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XUSC.TO vs. FCUQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUSC.TO vs. FCUQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) and Fidelity U.S. High Quality ETF (FCUQ.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, XUSC.TO achieves a 13.37% return, which is significantly higher than FCUQ.TO's 7.52% return.


XUSC.TO

1D
-0.85%
1M
3.02%
YTD
13.37%
6M
12.60%
1Y
27.62%
3Y*
5Y*
10Y*

FCUQ.TO

1D
-0.96%
1M
2.15%
YTD
7.52%
6M
4.79%
1Y
13.48%
3Y*
18.47%
5Y*
13.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUSC.TO vs. FCUQ.TO - Yearly Performance Comparison


2026 (YTD)20252024
XUSC.TO
iShares S&P 500 3% Capped Index ETF (CAD Units)
13.37%11.40%10.66%
FCUQ.TO
Fidelity U.S. High Quality ETF
7.52%4.69%9.67%

Correlation

The correlation between XUSC.TO and FCUQ.TO 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 (All Time)
Calculated using the full available price history since Jul 18, 2024

0.87

The correlation between XUSC.TO and FCUQ.TO has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

XUSC.TO vs. FCUQ.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XUSC.TO
XUSC.TO Risk / Return Rank: 7979
Overall Rank
XUSC.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XUSC.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XUSC.TO Omega Ratio Rank: 7979
Omega Ratio Rank
XUSC.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
XUSC.TO Martin Ratio Rank: 7676
Martin Ratio Rank

FCUQ.TO
FCUQ.TO Risk / Return Rank: 3030
Overall Rank
FCUQ.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FCUQ.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
FCUQ.TO Omega Ratio Rank: 3232
Omega Ratio Rank
FCUQ.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
FCUQ.TO Martin Ratio Rank: 2828
Martin Ratio Rank
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.

XUSC.TO vs. FCUQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) and Fidelity U.S. High Quality ETF (FCUQ.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.


XUSC.TOFCUQ.TODifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.42

1.21

+0.22

Calmar ratioReturn relative to maximum drawdown

3.65

1.12

+2.54

Martin ratioReturn relative to average drawdown

13.26

3.63

+9.62

XUSC.TO vs. FCUQ.TO - Sharpe Ratio Comparison

The current XUSC.TO Sharpe Ratio is 2.33, which is higher than the FCUQ.TO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XUSC.TO and FCUQ.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

XUSC.TO vs. FCUQ.TO - Drawdown Comparison

The maximum XUSC.TO drawdown since its inception was -18.31%, smaller than the maximum FCUQ.TO drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for XUSC.TO and FCUQ.TO.


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Drawdown Indicators


XUSC.TOFCUQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.31%

-27.90%

+9.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.60%

-12.14%

+4.54%

Max Drawdown (3Y)

Largest decline over 3 years

-16.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

Current Drawdown

Current decline from peak

-1.18%

-1.89%

+0.71%

Average Drawdown

Average peak-to-trough decline

-2.65%

-4.84%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.72%

-1.63%

Volatility

XUSC.TO vs. FCUQ.TO - Volatility Comparison

The current volatility for iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) is 4.06%, while Fidelity U.S. High Quality ETF (FCUQ.TO) has a volatility of 4.46%. This indicates that XUSC.TO experiences smaller price fluctuations and is considered to be less risky than FCUQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUSC.TOFCUQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

4.46%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

10.16%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

12.04%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

14.70%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

24.24%

-8.49%

XUSC.TO vs. FCUQ.TO - Expense Ratio Comparison

XUSC.TO has a 0.12% expense ratio, which is lower than FCUQ.TO's 0.35% expense ratio.


Dividends

XUSC.TO vs. FCUQ.TO - Dividend Comparison

XUSC.TO's dividend yield for the trailing twelve months is around 0.83%, more than FCUQ.TO's 0.68% yield.


PositionTTM2025202420232022202120202019
FCUQ.TO
Fidelity U.S. High Quality ETF
0.68%0.74%0.78%0.89%1.06%0.77%1.22%0.86%
XUSC.TO
iShares S&P 500 3% Capped Index ETF (CAD Units)
0.83%0.94%0.24%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XUSC.TO and FCUQ.TO 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.

On fees, XUSC.TO is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUSC.TO is cheaper with a 0.12% expense ratio, compared with 0.35% for FCUQ.TO.

XUSC.TO tracks S&P 500 3% Capped Index, while FCUQ.TO tracks Fidelity Canada U.S. High Quality Index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.12% for XUSC.TO and 0.35% for FCUQ.TO.

Portfolio Optimizer

Find the right allocation for XUSC.TO and FCUQ.TO

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