iShares Core S&P 500 (CAD Hedged)

10-Year Study

XSP.TO · · CA · ETF

Executive Summary: iShares Core S&P 500 (CAD Hedged) has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 24.9% and an annualized volatility of 12.3%.

1Y CAGR
+19.8%
3Y CAGR
+19.0%
5Y CAGR
+11.0%
10Y CAGR
+13.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.2-0.9-5.37.6————————2.3%
20252.7-1.4-5.8-1.06.14.92.21.83.52.30.0-0.115.7%
20241.65.43.1-4.25.03.41.12.31.8-1.05.9-2.723.4%
20236.1-2.43.31.70.46.23.2-1.5-5.0-2.28.84.324.3%
2022-5.3-2.73.4-9.00.4-8.69.2-4.1-9.88.15.3-5.7-19.3%
2021-1.12.74.45.10.42.62.43.0-4.76.9-0.74.327.9%
2020-0.1-8.0-13.612.44.82.05.66.6-4.0-2.510.63.615.2%
20197.73.11.84.0-6.46.71.4-1.81.82.13.62.829.4%
20185.4-3.9-2.60.22.30.43.63.20.4-6.91.9-9.4-6.3%
20171.73.90.11.01.30.51.90.12.02.43.11.020.7%
2016———0.41.80.13.80.1-0.1-1.83.71.910.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 80.3% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110038.065306401317
2016-05-0110219.900346979908
2016-06-0110228.684648457136
2016-07-0110612.753829711437
2016-08-0110623.392594833853
2016-09-0110616.99957542543
2016-10-0110420.719239084287
2016-11-0110804.788420338587
2016-12-0111009.169834708728
2017-01-0111198.617936567583
2017-02-0111637.784208754045
2017-03-0111646.373303531776
2017-04-0111758.324345691544
2017-05-0111913.318465089722
2017-06-0111974.51576538107
2017-07-0112199.930701621679
2017-08-0112217.255296201765
2017-09-0112460.043628697336
2017-10-0112763.54124473552
2017-11-0113153.710635349005
2017-12-0113289.476894847032
2018-01-0114010.814451151966
2018-02-0113459.989946854976
2018-03-0113110.277144711607
2018-04-0113140.875794857278
2018-05-0113442.51894725027
2018-06-0113501.422568822563
2018-07-0113981.387041203256
2018-08-0114434.949807477393
2018-09-0114496.635124517474
2018-10-0113492.589465670462
2018-11-0113748.017431958264
2018-12-0112457.066726530054
2019-01-0113418.069308138656
2019-02-0113827.368955302545
2019-03-0114076.50150553167
2019-04-0114632.596590714993
2019-05-0113693.896374523576
2019-06-0114604.92604106173
2019-07-0114811.161919077063
2019-08-0114551.146595351152
2019-09-0114815.651673165423
2019-10-0115129.446442601911
2019-11-0115676.318011234147
2019-12-0116113.288208051299
2020-01-0116097.427663717419
2020-02-0114802.036005875723
2020-03-0112781.939476162823
2020-04-0114367.213082753002
2020-05-0115060.196865956439
2020-06-0115358.667909482652
2020-07-0116225.873671984426
2020-08-0117293.89832659057
2020-09-0116609.259629790493
2020-10-0116198.495932380401
2020-11-0117910.06827354315
2020-12-0118558.154515862985
2021-01-0118360.60533597513
2021-02-0118861.4081235268
2021-03-0119693.086266720675
2021-04-0120690.153286060777
2021-05-0120777.45948240944
2021-06-0121322.91580247034
2021-07-0121844.654508542735
2021-08-0122495.717653029853
2021-09-0121429.108246995038
2021-10-0122902.040398026464
2021-11-0122749.68156907145
2021-12-0123726.983910087794
2022-01-0122477.953843375908
2022-02-0121869.689767752832
2022-03-0122603.32534612588
2022-04-0120578.88546734924
2022-05-0120653.161616506677
2022-06-0118875.951022639096
2022-07-0120603.87192488446
2022-08-0119758.578114400883
2022-09-0117829.88712172602
2022-10-0119272.903846059995
2022-11-0120300.325507171405
2022-12-0119142.45696912318
2023-01-0120309.98823879636
2023-02-0119829.7797580413
2023-03-0120479.47645563196
2023-04-0120827.871612553747
2023-05-0120912.64012180898
2023-06-0122213.74157561088
2023-07-0122914.2896184197
2023-08-0122563.991196177856
2023-09-0121442.18709586113
2023-10-0120968.859651263232
2023-11-0122814.88060670242
2023-12-0123799.161587225673
2024-01-0124175.61770719971
2024-02-0125471.83899351426
2024-03-0126267.696707351
2024-04-0125166.877327229868
2024-05-0126415.41937719303
2024-06-0127321.178462844844
2024-07-0127632.484346862784
2024-08-0128255.04731322379
2024-09-0128777.03002767055
2024-10-0128499.29969596557
2024-11-0130194.572277720574
2024-12-0129365.383019945246
2025-01-0130155.677342846404
2025-02-0129721.976858245776
2025-03-0128006.50038309315
2025-04-0127727.01319109272
2025-05-0129428.044370482796
2025-06-0130866.47373737867
2025-07-0131553.99173299628
2025-08-0132115.650209115178
2025-09-0133253.461258790405
2025-10-0134013.64494829463
2025-11-0134013.64494829463
2025-12-0133970.845879430584
2026-01-0134395.42045082987
2026-02-0134083.08973163959
2026-03-0132277.42776132077
2026-04-0134741.91234243159
Annual Return Matrix
YearAnnual Return
20170.20712797553083018
2018-0.06263678961206831
20190.29350581174415
20200.1517298192798453
20210.27852065731032893
2022-0.1932199624839569
20230.2432657743785851
20240.23388308921383483
20250.1568330594004943
20260.02269788823444907
Total Factor Risk
0.12317881184494026
VTI.US Exposure
0.8031026315625182
VEA.US Exposure
-0.002952494331734752
VWO.US Exposure
-0.001044862132909208
QQQ.US Exposure
0.09663363065061632
VTV.US Exposure
0.09189607338465192
IJR.US Exposure
-0.08406178538357333
QUAL.US Exposure
0.0349551642751874
SHV.US Exposure
0.05989404935453574
TLT.US Exposure
-0.008759362653166368
LQD.US Exposure
0.0027702798234425447
HYG.US Exposure
0.0021487015389400495
GLD.US Exposure
-0.0008666432512491656
USO.US Exposure
0.0014515643253559952
VNQ.US Exposure
-0.014016436680414995
BTC-USD.CC Exposure
-0.001768133259567388
CPER.US Exposure
-0.003130319069786638
VIX.INDX Exposure
0.005445214230318703
UUP.US Exposure
0.0035459967378017473
TIP.US Exposure
0.012787139257834408
Idiosyncratic Exposure
0.001969591621198823
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core S&P 500 (CAD Hedged) a high-risk investment?

iShares Core S&P 500 (CAD Hedged) (XSP.TO) has an annualized volatility of 12.3% and experienced a maximum drawdown of 24.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of XSP.TO?

Over the past 10 years, XSP.TO has generated a Compound Annual Growth Rate (CAGR) of 13.1%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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