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iShares Core MSCI Canadian Quality Dividend Index ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO)

ETF · Currency in CAD · Last updated May 14, 2024

XDIV.TO is a passive ETF by iShares tracking the investment results of the MSCI Canada High Dividend Yield 10% Security Capped Index. XDIV.TO launched on Jun 12, 2017 and has a 0.11% expense ratio.

ETF Info

CUSIP46435V109
IssueriShares
Inception DateJun 12, 2017
RegionNorth America (Canada)
CategoryDividend, Large Cap Value Equities
Index TrackedMSCI Canada High Dividend Yield 10% Security Capped Index
Distribution PolicyDistributing
Home Pagewww.blackrock.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

XDIV.TO features an expense ratio of 0.11%, falling within the medium range.

Expense ratio chart for XDIV.TO: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

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 Core MSCI Canadian Quality Dividend Index ETF

Popular comparisons: XDIV.TO vs. XEI.TO, XDIV.TO vs. VDY.TO, XDIV.TO vs. XDV.TO, XDIV.TO vs. CDZ.TO, XDIV.TO vs. FIE.TO, XDIV.TO vs. XIU.TO, XDIV.TO vs. XEQT.TO, XDIV.TO vs. SCHD, XDIV.TO vs. VGT, XDIV.TO vs. RY.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares Core MSCI Canadian Quality Dividend 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.

60.00%70.00%80.00%90.00%100.00%110.00%120.00%December2024FebruaryMarchAprilMay
82.72%
120.97%
XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core MSCI Canadian Quality Dividend Index ETF had a return of 8.23% year-to-date (YTD) and 11.98% in the last 12 months.

PeriodReturnBenchmark
Year-To-Date8.23%9.47%
1 month4.69%1.91%
6 months13.78%18.36%
1 year11.98%26.61%
5 years (annualized)10.02%12.90%
10 years (annualized)N/A10.79%

Monthly Returns

The table below presents the monthly returns of XDIV.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.74%1.01%3.14%0.04%8.23%
20235.88%-0.10%-1.52%4.94%-4.28%2.48%2.23%-2.41%-2.17%-2.50%6.77%2.77%11.95%
20223.91%0.81%3.48%-4.24%0.22%-5.65%1.69%-0.82%-5.15%3.41%4.98%-1.40%0.49%
20212.43%4.19%7.20%2.79%3.04%0.48%0.72%1.01%0.45%3.82%-2.68%5.39%32.51%
20202.28%-5.75%-19.16%3.08%0.99%1.07%2.16%4.51%-2.62%-1.52%11.15%-0.95%-7.58%
20197.94%3.91%1.13%3.84%-3.03%2.00%0.16%-0.26%5.65%-0.96%3.00%-0.27%25.11%
2018-1.28%-2.87%-1.15%0.60%1.49%1.86%1.77%-0.42%-0.81%-4.72%2.13%-6.50%-9.84%
20170.50%1.37%-1.49%3.58%3.10%0.99%0.37%8.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XDIV.TO is 55, 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 XDIV.TO is 5555
XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF)
The Sharpe Ratio Rank of XDIV.TO is 4949Sharpe Ratio Rank
The Sortino Ratio Rank of XDIV.TO is 4949Sortino Ratio Rank
The Omega Ratio Rank of XDIV.TO is 4949Omega Ratio Rank
The Calmar Ratio Rank of XDIV.TO is 7171Calmar Ratio Rank
The Martin Ratio Rank of XDIV.TO is 5757Martin 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 Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

XDIV.TO
Sharpe ratio
The chart of Sharpe ratio for XDIV.TO, currently valued at 1.11, compared to the broader market0.002.004.001.11
Sortino ratio
The chart of Sortino ratio for XDIV.TO, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.65
Omega ratio
The chart of Omega ratio for XDIV.TO, currently valued at 1.20, compared to the broader market0.501.001.502.002.501.20
Calmar ratio
The chart of Calmar ratio for XDIV.TO, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.0012.0014.001.51
Martin ratio
The chart of Martin ratio for XDIV.TO, currently valued at 4.58, compared to the broader market0.0020.0040.0060.0080.004.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.0014.001.84
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.008.75

Sharpe Ratio

The current iShares Core MSCI Canadian Quality Dividend Index ETF Sharpe ratio is 1.11. 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 Core MSCI Canadian Quality Dividend 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.11
2.77
XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core MSCI Canadian Quality Dividend Index ETF granted a 4.69% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.28 per share.

PeriodTTM2023202220212020201920182017
DividendCA$1.28CA$1.13CA$0.99CA$0.93CA$0.94CA$0.94CA$0.95CA$0.41

Dividend yield

4.69%4.42%4.15%3.76%4.82%4.22%5.10%1.91%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core MSCI Canadian Quality Dividend Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.13CA$0.13CA$0.13CA$0.10CA$0.00CA$0.49
2023CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$1.13
2022CA$0.09CA$0.09CA$0.09CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.09CA$0.09CA$0.09CA$0.99
2021CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.93
2020CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.94
2019CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.94
2018CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.95
2017CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.41

Drawdowns

Drawdowns Chart

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

-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.26%
-0.06%
XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core MSCI Canadian Quality Dividend 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 Core MSCI Canadian Quality Dividend Index ETF was 41.29%, occurring on Mar 23, 2020. Recovery took 245 trading sessions.

The current iShares Core MSCI Canadian Quality Dividend Index ETF drawdown is 0.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.29%Feb 21, 202022Mar 23, 2020245Mar 15, 2021267
-17.52%Apr 21, 2022120Oct 12, 2022196Jul 24, 2023316
-13.45%Aug 20, 201889Dec 24, 201845Mar 1, 2019134
-8.5%Jan 5, 201826Feb 9, 2018130Aug 17, 2018156
-8.03%Jul 27, 202364Oct 27, 202325Dec 1, 202389

Volatility

Volatility Chart

The current iShares Core MSCI Canadian Quality Dividend Index ETF volatility is 2.35%, 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.

1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.35%
3.30%
XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF)
Benchmark (^GSPC)