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

XUU.TO vs. VGG.TO

Last updated Jun 4, 2026

XUU.TO (iShares Core S&P U.S. Total Market Index ETF) and VGG.TO (Vanguard U.S. Dividend Appreciation Index ETF) are both exchange-traded funds - XUU.TO is a Large Cap Blend Equities fund tracking the Morningstar US Market TR CAD, while VGG.TO is a Dividend fund tracking the S&P U.S. Dividend Growers Index. Both are passively managed. Over the past 10 years, XUU.TO returned 15.46%/yr vs 13.46%/yr for VGG.TO. Their correlation of 0.85 suggests significant overlap in exposure. XUU.TO charges 0.07%/yr vs 0.30%/yr for VGG.TO.

Performance

XUU.TO vs. VGG.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 U.S. Dividend Appreciation Index ETF (VGG.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUU.TO achieves a 12.48% return, which is significantly higher than VGG.TO's 8.57% return. Over the past 10 years, XUU.TO has outperformed VGG.TO with an annualized return of 15.46%, while VGG.TO has yielded a comparatively lower 13.46% annualized 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%

VGG.TO

1D
0.23%
1M
6.00%
YTD
8.57%
6M
6.30%
1Y
20.66%
3Y*
17.22%
5Y*
13.16%
10Y*
13.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUU.TO vs. VGG.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%
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF		8.57%8.61%26.49%11.58%-4.21%22.23%12.67%23.32%5.20%13.99%

Correlation

The correlation between XUU.TO and VGG.TO is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.83

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

0.83

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

0.86

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

0.87

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

0.85

The correlation between XUU.TO and VGG.TO has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

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

Sectors
XUU.TO
VGG.TO

Technology

37.3%
26.2%

Financial Services

11.2%
20.6%

Consumer Cyclical

9.8%
4.7%

Communication Services

9.8%
0.5%

Industrials

8.8%
11.8%

Healthcare

8.4%
16.5%

Consumer Defensive

4.4%
10.1%

Energy

3.4%
3.5%

Utilities

2.5%
3.2%

Real Estate

2.2%

-

Basic Materials

1.9%
3.5%

Technology

XUU.TO
37.3%
VGG.TO
26.2%

Financial Services

XUU.TO
11.2%
VGG.TO
20.6%

Consumer Cyclical

XUU.TO
9.8%
VGG.TO
4.7%

Communication Services

XUU.TO
9.8%
VGG.TO
0.5%

Industrials

XUU.TO
8.8%
VGG.TO
11.8%

Healthcare

XUU.TO
8.4%
VGG.TO
16.5%

Consumer Defensive

XUU.TO
4.4%
VGG.TO
10.1%

Energy

XUU.TO
3.4%
VGG.TO
3.5%

Utilities

XUU.TO
2.5%
VGG.TO
3.2%

Real Estate

XUU.TO
2.2%
VGG.TO

-

Basic Materials

XUU.TO
1.9%
VGG.TO
3.5%

Compare stocks, funds, or ETFs

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

Vanguard U.S. Dividend Appreciation 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 VGG.TO:
VGG.TO vs. VFV.TOVGG.TO vs. VIGVGG.TO vs. SCHDVGG.TO vs. VUN.TOVGG.TO vs. ZUQ.TOVGG.TO vs. DGROVGG.TO vs. ZNQ.TO

Return for Risk

XUU.TO vs. VGG.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
VGG.TO
VGG.TO Risk / Return Rank: 5959
Overall Rank
VGG.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VGG.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
VGG.TO Omega Ratio Rank: 5858
Omega Ratio Rank
VGG.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VGG.TO Martin Ratio Rank: 6060
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. VGG.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 U.S. Dividend Appreciation Index ETF (VGG.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.TOVGG.TODifference
Sharpe ratioReturn per unit of total volatility
2.42
2.03

+0.39

Sortino ratioReturn per unit of downside risk
3.32
2.93

+0.39

Omega ratioGain probability vs. loss probability

1.45

1.36

+0.09

Calmar ratioReturn relative to maximum drawdown

3.32

2.94

+0.38

Martin ratioReturn relative to average drawdown

12.64

10.93

+1.70

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. VGG.TO - Sharpe Ratio Comparison

The current XUU.TO Sharpe Ratio is 2.42, which is comparable to the VGG.TO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of XUU.TO and VGG.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.TOVGG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.03

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.05

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.90

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.98

-0.12

Drawdowns

XUU.TO vs. VGG.TO - Drawdown Comparison

The maximum XUU.TO drawdown since its inception was -28.22%, which is greater than VGG.TO's maximum drawdown of -24.58%. Use the drawdown chart below to compare losses from any high point for XUU.TO and VGG.TO.

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Drawdown Indicators

XUU.TOVGG.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.22%

-24.58%

-3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-7.07%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-15.56%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

-18.52%

-4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-28.22%

-24.58%

-3.64%

Current Drawdown

Current decline from peak

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-4.09%

-2.93%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.89%

+0.41%

Volatility

XUU.TO vs. VGG.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 U.S. Dividend Appreciation Index ETF (VGG.TO) at 2.59%. This indicates that XUU.TO's price experiences larger fluctuations and is considered to be riskier than VGG.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.TOVGG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

2.59%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

7.86%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

10.23%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

12.63%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

14.97%

+1.62%

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

XUU.TO has a 0.07% expense ratio, which is lower than VGG.TO's 0.30% expense ratio.

Dividends

XUU.TO vs. VGG.TO - Dividend Comparison

XUU.TO's dividend yield for the trailing twelve months is around 1.01%, which matches VGG.TO's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF		1.02%1.16%1.23%1.37%1.35%1.21%1.25%1.24%1.50%1.46%1.63%1.70%
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

XUU.TO and VGG.TO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.30% for VGG.TO.

XUU.TO is categorized as Large Cap Blend Equities, while VGG.TO is Dividend. XUU.TO tracks Morningstar US Market TR CAD, while VGG.TO tracks S&P U.S. Dividend Growers Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for XUU.TO and 0.30% for VGG.TO.

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