XUSC.TO vs. XEQT.TO
XUSC.TO (iShares S&P 500 3% Capped Index ETF (CAD Units)) and XEQT.TO (iShares Core Equity ETF Portfolio) are both exchange-traded funds - XUSC.TO is a Large Cap Blend Equities fund tracking the S&P 500 3% Capped Index, while XEQT.TO is a Global Equities fund actively managed by iShares. XUSC.TO is passively managed, while XEQT.TO is actively managed. Over the past year, XUSC.TO returned 27.68% vs 29.24% for XEQT.TO. Their correlation of 0.87 suggests significant overlap in exposure. XUSC.TO charges 0.12%/yr vs 0.20%/yr for XEQT.TO.
Performance
XUSC.TO vs. XEQT.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XUSC.TO having a 12.69% return and XEQT.TO slightly lower at 12.29%.
XUSC.TO
- 1D
- 0.23%
- 1M
- 7.55%
- YTD
- 12.69%
- 6M
- 10.97%
- 1Y
- 27.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XEQT.TO
- 1D
- -0.56%
- 1M
- 5.98%
- YTD
- 12.29%
- 6M
- 11.20%
- 1Y
- 29.24%
- 3Y*
- 21.78%
- 5Y*
- 13.72%
- 10Y*
- —
XUSC.TO vs. XEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 12.69% | 11.40% | 11.76% |
XEQT.TO iShares Core Equity ETF Portfolio | 12.29% | 19.47% | 8.19% |
Correlation
The correlation between XUSC.TO and XEQT.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 19, 2024 | 0.87 |
The correlation between XUSC.TO and XEQT.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. XEQT.TO — Risk / Return Rank
XUSC.TO
XEQT.TO
XUSC.TO vs. XEQT.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 iShares Core Equity ETF Portfolio (XEQT.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.
| XUSC.TO | XEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.47 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.56 | +0.10 |
| Martin ratioReturn relative to average drawdown | 13.42 | 15.50 | -2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XUSC.TO | XEQT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 2.53 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | 0.95 | +0.32 |
Drawdowns
XUSC.TO vs. XEQT.TO - Drawdown Comparison
The maximum XUSC.TO drawdown since its inception was -18.31%, smaller than the maximum XEQT.TO drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for XUSC.TO and XEQT.TO.
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Drawdown Indicators
| XUSC.TO | XEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.31% | -29.74% | +11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -8.25% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.56% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.56% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -4.11% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.89% | +0.18% |
Volatility
XUSC.TO vs. XEQT.TO - Volatility Comparison
The current volatility for iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) is 2.61%, while iShares Core Equity ETF Portfolio (XEQT.TO) has a volatility of 3.70%. This indicates that XUSC.TO experiences smaller price fluctuations and is considered to be less risky than XEQT.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.TO | XEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 3.70% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 9.38% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.46% | 11.63% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.72% | 13.12% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 15.56% | +0.16% |
XUSC.TO vs. XEQT.TO - Expense Ratio Comparison
XUSC.TO has a 0.12% expense ratio, which is lower than XEQT.TO's 0.20% 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
XUSC.TO vs. XEQT.TO - Dividend Comparison
XUSC.TO's dividend yield for the trailing twelve months is around 0.84%, less than XEQT.TO's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
XEQT.TO iShares Core Equity ETF Portfolio | 1.48% | 1.66% | 2.01% | 2.07% | 2.12% | 1.64% | 1.66% | 1.19% |
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 0.84% | 0.94% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUSC.TO and XEQT.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 0.20% for XEQT.TO.
XUSC.TO is categorized as Large Cap Blend Equities, while XEQT.TO is Global Equities. Their fees differ too: 0.12% for XUSC.TO and 0.20% for XEQT.TO.
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