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XUU.TO vs. VFV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XUU.TO vs. VFV.TO

Last updated Jun 4, 2026

XUU.TO (iShares Core S&P U.S. Total Market Index ETF) and VFV.TO (Vanguard S&P 500 Index ETF) are both exchange-traded funds - XUU.TO is a Large Cap Blend Equities fund tracking the Morningstar US Market TR CAD, while VFV.TO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XUU.TO returned 15.46%/yr vs 16.04%/yr for VFV.TO. Their correlation of 0.91 suggests significant overlap in exposure. XUU.TO charges 0.07%/yr vs 0.09%/yr for VFV.TO.

Performance

XUU.TO vs. VFV.TO - 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 Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XUU.TO having a 12.48% return and VFV.TO slightly lower at 12.30%. Both investments have delivered pretty close results over the past 10 years, with XUU.TO having a 15.46% annualized return and VFV.TO not far ahead at 16.04%.

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%

VFV.TO

1D
-0.18%
1M
7.30%
YTD
12.30%
6M
10.47%
1Y
29.48%
3Y*
23.57%
5Y*
16.84%
10Y*
16.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUU.TO vs. VFV.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%2.42%12.79%
VFV.TO
Vanguard S&P 500 Index ETF		12.30%12.18%35.23%23.23%-12.58%27.51%15.62%25.14%2.94%13.67%

Correlation

The correlation between XUU.TO and VFV.TO is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2015

0.91

The correlation between XUU.TO and VFV.TO has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.

XUU.TO vs. VFV.TO - Sectors Allocation Comparison

Sectors
XUU.TO
VFV.TO

Technology

37.3%
35.7%

Financial Services

11.2%
11.6%

Consumer Cyclical

9.8%
10.2%

Communication Services

9.8%
11.3%

Industrials

8.8%
8.3%

Healthcare

8.4%
8.5%

Consumer Defensive

4.4%
4.9%

Energy

3.4%
3.5%

Utilities

2.5%
2.4%

Real Estate

2.2%
1.9%

Basic Materials

1.9%
1.8%

Technology

XUU.TO
37.3%
VFV.TO
35.7%

Financial Services

XUU.TO
11.2%
VFV.TO
11.6%

Consumer Cyclical

XUU.TO
9.8%
VFV.TO
10.2%

Communication Services

XUU.TO
9.8%
VFV.TO
11.3%

Industrials

XUU.TO
8.8%
VFV.TO
8.3%

Healthcare

XUU.TO
8.4%
VFV.TO
8.5%

Consumer Defensive

XUU.TO
4.4%
VFV.TO
4.9%

Energy

XUU.TO
3.4%
VFV.TO
3.5%

Utilities

XUU.TO
2.5%
VFV.TO
2.4%

Real Estate

XUU.TO
2.2%
VFV.TO
1.9%

Basic Materials

XUU.TO
1.9%
VFV.TO
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P U.S. Total Market Index ETF

Vanguard S&P 500 Index ETF

Often compared with XUU.TO:
XUU.TO vs. XUS.TOXUU.TO vs. VUN.TOXUU.TO vs. XAW.TOXUU.TO vs. XUU-U.TOXUU.TO vs. XIC.TOXUU.TO vs. VTIXUU.TO vs. VOO
Often compared with VFV.TO:
VFV.TO vs. XEQT.TOVFV.TO vs. VEQT.TOVFV.TO vs. VOOVFV.TO vs. QQC.TOVFV.TO vs. VSP.TOVFV.TO vs. VCN.TOVFV.TO vs. XQQ.TO

Return for Risk

XUU.TO vs. VFV.TO — 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: 7070
Overall Rank
XUU.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XUU.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
XUU.TO Omega Ratio Rank: 7373
Omega Ratio Rank
XUU.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
XUU.TO Martin Ratio Rank: 6767
Martin Ratio Rank
VFV.TO
VFV.TO Risk / Return Rank: 7474
Overall Rank
VFV.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 7878
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 6969
Martin Ratio Rank
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. VFV.TO - 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 Vanguard S&P 500 Index ETF (VFV.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.

XUU.TOVFV.TODifference
Sharpe ratioReturn per unit of total volatility
2.42
2.59

-0.16

Sortino ratioReturn per unit of downside risk
3.32
3.53

-0.21

Omega ratioGain probability vs. loss probability

1.45

1.48

-0.03

Calmar ratioReturn relative to maximum drawdown

3.32

3.44

-0.12

Martin ratioReturn relative to average drawdown

12.64

13.10

-0.46

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. VFV.TO - Sharpe Ratio Comparison

The current XUU.TO Sharpe Ratio is 2.42, which is comparable to the VFV.TO Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of XUU.TO and VFV.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XUU.TOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.59

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.14

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.97

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.14

-0.28

Drawdowns

XUU.TO vs. VFV.TO - Drawdown Comparison

The maximum XUU.TO drawdown since its inception was -28.22%, roughly equal to the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for XUU.TO and VFV.TO.

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Drawdown Indicators

XUU.TOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.22%

-27.43%

-0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-8.62%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-19.05%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

-22.19%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-28.22%

-27.43%

-0.79%

Current Drawdown

Current decline from peak

-0.29%

-0.18%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.09%

-3.35%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.26%

+0.04%

Volatility

XUU.TO vs. VFV.TO - Volatility Comparison

iShares Core S&P U.S. Total Market Index ETF (XUU.TO) has a higher volatility of 3.29% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.05%. This indicates that XUU.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XUU.TOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

3.05%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

8.55%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

11.46%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

14.91%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

16.57%

+0.02%

XUU.TO vs. VFV.TO - Expense Ratio Comparison

XUU.TO has a 0.07% expense ratio, which is lower than VFV.TO's 0.09% 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

XUU.TO vs. VFV.TO - Dividend Comparison

XUU.TO's dividend yield for the trailing twelve months is around 1.01%, more than VFV.TO's 0.83% yield.

PositionTTM20252024202320222021202020192018201720162015
VFV.TO
Vanguard S&P 500 Index ETF		0.83%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%
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

With a correlation of 0.98, XUU.TO and VFV.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XUU.TO is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUU.TO is cheaper with a 0.07% expense ratio, compared with 0.09% for VFV.TO.

XUU.TO is categorized as Large Cap Blend Equities, while VFV.TO is S&P 500. XUU.TO tracks Morningstar US Market TR CAD, while VFV.TO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for XUU.TO and 0.09% for VFV.TO.

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