XUU.TO vs. VUG
Compare and contrast key facts about iShares Core S&P U.S. Total Market Index ETF (XUU.TO) and Vanguard Growth ETF (VUG).
XUU.TO and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both XUU.TO and VUG 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 VUG.
Key characteristics
| XUU.TO | VUG | |
|---|---|---|
| YTD Return | 32.38% | 31.76% |
| 1Y Return | 41.05% | 45.05% |
| 3Y Return (Ann) | 13.04% | 9.08% |
| 5Y Return (Ann) | 16.26% | 19.65% |
| Sharpe Ratio | 3.49 | 2.60 |
| Sortino Ratio | 4.87 | 3.34 |
| Omega Ratio | 1.67 | 1.47 |
| Calmar Ratio | 5.08 | 3.38 |
| Martin Ratio | 24.14 | 13.39 |
| Ulcer Index | 1.66% | 3.28% |
| Daily Std Dev | 11.47% | 16.91% |
| Max Drawdown | -28.22% | -50.68% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XUU.TO and VUG is 0.83, 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. VUG - Performance Comparison
The year-to-date returns for both stocks are quite close, with XUU.TO having a 32.38% return and VUG slightly lower at 31.76%. 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. VUG - Expense Ratio Comparison
XUU.TO has a 0.07% expense ratio, which is higher than VUG'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%.
Risk-Adjusted Performance
XUU.TO vs. VUG - 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 Growth ETF (VUG). 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. VUG - Dividend Comparison
XUU.TO's dividend yield for the trailing twelve months is around 0.96%, more than VUG's 0.48% 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 | 0.96% | 1.22% | 1.38% | 1.01% | 1.33% | 1.68% | 1.73% | 1.49% | 1.65% | 1.52% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
XUU.TO vs. VUG - Drawdown Comparison
The maximum XUU.TO drawdown since its inception was -28.22%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for XUU.TO and VUG. For additional features, visit the drawdowns tool.
Volatility
XUU.TO vs. VUG - Volatility Comparison
The current volatility for iShares Core S&P U.S. Total Market Index ETF (XUU.TO) is 3.99%, while Vanguard Growth ETF (VUG) has a volatility of 5.09%. This indicates that XUU.TO experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.