Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FIE.TO iShares Canadian Financial Monthly Income ETF | Canada Equities | 17.40% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | Emerging Markets Equities | 13.75% |
XEQT.TO iShares Core Equity ETF Portfolio | Global Equities | 50.80% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | Canada Equities | 8.86% |
XIT.TO iShares S&P/TSX Capped Information Technology Index ETF | Technology Equities | 9.19% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 ETF Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Aug 14, 2019, corresponding to the inception date of XEQT.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio 5 ETF Portfolio | 0.35% | -1.05% | -0.28% | 3.06% | 39.18% | 17.88% | 8.54% | — |
| Portfolio components: | ||||||||
FIE.TO iShares Canadian Financial Monthly Income ETF | 0.59% | -0.54% | -1.08% | 5.57% | 34.86% | 18.70% | 8.97% | 9.95% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 0.43% | 0.20% | 5.12% | 7.63% | 49.14% | 16.27% | 4.15% | 8.07% |
XEQT.TO iShares Core Equity ETF Portfolio | 0.00% | -1.36% | 0.69% | 3.30% | 38.79% | 17.47% | 9.49% | — |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 0.00% | -2.06% | 3.78% | 10.74% | 52.17% | 20.08% | 12.10% | 11.83% |
XIT.TO iShares S&P/TSX Capped Information Technology Index ETF | -0.55% | -5.64% | -19.97% | -20.44% | 16.08% | 14.78% | 2.24% | 15.11% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 15, 2019, 5 ETF Portfolio's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +13.4%, while the worst month was Mar 2020 at -17.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 5 ETF Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 12, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.08% | 3.14% | -5.98% | 1.74% | -0.28% | ||||||||
| 2025 | 2.90% | -0.34% | -2.53% | 2.66% | 5.85% | 4.71% | 0.49% | 3.63% | 3.28% | 2.64% | 0.92% | 0.79% | 27.72% |
| 2024 | -0.09% | 2.25% | 3.12% | -3.46% | 3.34% | 0.61% | 3.05% | 3.12% | 3.11% | -2.45% | 5.57% | -4.16% | 14.37% |
| 2023 | 9.57% | -3.96% | 1.84% | 1.57% | -1.78% | 5.41% | 3.60% | -3.91% | -4.03% | -4.44% | 10.66% | 5.87% | 20.54% |
| 2022 | -2.98% | -2.57% | 1.64% | -8.94% | 1.11% | -8.72% | 5.60% | -4.49% | -9.71% | 5.64% | 8.56% | -4.85% | -19.75% |
| 2021 | 0.65% | 3.84% | 2.94% | 4.10% | 3.22% | 0.87% | -0.14% | 2.14% | -3.83% | 5.41% | -3.91% | 1.82% | 17.96% |
Benchmark Metrics
5 ETF Portfolio has an annualized alpha of -0.11%, beta of 0.85, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since August 15, 2019.
- This portfolio participated in 95.80% of S&P 500 Index downside but only 88.35% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.11%
- Beta
- 0.85
- R²
- 0.82
- Upside Capture
- 88.35%
- Downside Capture
- 95.80%
Expense Ratio
5 ETF Portfolio has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
5 ETF Portfolio ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.62 | 1.87 | +0.75 |
Sortino ratioReturn per unit of downside risk | 3.88 | 3.01 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.41 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.49 | +0.74 |
Martin ratioReturn relative to average drawdown | 14.11 | 11.08 | +3.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FIE.TO iShares Canadian Financial Monthly Income ETF | 81 | 3.22 | 4.45 | 1.62 | 3.10 | 10.76 |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 73 | 2.63 | 3.53 | 1.50 | 2.86 | 10.98 |
XEQT.TO iShares Core Equity ETF Portfolio | 88 | 2.56 | 3.91 | 1.53 | 3.11 | 13.80 |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 94 | 3.36 | 4.48 | 1.65 | 4.33 | 18.97 |
XIT.TO iShares S&P/TSX Capped Information Technology Index ETF | 14 | 0.51 | 0.93 | 1.12 | 0.34 | 0.83 |
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Dividends
Dividend yield
5 ETF Portfolio provided a 2.12% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.12% | 2.14% | 2.52% | 2.79% | 2.90% | 2.42% | 2.52% | 2.40% | 1.88% | 1.57% | 1.60% | 1.83% |
| Portfolio components: | ||||||||||||
FIE.TO iShares Canadian Financial Monthly Income ETF | 4.88% | 4.81% | 5.66% | 6.77% | 7.09% | 5.68% | 6.80% | 6.36% | 7.07% | 6.02% | 6.31% | 7.11% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 1.82% | 1.92% | 2.03% | 2.16% | 2.28% | 2.78% | 1.64% | 2.87% | 2.66% | 2.13% | 1.80% | 2.19% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.63% | 1.66% | 2.01% | 2.07% | 2.12% | 1.64% | 1.66% | 1.19% | 0.00% | 0.00% | 0.00% | 0.00% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 2.12% | 2.23% | 2.64% | 2.95% | 3.10% | 2.44% | 3.03% | 3.01% | 3.19% | 2.49% | 2.72% | 3.21% |
XIT.TO iShares S&P/TSX Capped Information Technology Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.29% | 0.00% | 0.13% | 0.14% | 0.08% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 5 ETF Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 5 ETF Portfolio was 37.98%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current 5 ETF Portfolio drawdown is 5.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.98% | Jan 21, 2020 | 44 | Mar 23, 2020 | 108 | Aug 26, 2020 | 152 |
| -30.11% | Nov 15, 2021 | 228 | Oct 12, 2022 | 434 | Jul 4, 2024 | 662 |
| -14.76% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
| -9.08% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -7.29% | Sep 3, 2020 | 14 | Sep 23, 2020 | 32 | Nov 9, 2020 | 46 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.09, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | XIT.TO | XEC.TO | FIE.TO | XIC.TO | XEQT.TO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.70 | 0.65 | 0.69 | 0.75 | 0.89 | 0.86 |
| XIT.TO | 0.70 | 1.00 | 0.56 | 0.52 | 0.66 | 0.71 | 0.77 |
| XEC.TO | 0.65 | 0.56 | 1.00 | 0.62 | 0.69 | 0.76 | 0.81 |
| FIE.TO | 0.69 | 0.52 | 0.62 | 1.00 | 0.88 | 0.82 | 0.85 |
| XIC.TO | 0.75 | 0.66 | 0.69 | 0.88 | 1.00 | 0.89 | 0.92 |
| XEQT.TO | 0.89 | 0.71 | 0.76 | 0.82 | 0.89 | 1.00 | 0.98 |
| Portfolio | 0.86 | 0.77 | 0.81 | 0.85 | 0.92 | 0.98 | 1.00 |