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 | 24.69% | 25.70% |
| 1Y Return | 38.10% | 37.91% |
| 3Y Return (Ann) | 8.62% | 8.59% |
| 5Y Return (Ann) | 15.17% | 14.18% |
| Sharpe Ratio | 3.07 | 2.97 |
| Sortino Ratio | 4.68 | 3.97 |
| Omega Ratio | 1.75 | 1.56 |
| Calmar Ratio | 4.52 | 3.93 |
| Martin Ratio | 21.80 | 19.39 |
| Ulcer Index | 1.73% | 1.90% |
| Daily Std Dev | 12.32% | 12.38% |
| Max Drawdown | -28.65% | -56.78% |
| Current Drawdown | 0.00% | 0.00% |
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 24.69% return and ^GSPC slightly higher at 25.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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
iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) has a higher volatility of 4.67% compared to S&P 500 (^GSPC) at 3.92%. This indicates that XUU-U.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.