^SPTSX60 vs. XIU.TO
Compare and contrast key facts about S&P/TSX 60 Index (^SPTSX60) and iShares S&P/TSX 60 Index ETF (XIU.TO).
XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPTSX60 or XIU.TO.
Key characteristics
| ^SPTSX60 | XIU.TO | |
|---|---|---|
| YTD Return | 10.78% | 12.83% |
| 1Y Return | 15.22% | 18.69% |
| 3Y Return (Ann) | 4.42% | 7.70% |
| 5Y Return (Ann) | 7.39% | 10.78% |
| 10Y Return (Ann) | 4.56% | 7.76% |
| Sharpe Ratio | 1.32 | 1.63 |
| Daily Std Dev | 11.41% | 11.42% |
| Max Drawdown | -49.15% | -52.31% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ^SPTSX60 and XIU.TO is 0.98, 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
^SPTSX60 vs. XIU.TO - Performance Comparison
In the year-to-date period, ^SPTSX60 achieves a 10.78% return, which is significantly lower than XIU.TO's 12.83% return. Over the past 10 years, ^SPTSX60 has underperformed XIU.TO with an annualized return of 4.56%, while XIU.TO has yielded a comparatively higher 7.76% annualized 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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Risk-Adjusted Performance
^SPTSX60 vs. XIU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) and iShares S&P/TSX 60 Index ETF (XIU.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.
Drawdowns
^SPTSX60 vs. XIU.TO - Drawdown Comparison
The maximum ^SPTSX60 drawdown since its inception was -49.15%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for ^SPTSX60 and XIU.TO. For additional features, visit the drawdowns tool.
Volatility
^SPTSX60 vs. XIU.TO - Volatility Comparison
S&P/TSX 60 Index (^SPTSX60) and iShares S&P/TSX 60 Index ETF (XIU.TO) have volatilities of 4.66% and 4.61%, 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.