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XUU.TO vs. XEF-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUU.TO vs. XEF-U.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 iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO). 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 XEF-U.TO is traded in USD. To make them comparable, the XEF-U.TO 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 11.45% return, which is significantly lower than XEF-U.TO's 12.07% return. Over the past 10 years, XUU.TO has outperformed XEF-U.TO with an annualized return of 15.61%, while XEF-U.TO has yielded a comparatively lower 7.69% annualized return.


XUU.TO

1D
0.63%
1M
1.53%
YTD
11.45%
6M
11.22%
1Y
29.10%
3Y*
22.22%
5Y*
15.33%
10Y*
15.61%

XEF-U.TO

1D
0.92%
1M
3.41%
YTD
12.07%
6M
12.78%
1Y
26.15%
3Y*
18.50%
5Y*
11.30%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUU.TO vs. XEF-U.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUU.TO
iShares Core S&P U.S. Total Market Index ETF
11.45%11.25%34.07%23.11%-13.53%25.94%16.26%23.78%2.43%12.80%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
12.07%25.69%11.75%13.94%-9.57%11.30%7.69%-15.98%0.56%9.18%

Correlation

The correlation between XUU.TO and XEF-U.TO is 0.61, 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

0.61

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

0.37

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

0.30

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

0.29

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.31

Over the past year, XUU.TO and XEF-U.TO have become more correlated (0.61) than their long-term average of 0.31, meaning their price movements have been converging.

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Return for Risk

XUU.TO vs. XEF-U.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: 7676
Overall Rank
XUU.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XUU.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
XUU.TO Omega Ratio Rank: 8080
Omega Ratio Rank
XUU.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
XUU.TO Martin Ratio Rank: 7373
Martin Ratio Rank

XEF-U.TO
XEF-U.TO Risk / Return Rank: 4646
Overall Rank
XEF-U.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XEF-U.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XEF-U.TO Omega Ratio Rank: 4646
Omega Ratio Rank
XEF-U.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
XEF-U.TO Martin Ratio Rank: 4848
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. XEF-U.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 iShares Core MSCI EAFE IMI Index ETF (XEF-U.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XUU.TOXEF-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.41

1.28

+0.13

Calmar ratioReturn relative to maximum drawdown

3.13

2.13

+1.01

Martin ratioReturn relative to average drawdown

11.81

8.26

+3.55

XUU.TO vs. XEF-U.TO - Sharpe Ratio Comparison

The current XUU.TO Sharpe Ratio is 2.22, which is higher than the XEF-U.TO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of XUU.TO and XEF-U.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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Drawdowns

XUU.TO vs. XEF-U.TO - Drawdown Comparison

The maximum XUU.TO drawdown since its inception was -28.22%, smaller than the maximum XEF-U.TO drawdown of -42.21%. Use the drawdown chart below to compare losses from any high point for XUU.TO and XEF-U.TO.


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Drawdown Indicators


XUU.TOXEF-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.22%

-42.21%

+13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-11.34%

+2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-14.64%

-5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

-25.28%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-28.22%

-42.21%

+13.99%

Current Drawdown

Current decline from peak

-1.41%

0.00%

-1.41%

Average Drawdown

Average peak-to-trough decline

-4.15%

-9.03%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.92%

-0.59%

Volatility

XUU.TO vs. XEF-U.TO - Volatility Comparison

The current volatility for iShares Core S&P U.S. Total Market Index ETF (XUU.TO) is 4.57%, while iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO) has a volatility of 5.42%. This indicates that XUU.TO experiences smaller price fluctuations and is considered to be less risky than XEF-U.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.TOXEF-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

5.42%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

13.07%

-3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

15.55%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

17.59%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

18.25%

-1.64%

XUU.TO vs. XEF-U.TO - Expense Ratio Comparison

XUU.TO has a 0.07% expense ratio, which is lower than XEF-U.TO's 0.21% 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. XEF-U.TO - Dividend Comparison

XUU.TO's dividend yield for the trailing twelve months is around 1.02%, less than XEF-U.TO's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
2.22%2.44%2.85%2.76%2.98%2.43%1.86%2.72%2.07%1.62%1.84%1.86%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF
1.02%1.16%1.02%1.22%1.38%1.01%1.33%1.68%1.74%1.49%1.65%1.53%

Frequently Asked Questions


XUU.TO and XEF-U.TO have a correlation of 0.61, 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 0.21% for XEF-U.TO.

XUU.TO is categorized as Large Cap Blend Equities, while XEF-U.TO is Global Equities. XUU.TO tracks S&P Total Market Index, while XEF-U.TO tracks MSCI EAFE® Investable Market Index. Their fees differ too: 0.07% for XUU.TO and 0.21% for XEF-U.TO.

Portfolio Optimizer

Find the right allocation for XUU.TO and XEF-U.TO

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