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

XUU.TO vs. VTV

Last updated Jun 4, 2026

XUU.TO (iShares Core S&P U.S. Total Market Index ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - XUU.TO is a Large Cap Blend Equities fund tracking the Morningstar US Market TR CAD, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, XUU.TO returned 15.46%/yr vs 13.29%/yr for VTV. A 0.73 correlation means they provide meaningful diversification when combined. XUU.TO charges 0.07%/yr vs 0.04%/yr for VTV.

Performance

XUU.TO vs. VTV - 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 Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUU.TO is traded in CAD, while VTV is traded in USD. To make them comparable, the VTV 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 lower than VTV's 13.73% return. Over the past 10 years, XUU.TO has outperformed VTV with an annualized return of 15.46%, while VTV has yielded a comparatively lower 13.29% 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%

VTV

1D
0.42%
1M
6.31%
YTD
13.73%
6M
12.68%
1Y
27.87%
3Y*
19.66%
5Y*
14.42%
10Y*
13.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUU.TO vs. VTV - 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%
VTV
Vanguard Value ETF		13.73%9.98%25.92%6.91%4.89%25.39%0.60%19.48%2.54%9.69%

Correlation

The correlation between XUU.TO and VTV is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.65

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

0.68

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

0.73

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

0.78

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

0.73

The correlation between XUU.TO and VTV shifts across timeframes, from 0.65 (1 year) to 0.78 (10 years), reflecting how their relationship changes across market environments.

XUU.TO vs. VTV - Sectors Allocation Comparison

Sectors
XUU.TO
VTV

Technology

37.3%
13.4%

Financial Services

11.2%
22.3%

Consumer Cyclical

9.8%
4.0%

Communication Services

9.8%
3.3%

Industrials

8.8%
14.0%

Healthcare

8.4%
14.5%

Consumer Defensive

4.4%
9.4%

Energy

3.4%
8.1%

Utilities

2.5%
5.2%

Real Estate

2.2%
2.8%

Basic Materials

1.9%
3.1%

Technology

XUU.TO
37.3%
VTV
13.4%

Financial Services

XUU.TO
11.2%
VTV
22.3%

Consumer Cyclical

XUU.TO
9.8%
VTV
4.0%

Communication Services

XUU.TO
9.8%
VTV
3.3%

Industrials

XUU.TO
8.8%
VTV
14.0%

Healthcare

XUU.TO
8.4%
VTV
14.5%

Consumer Defensive

XUU.TO
4.4%
VTV
9.4%

Energy

XUU.TO
3.4%
VTV
8.1%

Utilities

XUU.TO
2.5%
VTV
5.2%

Real Estate

XUU.TO
2.2%
VTV
2.8%

Basic Materials

XUU.TO
1.9%
VTV
3.1%

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 Value 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 VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

XUU.TO vs. VTV — 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
VTV
VTV Risk / Return Rank: 7979
Overall Rank
VTV Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 8282
Sortino Ratio Rank
VTV Omega Ratio Rank: 7777
Omega Ratio Rank
VTV Calmar Ratio Rank: 7979
Calmar Ratio Rank
VTV Martin Ratio Rank: 7979
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. VTV - 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 Value ETF (VTV). 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.TOVTVDifference
Sharpe ratioReturn per unit of total volatility
2.42
2.74

-0.31

Sortino ratioReturn per unit of downside risk
3.32
3.83

-0.52

Omega ratioGain probability vs. loss probability

1.45

1.49

-0.04

Calmar ratioReturn relative to maximum drawdown

3.32

4.88

-1.56

Martin ratioReturn relative to average drawdown

12.64

19.05

-6.41

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. VTV - Sharpe Ratio Comparison

The current XUU.TO Sharpe Ratio is 2.42, which is comparable to the VTV Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of XUU.TO and VTV, 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.TOVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.74

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.21

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.89

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.02

-0.16

Drawdowns

XUU.TO vs. VTV - Drawdown Comparison

The maximum XUU.TO drawdown since its inception was -28.22%, smaller than the maximum VTV drawdown of -30.85%. Use the drawdown chart below to compare losses from any high point for XUU.TO and VTV.

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Drawdown Indicators

XUU.TOVTVDifference

Max Drawdown

Largest peak-to-trough decline

-28.22%

-30.85%

+2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-5.74%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-14.39%

-5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

-14.39%

-9.02%

Max Drawdown (10Y)

Largest decline over 10 years

-28.22%

-30.85%

+2.63%

Current Drawdown

Current decline from peak

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-4.09%

-3.10%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.47%

+0.83%

Volatility

XUU.TO vs. VTV - Volatility Comparison

iShares Core S&P U.S. Total Market Index ETF (XUU.TO) has a higher volatility of 3.29% compared to Vanguard Value ETF (VTV) at 2.56%. This indicates that XUU.TO's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XUU.TOVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

2.56%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

7.91%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

10.24%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

11.98%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

14.97%

+1.62%

XUU.TO vs. VTV - Expense Ratio Comparison

XUU.TO has a 0.07% expense ratio, which is higher than VTV's 0.04% 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%.

Dividends

XUU.TO vs. VTV - Dividend Comparison

XUU.TO's dividend yield for the trailing twelve months is around 1.01%, less than VTV's 1.86% yield.

PositionTTM20252024202320222021202020192018201720162015
VTV
Vanguard Value ETF		1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
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 VTV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTV is cheaper with a 0.04% expense ratio, compared with 0.07% for XUU.TO.

XUU.TO is categorized as Large Cap Blend Equities, while VTV is Large Cap Value Equities. XUU.TO tracks Morningstar US Market TR CAD, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for XUU.TO and 0.04% for VTV.

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