XUS-U.TO vs. VONG

Last updated Jun 4, 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 13.33%/yr vs 15.38%/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 10.51% return, which is significantly higher than VONG's 7.17% 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*: —

VONG

• 1D: -1.32%
• 1M: 5.68%
• YTD: 7.17%
• 6M: 6.52%
• 1Y: 25.74%
• 3Y*: 24.92%
• 5Y*: 15.38%
• 10Y*: 18.61%

*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	10.51%	17.66%	24.36%	26.17%	-19.01%	27.74%	18.01%	8.12%
VONG Vanguard Russell 1000 Growth ETF	7.17%	18.45%	33.20%	42.67%	-29.18%	27.60%	38.30%	8.79%

Correlation

The correlation between XUS-U.TO and VONG is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Oct 16, 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: 68
XUS-U.TO Sharpe Ratio Rank: 68
XUS-U.TO Sortino Ratio Rank: 69
XUS-U.TO Omega Ratio Rank: 68
XUS-U.TO Calmar Ratio Rank: 60
XUS-U.TO Martin Ratio Rank: 74

VONG

VONG Risk / Return Rank: 41
VONG Sharpe Ratio Rank: 48
VONG Sortino Ratio Rank: 45
VONG Omega Ratio Rank: 45
VONG Calmar Ratio Rank: 32
VONG Martin Ratio Rank: 34

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.

	XUS-U.TO	VONG	Difference
Sharpe ratio: Return per unit of total volatility	2.30	1.68	+0.62
Sortino ratio: Return per unit of downside risk	3.23	2.29	+0.93
Omega ratio: Gain probability vs. loss probability	1.42	1.29	+0.13
Calmar ratio: Return relative to maximum drawdown	3.00	1.59	+1.41
Martin ratio: Return relative to average drawdown	14.33	5.34	+8.99
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. VONG - Sharpe Ratio Comparison

The current XUS-U.TO Sharpe Ratio is 2.30, which is higher than the VONG Sharpe Ratio of 1.68. 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.

Sharpe Ratios by Period

	XUS-U.TO	VONG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	1.68	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.72	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.90	-0.06

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	-25.06%	-32.72%	+7.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.72%	—
Current Drawdown Current decline from peak	-0.44%	-1.66%	+1.22%
Average Drawdown Average peak-to-trough decline	-5.51%	-4.88%	-0.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	4.83%	-2.88%

Volatility

XUS-U.TO vs. VONG - Volatility Comparison

The current volatility for iShares Core S&P 500 Index ETF (XUS-U.TO) is 2.85%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 3.60%. 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	2.85%	3.60%	-0.75%
Volatility (6M) Calculated over the trailing 6-month period	9.26%	11.61%	-2.35%
Volatility (1Y) Calculated over the trailing 1-year period	12.15%	15.37%	-3.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	21.33%	-4.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.19%	20.87%	-1.68%

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 0.82%, more than VONG's 0.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VONG Vanguard Russell 1000 Growth ETF	0.43%	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	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

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

XUS-U.TO and VONG have a correlation of 0.83, 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.