XEQT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
XEQT.TO iShares Core Equity ETF Portfolio | Global Equities | 100% |
Performance
Performance Chart
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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
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| XEQT | 6.40% | 8.28% | 3.96% | 12.90% | 13.97% | N/A |
| Portfolio components: | ||||||
XEQT.TO iShares Core Equity ETF Portfolio | 6.40% | 8.28% | 3.96% | 12.90% | 13.97% | N/A |
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 | 3.24% | -0.15% | -2.85% | 1.66% | 4.52% | 6.40% | |||||||
| 2024 | 0.00% | 3.45% | 3.54% | -3.75% | 4.56% | 0.55% | 2.64% | 2.61% | 2.15% | -2.28% | 4.83% | -4.11% | 14.56% |
| 2023 | 8.01% | -3.26% | 2.12% | 1.80% | -2.19% | 5.85% | 3.32% | -2.98% | -4.21% | -3.59% | 9.27% | 5.46% | 19.96% |
| 2022 | -4.22% | -1.94% | 2.78% | -8.17% | 1.03% | -8.79% | 6.80% | -4.34% | -9.51% | 6.90% | 8.11% | -4.89% | -16.99% |
| 2021 | -0.17% | 3.91% | 2.76% | 4.30% | 2.45% | 0.71% | 0.65% | 1.98% | -3.89% | 5.82% | -2.94% | 3.15% | 19.89% |
| 2020 | -0.92% | -7.88% | -15.83% | 10.87% | 5.00% | 3.27% | 4.65% | 6.23% | -3.24% | -2.82% | 12.98% | 4.57% | 14.05% |
| 2019 | 0.43% | 4.26% | 1.67% | 2.92% | 2.88% | 12.72% |
Expense Ratio
XEQT has an expense ratio of 0.20%, 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 61, 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 | |
|---|---|---|---|---|---|
XEQT.TO iShares Core Equity ETF Portfolio | 0.74 | 1.12 | 1.16 | 0.81 | 3.71 |
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Dividends
Dividend yield
XEQT provided a 1.98% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
| Portfolio | 1.98% | 2.03% | 2.09% | 2.14% | 1.65% | 1.68% | 1.20% |
| Portfolio components: | |||||||
XEQT.TO iShares Core Equity ETF Portfolio | 1.98% | 2.03% | 2.09% | 2.14% | 1.65% | 1.68% | 1.20% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | |||||||
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.19 | $0.49 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.36 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.30 |
| 2019 | $0.06 | $0.00 | $0.00 | $0.14 | $0.20 |
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 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 36.06%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current XEQT drawdown is 1.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.06% | Jan 21, 2020 | 44 | Mar 23, 2020 | 113 | Sep 2, 2020 | 157 |
| -26.23% | Nov 9, 2021 | 232 | Oct 12, 2022 | 338 | Feb 15, 2024 | 570 |
| -15.14% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
| -7.73% | Sep 3, 2020 | 14 | Sep 23, 2020 | 32 | Nov 9, 2020 | 46 |
| -7.22% | Jul 17, 2024 | 15 | Aug 7, 2024 | 10 | Aug 21, 2024 | 25 |
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 1 assets, with an effective number of assets of 1.00, 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 | XEQT.TO | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 0.89 |
| XEQT.TO | 0.89 | 1.00 | 1.00 |
| Portfolio | 0.89 | 1.00 | 1.00 |