XUSF.TO vs. HUM.TO
XUSF.TO (iShares S&P U.S. Financials Index ETF) and HUM.TO (Hamilton U.S. Mid-Cap Financials ETF) are both Financials Equities funds. XUSF.TO is passively managed, while HUM.TO is actively managed. Over the past year, XUSF.TO returned 10.42% vs 6.69% for HUM.TO. At a 0.24 correlation, their price movements are largely independent.
Performance
XUSF.TO vs. HUM.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XUSF.TO achieves a 4.97% return, which is significantly higher than HUM.TO's 4.67% return.
XUSF.TO
- 1D
- -0.98%
- 1M
- 3.70%
- 6M
- 4.76%
- YTD
- 4.97%
- 1Y
- 10.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HUM.TO
- 1D
- 0.63%
- 1M
- 4.74%
- 6M
- 2.45%
- YTD
- 4.67%
- 1Y
- 6.69%
- 3Y*
- 16.12%
- 5Y*
- 9.59%
- 10Y*
- —
XUSF.TO vs. HUM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XUSF.TO iShares S&P U.S. Financials Index ETF | 4.97% | 9.67% | 39.77% | 8.23% |
HUM.TO Hamilton U.S. Mid-Cap Financials ETF | 4.67% | 4.39% | 12.82% | 22.44% |
Correlation
The correlation between XUSF.TO and HUM.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023 | 0.24 |
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Return for Risk
XUSF.TO vs. HUM.TO — Risk / Return Rank
XUSF.TO
HUM.TO
XUSF.TO vs. HUM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Financials Index ETF (XUSF.TO) and Hamilton U.S. Mid-Cap Financials ETF (HUM.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.
| XUSF.TO | HUM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.56 | +0.16 |
| Martin ratioReturn relative to average drawdown | 1.70 | 1.37 | +0.33 |
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Drawdowns
XUSF.TO vs. HUM.TO - Drawdown Comparison
The maximum XUSF.TO drawdown since its inception was -16.88%, smaller than the maximum HUM.TO drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for XUSF.TO and HUM.TO.
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Drawdown Indicators
| XUSF.TO | HUM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.88% | -49.06% | +32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -14.68% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.43% | — |
Current DrawdownCurrent decline from peak | -0.98% | -13.14% | +12.16% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -15.32% | +11.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 6.00% | +0.15% |
Volatility
XUSF.TO vs. HUM.TO - Volatility Comparison
iShares S&P U.S. Financials Index ETF (XUSF.TO) has a higher volatility of 4.60% compared to Hamilton U.S. Mid-Cap Financials ETF (HUM.TO) at 4.36%. This indicates that XUSF.TO's price experiences larger fluctuations and is considered to be riskier than HUM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUSF.TO | HUM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 4.36% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 12.63% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 17.62% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 62.07% | -44.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 63.44% | -45.62% |
Dividends
XUSF.TO vs. HUM.TO - Dividend Comparison
XUSF.TO's dividend yield for the trailing twelve months is around 0.85%, less than HUM.TO's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
HUM.TO Hamilton U.S. Mid-Cap Financials ETF | 1.26% | 1.26% | 1.19% | 1.35% | 3.58% | 2.18% | 0.68% |
XUSF.TO iShares S&P U.S. Financials Index ETF | 0.85% | 0.75% | 0.81% | 0.34% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUSF.TO and HUM.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: iShares and Hamilton.
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