.65%	-23.27%	+4.62%
Max Drawdown (5Y) Largest decline over 5 years	-24.96%	-32.72%	+7.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.72%	—
Current Drawdown Current decline from peak	-3.32%	-6.96%	+3.64%
Average Drawdown Average peak-to-trough decline	-5.41%	-4.88%	-0.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	4.99%	-2.96%

Volatility

XUS-U.TO vs. VONG - Volatility Comparison

The current volatility for iShares Core S&P 500 Index ETF (XUS-U.TO) is 4.44%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.02%. 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.

Volatility by Period

	XUS-U.TO	VONG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.44%	6.02%	-1.58%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	12.51%	-2.49%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	16.14%	-3.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	21.45%	-4.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	20.91%	-1.74%

XUS-U.TO vs. VONG - Expense Ratio Comparison

XUS-U.TO has a 0.09% expense ratio, which is higher than VONG's 0.06% 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

XUS-U.TO vs. VONG - Dividend Comparison

XUS-U.TO's dividend yield for the trailing twelve months is around 1.16%, more than VONG's 0.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VONG Vanguard Russell 1000 Growth ETF	0.47%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%
XUS-U.TO iShares Core S&P 500 Index ETF	1.16%	1.25%	1.04%	1.19%	1.38%	0.89%	1.20%	0.05%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XUS-U.TO and VONG in my portfolio?

XUS-U.TO and VONG have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XUS-U.TO or VONG?

On fees, VONG is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XUS-U.TO or VONG?

VONG is cheaper with a 0.06% expense ratio, compared with 0.09% for XUS-U.TO.

What is the main difference between XUS-U.TO and VONG?

XUS-U.TO is categorized as S&P 500, while VONG is Large Cap Growth Equities. XUS-U.TO tracks S&P 500 Index, while VONG tracks Russell 1000 Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for XUS-U.TO and 0.06% for VONG.