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iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) Sharpe Ratio: 1.84

ETF · Currency in CAD · Last updated Jul 18, 2026

XFH.TO is a passive ETF by iShares tracking the investment results of the Morningstar DM xNA GR CAD. XFH.TO launched on Feb 10, 2015 and has a 0.22% expense ratio.

XFH.TO's Sharpe Ratio of 1.84 indicates that for each unit of volatility, it generates 1.84 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XFH.TO Sharpe Ratio Rank

XFH.TO Sharpe Ratio Rank: 72.572
Above Average

XFH.TO ranks above 72.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

XFH.TO Sharpe Ratio Market Positioning

The chart shows XFH.TO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.67 or lower
  • Yellow zone (middle 50%): 0.67 to 1.80
  • Green zone (top 25%): 1.80 or higher
  • Top 1%: 6.37+
  • Median: 1.31 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)'s Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how XFH.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FGEP.TOFidelity Global Equity+ Fund ETF2.56
CIE.NEOiShares International Fundamental Common Class2.39
MEQT.TOMackenzie All-Equity Allocation ETF2.27
DRFG.TODesjardins RI Global Multifactor Fossil Fuel Reserves Free ETF2.25
VVL.TOVanguard Global Value Factor ETF CAD2.21
CYH.TOiShares Global Monthly Dividend Index ETF (CAD-Hedged)2.15
XDGH.TOiShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)2.13
ONEQ.TOCI Global Core Plus Equity ETF2.11
TEQT.TOTD All-Equity ETF Portfolio2.09
VEQT.TOVanguard All-Equity ETF Portfolio2.07
XFH.TOiShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)1.84

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XFH.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XFH.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XFH.TO fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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