XUS-U.TO vs. XIC.TO
Compare and contrast key facts about iShares Core S&P 500 Index ETF (XUS-U.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO).
XUS-U.TO and XIC.TO 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. XIC.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Feb 16, 2001. Both XUS-U.TO and XIC.TO 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 XIC.TO.
Key characteristics
| XUS-U.TO | XIC.TO | |
|---|---|---|
| YTD Return | 21.65% | 18.54% |
| 1Y Return | 34.36% | 26.01% |
| 3Y Return (Ann) | 9.81% | 7.18% |
| 5Y Return (Ann) | 16.79% | 10.90% |
| Sharpe Ratio | 3.26 | 2.92 |
| Sortino Ratio | 4.37 | 4.14 |
| Omega Ratio | 1.61 | 1.55 |
| Calmar Ratio | 4.70 | 4.43 |
| Martin Ratio | 21.83 | 22.54 |
| Ulcer Index | 1.75% | 1.37% |
| Daily Std Dev | 11.73% | 10.61% |
| Max Drawdown | -33.54% | -48.21% |
| Current Drawdown | -2.35% | -2.20% |
Correlation
The correlation between XUS-U.TO and XIC.TO is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XUS-U.TO vs. XIC.TO - Performance Comparison
In the year-to-date period, XUS-U.TO achieves a 21.65% return, which is significantly higher than XIC.TO's 18.54% 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. XIC.TO - Expense Ratio Comparison
XUS-U.TO has a 0.09% expense ratio, which is higher than XIC.TO'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%.
Risk-Adjusted Performance
XUS-U.TO vs. XIC.TO - 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 iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.
Dividends
XUS-U.TO vs. XIC.TO - Dividend Comparison
XUS-U.TO's dividend yield for the trailing twelve months is around 1.50%, less than XIC.TO's 2.55% 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% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 2.55% | 2.95% | 3.10% | 2.45% | 3.03% | 3.01% | 3.19% | 2.49% | 2.72% | 3.21% | 2.59% | 2.67% |
Drawdowns
XUS-U.TO vs. XIC.TO - Drawdown Comparison
The maximum XUS-U.TO drawdown since its inception was -33.54%, smaller than the maximum XIC.TO drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for XUS-U.TO and XIC.TO. For additional features, visit the drawdowns tool.
Volatility
XUS-U.TO vs. XIC.TO - Volatility Comparison
iShares Core S&P 500 Index ETF (XUS-U.TO) has a higher volatility of 3.26% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 2.57%. This indicates that XUS-U.TO's price experiences larger fluctuations and is considered to be riskier than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.