XUU-U.TO vs. ^GSPC
Compare and contrast key facts about iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) and S&P 500 (^GSPC).
XUU-U.TO is a passively managed fund by iShares that tracks the performance of the S&P Total Market Index. It was launched on Oct 22, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XUU-U.TO or ^GSPC.
Key characteristics
| XUU-U.TO | ^GSPC | |
|---|---|---|
| YTD Return | 17.13% | 17.79% |
| 1Y Return | 27.31% | 26.42% |
| 3Y Return (Ann) | 8.68% | 8.24% |
| Sharpe Ratio | 2.08 | 2.06 |
| Daily Std Dev | 12.95% | 12.69% |
| Max Drawdown | -28.65% | -56.78% |
| Current Drawdown | 0.00% | -0.86% |
Correlation
The correlation between XUU-U.TO and ^GSPC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XUU-U.TO vs. ^GSPC - Performance Comparison
The year-to-date returns for both investments are quite close, with XUU-U.TO having a 17.13% return and ^GSPC slightly higher at 17.79%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
XUU-U.TO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) and S&P 500 (^GSPC). 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.
Drawdowns
XUU-U.TO vs. ^GSPC - Drawdown Comparison
The maximum XUU-U.TO drawdown since its inception was -28.65%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XUU-U.TO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
XUU-U.TO vs. ^GSPC - Volatility Comparison
The current volatility for iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) is 3.60%, while S&P 500 (^GSPC) has a volatility of 3.99%. This indicates that XUU-U.TO experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.