XUS-U.TO vs. VOO
Compare and contrast key facts about iShares Core S&P 500 Index ETF (XUS-U.TO) and Vanguard S&P 500 ETF (VOO).
XUS-U.TO and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both XUS-U.TO and VOO 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 VOO.
Key characteristics
| XUS-U.TO | VOO | |
|---|---|---|
| YTD Return | 21.32% | 21.11% |
| 1Y Return | 33.99% | 32.98% |
| 3Y Return (Ann) | 9.71% | 8.44% |
| 5Y Return (Ann) | 16.61% | 15.04% |
| Sharpe Ratio | 3.04 | 2.84 |
| Sortino Ratio | 4.08 | 3.76 |
| Omega Ratio | 1.57 | 1.53 |
| Calmar Ratio | 4.34 | 4.05 |
| Martin Ratio | 20.08 | 18.51 |
| Ulcer Index | 1.76% | 1.85% |
| Daily Std Dev | 11.60% | 12.06% |
| Max Drawdown | -33.54% | -33.99% |
| Current Drawdown | -2.62% | -2.52% |
Correlation
The correlation between XUS-U.TO and VOO is 0.80, 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. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with XUS-U.TO having a 21.32% return and VOO slightly lower at 21.11%. 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. VOO - Expense Ratio Comparison
XUS-U.TO has a 0.09% expense ratio, which is higher than VOO's 0.03% 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. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
XUS-U.TO's dividend yield for the trailing twelve months is around 1.50%, more than VOO's 1.29% 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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XUS-U.TO vs. VOO - Drawdown Comparison
The maximum XUS-U.TO drawdown since its inception was -33.54%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XUS-U.TO and VOO. For additional features, visit the drawdowns tool.
Volatility
XUS-U.TO vs. VOO - Volatility Comparison
iShares Core S&P 500 Index ETF (XUS-U.TO) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.03% and 3.15%, 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.