XUU.TO vs. VCNX

Last updated Jun 4, 2026

XUU.TO (iShares Core S&P U.S. Total Market Index ETF) is Large Cap Blend Equities fund tracking the Morningstar US Market TR CAD, while VCNX (Vaccinex, Inc.) is a stock. Over the past 5 years, XUU.TO returned 15.81%/yr vs -71.62%/yr for VCNX. At a 0.11 correlation, their price movements are largely independent.

Performance

XUU.TO vs. VCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P U.S. Total Market Index ETF (XUU.TO) and Vaccinex, Inc. (VCNX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XUU.TO is traded in CAD, while VCNX is traded in USD. To make them comparable, the VCNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUU.TO achieves a 12.48% return, which is significantly higher than VCNX's -27.26% return.

XUU.TO

• 1D: -0.29%
• 1M: 7.40%
• YTD: 12.48%
• 6M: 10.56%
• 1Y: 29.05%
• 3Y*: 23.13%
• 5Y*: 15.81%
• 10Y*: 15.46%

VCNX

• 1D: -7.18%
• 1M: -21.99%
• YTD: -27.26%
• 6M: 11.55%
• 1Y: 10.21%
• 3Y*: -79.14%
• 5Y*: -71.62%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XUU.TO vs. VCNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XUU.TO iShares Core S&P U.S. Total Market Index ETF	12.48%	11.25%	34.07%	23.11%	-13.53%	25.93%	16.25%	23.77%	-8.65%
VCNX Vaccinex, Inc.	-27.26%	4.71%	-88.57%	-93.27%	-33.61%	-50.21%	-58.04%	26.53%	-66.51%

Correlation

The correlation between XUU.TO and VCNX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Aug 10, 2018	0.11

The correlation between XUU.TO and VCNX shifts across timeframes, from 0.01 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

XUU.TO vs. VCNX — Risk / Return Rank

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

XUU.TO

XUU.TO Risk / Return Rank: 70
XUU.TO Sharpe Ratio Rank: 73
XUU.TO Sortino Ratio Rank: 71
XUU.TO Omega Ratio Rank: 73
XUU.TO Calmar Ratio Rank: 66
XUU.TO Martin Ratio Rank: 67

VCNX

VCNX Risk / Return Rank: 57
VCNX Sharpe Ratio Rank: 42
VCNX Sortino Ratio Rank: 75
VCNX Omega Ratio Rank: 80
VCNX Calmar Ratio Rank: 44
VCNX Martin Ratio Rank: 44

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.

XUU.TO vs. VCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Total Market Index ETF (XUU.TO) and Vaccinex, Inc. (VCNX). 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.

	XUU.TO	VCNX	Difference
Sharpe ratio: Return per unit of total volatility	2.42	0.04	+2.38
Sortino ratio: Return per unit of downside risk	3.32	1.96	+1.35
Omega ratio: Gain probability vs. loss probability	1.45	1.30	+0.15
Calmar ratio: Return relative to maximum drawdown	3.32	0.15	+3.16
Martin ratio: Return relative to average drawdown	12.64	0.31	+12.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUU.TO vs. VCNX - Sharpe Ratio Comparison

The current XUU.TO Sharpe Ratio is 2.42, which is higher than the VCNX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of XUU.TO and VCNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XUU.TO	VCNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	0.04	+2.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	-0.45	+1.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.94	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	-0.45	+1.31

Drawdowns

XUU.TO vs. VCNX - Drawdown Comparison

The maximum XUU.TO drawdown since its inception was -28.22%, smaller than the maximum VCNX drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for XUU.TO and VCNX.

Drawdown Indicators

	XUU.TO	VCNX	Difference
Max Drawdown Largest peak-to-trough decline	-28.22%	-99.99%	+71.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	-66.39%	+57.59%
Max Drawdown (3Y) Largest decline over 3 years	-19.70%	-99.64%	+79.94%
Max Drawdown (5Y) Largest decline over 5 years	-23.41%	-99.94%	+76.53%
Max Drawdown (10Y) Largest decline over 10 years	-28.22%	—	—
Current Drawdown Current decline from peak	-0.29%	-99.97%	+99.68%
Average Drawdown Average peak-to-trough decline	-4.09%	-82.25%	+78.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	32.59%	-30.29%

Volatility

XUU.TO vs. VCNX - Volatility Comparison

The current volatility for iShares Core S&P U.S. Total Market Index ETF (XUU.TO) is 3.29%, while Vaccinex, Inc. (VCNX) has a volatility of 23.11%. This indicates that XUU.TO experiences smaller price fluctuations and is considered to be less risky than VCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XUU.TO	VCNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	23.11%	-19.82%
Volatility (6M) Calculated over the trailing 6-month period	9.08%	151.77%	-142.69%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	233.53%	-221.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	158.64%	-143.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	143.56%	-126.97%

Dividends

XUU.TO vs. VCNX - Dividend Comparison

XUU.TO's dividend yield for the trailing twelve months is around 1.01%, while VCNX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VCNX Vaccinex, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XUU.TO iShares Core S&P U.S. Total Market Index ETF	1.01%	1.16%	1.02%	1.22%	1.38%	1.01%	1.33%	1.68%	1.73%	1.49%	1.65%	1.52%

Frequently Asked Questions

Can I hold both XUU.TO and VCNX in my portfolio?

XUU.TO and VCNX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.