XEQT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | Large Cap Growth Equities | 45% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | Emerging Markets Equities | 5% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | Global Equities | 25% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | Canada Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in XEQT, 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.
The earliest data available for this chart is Apr 15, 2013, corresponding to the inception date of XEF.TO
Returns By Period
As of May 5, 2025, the XEQT returned 3.54% Year-To-Date and 8.64% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| XEQT | 3.54% | 12.42% | 3.80% | 13.01% | 14.07% | 8.64% |
| Portfolio components: | ||||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.55% | 12.21% | -0.61% | 11.41% | 15.61% | 11.69% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 6.29% | 11.22% | 5.67% | 16.16% | 14.26% | 6.80% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 13.37% | 14.74% | 9.56% | 12.48% | 11.75% | 5.58% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 5.60% | 9.01% | 1.15% | 6.64% | 7.52% | 2.88% |
Monthly Returns
The table below presents the monthly returns of XEQT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.15% | -0.12% | -2.73% | 1.63% | 1.67% | 3.54% | |||||||
| 2024 | -0.09% | 3.41% | 3.55% | -3.64% | 4.51% | 0.57% | 2.75% | 2.67% | 2.14% | -2.28% | 4.45% | -3.70% | 14.75% |
| 2023 | 8.11% | -3.36% | 2.17% | 1.79% | -2.13% | 5.84% | 3.32% | -3.01% | -4.16% | -3.57% | 9.27% | 5.59% | 20.26% |
| 2022 | -3.98% | -1.97% | 2.79% | -7.96% | 0.84% | -8.83% | 6.83% | -4.37% | -9.40% | 6.81% | 8.11% | -4.64% | -16.55% |
| 2021 | -0.26% | 3.13% | 3.63% | 4.26% | 2.66% | 0.57% | 0.82% | 1.84% | -3.80% | 5.73% | -3.09% | 3.54% | 20.25% |
| 2020 | -1.13% | -7.57% | -15.99% | 10.85% | 5.01% | 3.18% | 4.77% | 6.13% | -3.18% | -2.38% | 12.70% | 4.56% | 14.20% |
| 2019 | 9.14% | 2.76% | 0.87% | 3.34% | -5.53% | 6.29% | -0.15% | -1.60% | 2.20% | 1.99% | 2.69% | 3.12% | 27.31% |
| 2018 | 4.17% | -4.91% | -1.06% | 0.87% | 1.15% | -0.17% | 2.74% | 0.77% | 0.14% | -7.79% | 1.19% | -7.39% | -10.57% |
| 2017 | 3.06% | 1.61% | 1.22% | 0.69% | 1.44% | 1.44% | 2.74% | 0.35% | 2.56% | 1.42% | 1.67% | 1.97% | 22.09% |
| 2016 | -4.87% | 0.30% | 7.91% | 2.60% | -0.09% | 0.00% | 3.83% | 0.30% | 0.77% | -2.00% | 1.84% | 1.95% | 12.70% |
| 2015 | -4.02% | 6.05% | -1.57% | 3.90% | -1.12% | -2.06% | -0.78% | -5.59% | -4.28% | 6.90% | -0.62% | -3.05% | -6.91% |
| 2014 | -4.02% | 4.85% | 0.74% | 1.28% | 1.84% | 2.69% | -1.53% | 2.60% | -3.83% | 0.49% | 1.11% | -0.08% | 5.92% |
Expense Ratio
XEQT has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XEQT is 45, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.52 | 0.85 | 1.13 | 0.52 | 2.03 |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 0.89 | 1.34 | 1.18 | 1.16 | 4.49 |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 0.65 | 1.04 | 1.14 | 0.82 | 2.38 |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 0.37 | 0.67 | 1.09 | 0.29 | 1.15 |
Dividends
Dividend yield
XEQT provided a 1.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.99% | 2.00% | 2.20% | 2.37% | 1.88% | 1.95% | 2.41% | 2.57% | 2.00% | 2.19% | 2.41% | 3.03% |
| Portfolio components: | ||||||||||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.32% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 2.65% | 2.64% | 2.96% | 3.10% | 2.43% | 2.99% | 2.97% | 3.15% | 2.45% | 2.68% | 3.17% | 2.57% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.53% | 2.76% | 2.75% | 2.93% | 2.42% | 1.93% | 2.72% | 2.76% | 2.10% | 2.42% | 2.42% | 5.21% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 2.00% | 2.03% | 2.16% | 2.28% | 2.78% | 1.64% | 2.87% | 2.66% | 2.13% | 1.80% | 2.19% | 1.92% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the XEQT. 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 XEQT was 36.23%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current XEQT drawdown is 2.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.23% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Aug 28, 2020 | 136 |
| -25.86% | Nov 9, 2021 | 239 | Oct 12, 2022 | 340 | Feb 9, 2024 | 579 |
| -21.3% | May 19, 2015 | 174 | Jan 20, 2016 | 228 | Dec 8, 2016 | 402 |
| -19.78% | Jan 29, 2018 | 233 | Dec 24, 2018 | 133 | Jul 3, 2019 | 366 |
| -15.25% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current XEQT volatility is 12.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.03, 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
| ^GSPC | XEC.TO | XIC.TO | XEF.TO | ITOT | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.62 | 0.71 | 0.72 | 0.99 | 0.91 |
| XEC.TO | 0.62 | 1.00 | 0.66 | 0.77 | 0.62 | 0.77 |
| XIC.TO | 0.71 | 0.66 | 1.00 | 0.75 | 0.72 | 0.88 |
| XEF.TO | 0.72 | 0.77 | 0.75 | 1.00 | 0.72 | 0.89 |
| ITOT | 0.99 | 0.62 | 0.72 | 0.72 | 1.00 | 0.92 |
| Portfolio | 0.91 | 0.77 | 0.88 | 0.89 | 0.92 | 1.00 |