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iShares S&P/TSX SmallCap Index ETF (XCS.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateMay 14, 2007
RegionNorth America (Canada)
CategoryCanada Equities
Index TrackedMorningstar Canada Sml GR CAD
Home Pagewww.blackrock.com
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

XCS.TO has a high expense ratio of 0.60%, indicating higher-than-average management fees.


Expense ratio chart for XCS.TO: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares S&P/TSX SmallCap Index ETF

Popular comparisons: XCS.TO vs. ^DJI, XCS.TO vs. XCV.TO, XCS.TO vs. VBR, XCS.TO vs. XUS.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares S&P/TSX SmallCap Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
30.03%
330.48%
XCS.TO (iShares S&P/TSX SmallCap Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares S&P/TSX SmallCap Index ETF had a return of 8.88% year-to-date (YTD) and 9.65% in the last 12 months. Over the past 10 years, iShares S&P/TSX SmallCap Index ETF had an annualized return of 2.88%, while the S&P 500 had an annualized return of 10.71%, indicating that iShares S&P/TSX SmallCap Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.88%8.76%
1 month-1.56%-0.32%
6 months16.37%18.48%
1 year9.65%25.36%
5 years (annualized)6.27%12.60%
10 years (annualized)2.88%10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.55%0.61%7.65%-0.05%
2023-2.73%4.55%4.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XCS.TO is 33, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of XCS.TO is 3333
XCS.TO (iShares S&P/TSX SmallCap Index ETF)
The Sharpe Ratio Rank of XCS.TO is 3333Sharpe Ratio Rank
The Sortino Ratio Rank of XCS.TO is 3333Sortino Ratio Rank
The Omega Ratio Rank of XCS.TO is 3232Omega Ratio Rank
The Calmar Ratio Rank of XCS.TO is 3232Calmar Ratio Rank
The Martin Ratio Rank of XCS.TO is 3737Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares S&P/TSX SmallCap Index ETF (XCS.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XCS.TO
Sharpe ratio
The chart of Sharpe ratio for XCS.TO, currently valued at 0.68, compared to the broader market0.002.004.000.68
Sortino ratio
The chart of Sortino ratio for XCS.TO, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.07
Omega ratio
The chart of Omega ratio for XCS.TO, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for XCS.TO, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.0014.000.35
Martin ratio
The chart of Martin ratio for XCS.TO, currently valued at 2.43, compared to the broader market0.0020.0040.0060.0080.002.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market0.002.004.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.008.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.0012.0014.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.43, compared to the broader market0.0020.0040.0060.0080.008.43

Sharpe Ratio

The current iShares S&P/TSX SmallCap Index ETF Sharpe ratio is 0.68. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares S&P/TSX SmallCap Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.68
2.82
XCS.TO (iShares S&P/TSX SmallCap Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares S&P/TSX SmallCap Index ETF granted a 2.53% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.49 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.49CA$0.49CA$0.38CA$0.31CA$0.35CA$0.40CA$0.33CA$0.35CA$0.28CA$0.33CA$0.77CA$0.34

Dividend yield

2.53%2.70%2.16%1.58%1.85%2.36%2.20%1.89%1.52%2.43%4.73%2.00%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P/TSX SmallCap Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.00CA$0.10CA$0.00
2023CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.17
2022CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.03
2021CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.06
2020CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.06
2019CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.04
2018CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.03
2017CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.04
2016CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.05
2015CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.05
2014CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.43
2013CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-15.02%
-0.03%
XCS.TO (iShares S&P/TSX SmallCap Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P/TSX SmallCap Index ETF. 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 iShares S&P/TSX SmallCap Index ETF was 61.11%, occurring on Nov 20, 2008. Recovery took 527 trading sessions.

The current iShares S&P/TSX SmallCap Index ETF drawdown is 15.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.11%Jul 20, 2007337Nov 20, 2008527Dec 29, 2010864
-50.31%Feb 22, 2017774Mar 23, 2020178Dec 4, 2020952
-39.18%Apr 11, 20111198Jan 19, 2016268Feb 10, 20171466
-34.57%Nov 15, 2021217Sep 26, 2022
-10.13%Jun 14, 202147Aug 19, 202137Oct 13, 202184

Volatility

Volatility Chart

The current iShares S&P/TSX SmallCap Index ETF volatility is 4.15%, 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.15%
3.52%
XCS.TO (iShares S&P/TSX SmallCap Index ETF)
Benchmark (^GSPC)