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XVLU.TO vs. DGS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XVLU.TO vs. DGS.TO

Last updated Jun 4, 2026

XVLU.TO (iShares MSCI USA Value Factor Index ETF) is Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index, while DGS.TO (Dividend Growth Split Corp.) is a stock. Over the past 5 years, XVLU.TO returned 19.03%/yr vs 21.34%/yr for DGS.TO. At a 0.37 correlation, their price movements are largely independent.

Performance

XVLU.TO vs. DGS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI USA Value Factor Index ETF (XVLU.TO) and Dividend Growth Split Corp. (DGS.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, XVLU.TO achieves a 50.62% return, which is significantly higher than DGS.TO's 17.15% return.

XVLU.TO

1D
0.06%
1M
23.30%
YTD
50.62%
6M
51.55%
1Y
95.75%
3Y*
35.04%
5Y*
19.03%
10Y*
—

DGS.TO

1D
0.35%
1M
5.85%
YTD
17.15%
6M
23.42%
1Y
47.58%
3Y*
36.09%
5Y*
21.34%
10Y*
17.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XVLU.TO vs. DGS.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XVLU.TO
iShares MSCI USA Value Factor Index ETF		50.62%26.17%15.37%11.09%-8.87%28.64%-3.66%7.29%
DGS.TO
Dividend Growth Split Corp.		17.15%34.53%62.16%-6.12%-1.94%132.50%-33.14%10.51%

Correlation

The correlation between XVLU.TO and DGS.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

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

0.30

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2019

0.37

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI USA Value Factor Index ETF

Dividend Growth Split Corp.

Often compared with XVLU.TO:
XVLU.TO vs. VLUEXVLU.TO vs. VFV.TOXVLU.TO vs. XQLT.TOXVLU.TO vs. XSMC.TOXVLU.TO vs. FCUV.TOXVLU.TO vs. XDU.TOXVLU.TO vs. XDG.TO
Often compared with DGS.TO:
DGS.TO vs. DFN.TODGS.TO vs. GDV.TODGS.TO vs. FFN.TODGS.TO vs. DF.TODGS.TO vs. TD.TODGS.TO vs. CP.TODGS.TO vs. MNT.TO

Return for Risk

XVLU.TO vs. DGS.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XVLU.TO
XVLU.TO Risk / Return Rank: 9898
Overall Rank
XVLU.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XVLU.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XVLU.TO Omega Ratio Rank: 9797
Omega Ratio Rank
XVLU.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XVLU.TO Martin Ratio Rank: 9898
Martin Ratio Rank
DGS.TO
DGS.TO Risk / Return Rank: 9393
Overall Rank
DGS.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DGS.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
DGS.TO Omega Ratio Rank: 9696
Omega Ratio Rank
DGS.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGS.TO Martin Ratio Rank: 9494
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.

XVLU.TO vs. DGS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Value Factor Index ETF (XVLU.TO) and Dividend Growth Split Corp. (DGS.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.

XVLU.TODGS.TODifference
Sharpe ratioReturn per unit of total volatility
5.59
3.18

+2.41

Sortino ratioReturn per unit of downside risk
7.16
3.75

+3.41

Omega ratioGain probability vs. loss probability

1.96

1.64

+0.32

Calmar ratioReturn relative to maximum drawdown

13.34

4.25

+9.10

Martin ratioReturn relative to average drawdown

55.16

17.93

+37.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XVLU.TO vs. DGS.TO - Sharpe Ratio Comparison

The current XVLU.TO Sharpe Ratio is 5.59, which is higher than the DGS.TO Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of XVLU.TO and DGS.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

XVLU.TODGS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.59

3.18

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.74

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.49

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.27

+0.67

Drawdowns

XVLU.TO vs. DGS.TO - Drawdown Comparison

The maximum XVLU.TO drawdown since its inception was -34.40%, smaller than the maximum DGS.TO drawdown of -85.18%. Use the drawdown chart below to compare losses from any high point for XVLU.TO and DGS.TO.

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Drawdown Indicators

XVLU.TODGS.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-85.18%

+50.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-11.26%

+4.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-27.87%

+10.74%

Max Drawdown (5Y)

Largest decline over 5 years

-20.16%

-40.18%

+20.02%

Max Drawdown (10Y)

Largest decline over 10 years

—

-63.34%

—

Current Drawdown

Current decline from peak

0.00%

-0.23%

+0.23%

Average Drawdown

Average peak-to-trough decline

-6.49%

-14.18%

+7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.66%

-0.92%

Volatility

XVLU.TO vs. DGS.TO - Volatility Comparison

iShares MSCI USA Value Factor Index ETF (XVLU.TO) has a higher volatility of 7.55% compared to Dividend Growth Split Corp. (DGS.TO) at 2.38%. This indicates that XVLU.TO's price experiences larger fluctuations and is considered to be riskier than DGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XVLU.TODGS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

2.38%

+5.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

13.93%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

15.05%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

28.94%

-13.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

35.11%

-16.29%

Dividends

XVLU.TO vs. DGS.TO - Dividend Comparison

XVLU.TO's dividend yield for the trailing twelve months is around 1.12%, less than DGS.TO's 13.97% yield.

PositionTTM20252024202320222021202020192018201720162015
DGS.TO
Dividend Growth Split Corp.		13.97%15.40%17.47%5.86%17.42%14.68%5.88%15.18%24.93%14.85%15.33%17.91%
XVLU.TO
iShares MSCI USA Value Factor Index ETF		1.12%1.75%2.17%2.26%2.51%2.03%2.72%0.68%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XVLU.TO and DGS.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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