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iShares S&P/TSX Composite High Dividend Index ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateApr 12, 2011
RegionNorth America (Canada)
CategoryCanada Equities
Index TrackedMorningstar Canada GR CAD
Home Pagewww.blackrock.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

XEI.TO has a high expense ratio of 0.22%, indicating higher-than-average management fees.


Expense ratio chart for XEI.TO: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

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 Composite High Dividend Index ETF

Popular comparisons: XEI.TO vs. VDY.TO, XEI.TO vs. XDIV.TO, XEI.TO vs. XEQT.TO, XEI.TO vs. CDZ.TO, XEI.TO vs. KOIN, XEI.TO vs. VFV.TO, XEI.TO vs. SCHD, XEI.TO vs. VOOG, XEI.TO vs. XBAL.TO, XEI.TO vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares S&P/TSX Composite High 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.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
148.71%
465.50%
XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares S&P/TSX Composite High Dividend Index ETF had a return of 5.21% year-to-date (YTD) and 6.31% in the last 12 months. Over the past 10 years, iShares S&P/TSX Composite High Dividend Index ETF had an annualized return of 6.58%, while the S&P 500 had an annualized return of 10.71%, indicating that iShares S&P/TSX Composite High Dividend Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.21%8.76%
1 month0.61%-0.28%
6 months12.69%18.36%
1 year6.31%25.94%
5 years (annualized)9.08%12.51%
10 years (annualized)6.58%10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.08%0.57%3.65%-2.15%
2023-2.98%6.37%3.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XEI.TO is 29, 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 XEI.TO is 2929
XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF)
The Sharpe Ratio Rank of XEI.TO is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of XEI.TO is 2727Sortino Ratio Rank
The Omega Ratio Rank of XEI.TO is 2828Omega Ratio Rank
The Calmar Ratio Rank of XEI.TO is 3333Calmar Ratio Rank
The Martin Ratio Rank of XEI.TO is 3030Martin 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 Composite High Dividend Index ETF (XEI.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XEI.TO
Sharpe ratio
The chart of Sharpe ratio for XEI.TO, currently valued at 0.53, compared to the broader market0.002.004.000.53
Sortino ratio
The chart of Sortino ratio for XEI.TO, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.0010.000.83
Omega ratio
The chart of Omega ratio for XEI.TO, currently valued at 1.10, compared to the broader market0.501.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for XEI.TO, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.000.38
Martin ratio
The chart of Martin ratio for XEI.TO, currently valued at 1.78, compared to the broader market0.0020.0040.0060.0080.001.78
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.002.19
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 1.77, compared to the broader market0.002.004.006.008.0010.0012.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.40, compared to the broader market0.0020.0040.0060.0080.008.40

Sharpe Ratio

The current iShares S&P/TSX Composite High Dividend Index ETF Sharpe ratio is 0.53. 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 Composite High 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 Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.53
2.82
XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares S&P/TSX Composite High Dividend Index ETF granted a 5.20% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.33 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$1.33CA$1.26CA$1.17CA$0.93CA$1.00CA$1.05CA$1.03CA$0.96CA$0.97CA$1.01CA$1.72CA$0.96

Dividend yield

5.20%5.08%4.78%3.65%5.13%4.71%5.53%4.37%4.51%5.75%7.94%4.43%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.12CA$0.12CA$0.12CA$0.11
2023CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11
2022CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.11CA$0.11CA$0.11CA$0.10CA$0.10CA$0.14
2021CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08
2020CA$0.08CA$0.08CA$0.08CA$0.09CA$0.09CA$0.09CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.10
2019CA$0.09CA$0.09CA$0.09CA$0.08CA$0.08CA$0.08CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09
2018CA$0.08CA$0.08CA$0.08CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09
2017CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.09CA$0.09CA$0.09CA$0.08CA$0.08CA$0.08
2016CA$0.09CA$0.09CA$0.09CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08
2015CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.09CA$0.09CA$0.09
2014CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.82
2013CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.08

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.42%
-0.06%
XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P/TSX Composite High 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 S&P/TSX Composite High Dividend Index ETF was 45.51%, occurring on Mar 23, 2020. Recovery took 240 trading sessions.

The current iShares S&P/TSX Composite High Dividend Index ETF drawdown is 1.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.51%Feb 21, 202022Mar 23, 2020240Mar 8, 2021262
-25.59%Sep 4, 2014344Jan 18, 2016217Nov 25, 2016561
-17.32%Apr 21, 2022120Oct 12, 2022
-14.63%Aug 23, 201886Dec 24, 201846Mar 4, 2019132
-14.07%Jun 1, 201186Oct 4, 2011113Mar 16, 2012199

Volatility

Volatility Chart

The current iShares S&P/TSX Composite High Dividend Index ETF volatility is 2.87%, 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%December2024FebruaryMarchAprilMay
2.87%
3.52%
XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF)
Benchmark (^GSPC)