XUU.TO vs. VTI
Compare and contrast key facts about iShares Core S&P U.S. Total Market Index ETF (XUU.TO) and Vanguard Total Stock Market ETF (VTI).
XUU.TO and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUU.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on Feb 10, 2015. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both XUU.TO and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XUU.TO or VTI.
Key characteristics
| XUU.TO | VTI | |
|---|---|---|
| YTD Return | 31.33% | 25.76% |
| 1Y Return | 38.93% | 38.64% |
| 3Y Return (Ann) | 12.54% | 8.41% |
| 5Y Return (Ann) | 16.09% | 15.27% |
| Sharpe Ratio | 3.42 | 3.05 |
| Sortino Ratio | 4.77 | 4.07 |
| Omega Ratio | 1.66 | 1.57 |
| Calmar Ratio | 4.97 | 4.13 |
| Martin Ratio | 23.60 | 19.90 |
| Ulcer Index | 1.66% | 1.94% |
| Daily Std Dev | 11.45% | 12.68% |
| Max Drawdown | -28.22% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XUU.TO and VTI is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XUU.TO vs. VTI - Performance Comparison
In the year-to-date period, XUU.TO achieves a 31.33% return, which is significantly higher than VTI's 25.76% return. 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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XUU.TO vs. VTI - Expense Ratio Comparison
XUU.TO has a 0.07% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XUU.TO vs. VTI - 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.TO) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
XUU.TO vs. VTI - Dividend Comparison
XUU.TO's dividend yield for the trailing twelve months is around 0.97%, less than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XUU.TO iShares Core S&P U.S. Total Market Index ETF | 0.97% | 1.22% | 1.38% | 1.01% | 1.33% | 1.68% | 1.73% | 1.49% | 1.65% | 1.52% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XUU.TO vs. VTI - Drawdown Comparison
The maximum XUU.TO drawdown since its inception was -28.22%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XUU.TO and VTI. For additional features, visit the drawdowns tool.
Volatility
XUU.TO vs. VTI - Volatility Comparison
iShares Core S&P U.S. Total Market Index ETF (XUU.TO) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.00% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.