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XUS.TO vs. CMR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUS.TO vs. CMR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P 500 Index ETF (XUS.TO) and iShares Premium Money Market ETF (CMR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUS.TO achieves a 12.30% return, which is significantly higher than CMR.TO's 1.36% return. Over the past 10 years, XUS.TO has outperformed CMR.TO with an annualized return of 16.92%, while CMR.TO has yielded a comparatively lower 1.94% annualized return.


XUS.TO

1D
0.71%
1M
-1.16%
6M
10.55%
YTD
12.30%
1Y
23.14%
3Y*
21.67%
5Y*
16.06%
10Y*
16.92%
ALL TIME*
18.30%

CMR.TO

1D
0.02%
1M
0.19%
6M
1.14%
YTD
1.36%
1Y
2.43%
3Y*
3.65%
5Y*
3.05%
10Y*
1.94%
ALL TIME*
1.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$5.47MCA$4.90MCA$5.14M
CA$5.87MCA$5.77MCA$7.35M

XUS.TO vs. CMR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUS.TO
iShares Core S&P 500 Index ETF
12.30%12.19%35.81%24.87%-11.33%28.81%17.22%27.24%5.11%15.32%
CMR.TO
iShares Premium Money Market ETF
1.36%2.78%4.70%4.70%1.72%0.01%0.47%1.63%1.29%0.63%

Correlation

The correlation between XUS.TO and CMR.TO is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.03

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (10Y)
Provides a long-term view across more market conditions.

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2013

-0.01

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Return for Risk

XUS.TO vs. CMR.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XUS.TO
XUS.TO Risk / Return Rank: 6969
Overall Rank
XUS.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XUS.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
XUS.TO Omega Ratio Rank: 6969
Omega Ratio Rank
XUS.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
XUS.TO Martin Ratio Rank: 7070
Martin Ratio Rank

CMR.TO
CMR.TO Risk / Return Rank: 100100
Overall Rank
CMR.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XUS.TO vs. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 Index ETF (XUS.TO) and iShares Premium Money Market ETF (CMR.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.

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.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility

-10.41

Sortino ratioReturn per unit of downside risk

-34.27

Omega ratioGain probability vs. loss probability

1.30

12.00

-10.70

Calmar ratioReturn relative to maximum drawdown

2.39

122.86

-120.46

Martin ratioReturn relative to average drawdown

8.73

540.08

-531.34

XUS.TO vs. CMR.TO - Sharpe Ratio Comparison

The current XUS.TO Sharpe Ratio is 1.64, which is lower than the CMR.TO Sharpe Ratio of 12.05. The chart below compares the historical Sharpe Ratios of XUS.TO and CMR.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XUS.TO vs. CMR.TO - Drawdown Comparison

The maximum XUS.TO drawdown since its inception was -27.24%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for XUS.TO and CMR.TO.


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Drawdown Indicators


XUS.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.24%

-0.52%

-26.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-0.02%

-8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-18.96%

-0.04%

-18.92%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-0.04%

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-27.24%

-0.14%

-27.10%

Current Drawdown

Current decline from peak

-2.04%

0.00%

-2.04%

Average Drawdown

Average peak-to-trough decline

-3.22%

-0.01%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

0.00%

+2.37%

Volatility

XUS.TO vs. CMR.TO - Volatility Comparison

iShares Core S&P 500 Index ETF (XUS.TO) has a higher volatility of 3.80% compared to iShares Premium Money Market ETF (CMR.TO) at 0.06%. This indicates that XUS.TO's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUS.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

0.06%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

0.15%

+9.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

0.20%

+12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

0.27%

+14.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

0.27%

+16.28%

XUS.TO vs. CMR.TO - Expense Ratio Comparison

XUS.TO has a 0.09% expense ratio, which is lower than CMR.TO's 0.13% expense ratio. Despite the difference, 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.TO vs. CMR.TO - Dividend Comparison

XUS.TO's dividend yield for the trailing twelve months is around 1.14%, less than CMR.TO's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.42%2.81%4.56%4.64%1.63%0.01%0.47%1.60%1.33%0.61%0.43%0.48%
XUS.TO
iShares Core S&P 500 Index ETF
1.14%1.26%1.45%2.43%2.76%1.99%2.70%4.05%3.55%2.96%3.32%3.41%

Frequently Asked Questions


XUS.TO and CMR.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUS.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUS.TO is cheaper with a 0.09% expense ratio, compared with 0.13% for CMR.TO.

XUS.TO is categorized as S&P 500, while CMR.TO is Money Market. Their fees differ too: 0.09% for XUS.TO and 0.13% for CMR.TO.

Portfolio Optimizer

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