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iShares Core Growth ETF Portfolio (XGRO.TO) Sharpe Ratio: 2.22

ETF · Currency in CAD · Last updated Jun 5, 2026

iShares Core Growth ETF Portfolio is a Canadian all-in-one ETF portfolio that targets a strategic allocation of approximately 80% equities and 20% fixed income through underlying iShares ETFs. The fund is automatically monitored and rebalanced to maintain its target asset mix.

XGRO.TO's Sharpe Ratio of 2.22 indicates that for each unit of volatility, it generates 2.22 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.

XGRO.TO Sharpe Ratio Rank

XGRO.TO Sharpe Ratio Rank: 68.869
Above Average

XGRO.TO ranks above 68.8% 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

XGRO.TO Sharpe Ratio Market Positioning

The chart shows XGRO.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.72+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Core Growth ETF Portfolio's Sharpe Ratio with other ETFs in the Diversified Portfolio category across multiple time periods, showing how XGRO.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 Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GRO.TOFranklin Growth ETF Portfolio3.14
CEQT.TOCI Equity Asset Allocation ETF3.05
XTR.TOiShares Diversified Monthly Income ETF2.92
TGRO.TOTD Growth ETF Portfolio2.67
VGRO.TOVanguard Growth ETF Portfolio2.66
MGRW.TOMackenzie Growth Allocation ETF2.64
HBAL.TOGlobal X Balanced Asset Allocation ETF2.55
FEQT.NEOFidelity All-in-One Equity ETF Fund2.36
VBAL.TOVanguard Balanced ETF Portfolio2.35
FGRO.NEOFidelity All-in-One Growth ETF2.32
XGRO.TOiShares Core Growth ETF Portfolio2.22

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XGRO.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 XGRO.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XGRO.TO fit in your portfolio?

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

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