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iShares S&P/TSX North American Preferred Stock Ind...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateNov 16, 2010
RegionNorth America (Broad)
CategoryPreferred Stock/Convertible Bonds
Index TrackedS&P/TSX Preferred Share TR
Home Pagewww.blackrock.com
Asset ClassEquity

Expense Ratio

XPF.TO has a high expense ratio of 0.50%, indicating higher-than-average management fees.


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

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 North American Preferred Stock Index ETF (CAD-Hedged)

Popular comparisons: XPF.TO vs. VDY.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged), 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%100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
45.80%
484.53%
XPF.TO (iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged))
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) had a return of 8.73% year-to-date (YTD) and 15.33% in the last 12 months. Over the past 10 years, iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) had an annualized return of 2.16%, while the S&P 500 had an annualized return of 10.67%, indicating that iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.73%9.49%
1 month0.99%1.20%
6 months15.55%18.29%
1 year15.33%26.44%
5 years (annualized)2.91%12.64%
10 years (annualized)2.16%10.67%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.94%1.23%1.90%-1.58%8.73%
20239.16%-1.31%-3.90%1.46%-3.40%0.55%1.86%-2.84%0.04%-4.58%9.38%1.67%7.19%
2022-1.88%-3.00%-0.75%-6.71%3.04%-4.22%1.73%0.02%-5.68%-2.18%2.30%-3.59%-19.48%
20211.04%1.62%2.01%1.58%2.07%0.58%0.41%0.80%-0.03%1.47%-2.12%1.60%11.51%
20200.86%-4.70%-14.17%9.24%-0.68%1.61%5.53%3.23%-0.45%-0.08%4.89%1.90%5.34%
20192.38%1.08%0.59%0.28%-1.45%1.09%1.34%-1.96%1.98%0.90%0.84%1.55%8.88%
20180.11%-0.49%-0.22%-0.63%0.86%0.75%0.64%1.03%-1.12%-2.46%-4.18%-1.73%-7.32%
20172.80%1.90%1.16%0.45%-0.48%1.71%0.87%-0.53%0.44%0.86%0.64%-0.17%10.03%
2016-5.65%-1.71%5.43%2.16%1.04%0.06%2.51%0.66%-0.62%0.27%-1.71%2.02%4.13%
2015-1.40%0.75%-0.13%-0.04%-0.42%-1.84%-1.43%-2.16%-3.30%4.04%-0.15%0.71%-5.42%
20142.00%1.82%1.07%1.73%0.59%0.74%-0.07%1.30%-0.77%0.81%1.21%-0.54%10.31%
20131.30%0.60%1.09%0.09%-0.55%-2.09%-1.09%-1.40%0.45%0.52%0.54%-1.29%-1.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XPF.TO is 71, 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 XPF.TO is 7171
XPF.TO (iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged))
The Sharpe Ratio Rank of XPF.TO is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of XPF.TO is 8282Sortino Ratio Rank
The Omega Ratio Rank of XPF.TO is 8282Omega Ratio Rank
The Calmar Ratio Rank of XPF.TO is 4343Calmar Ratio Rank
The Martin Ratio Rank of XPF.TO is 7373Martin 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 North American Preferred Stock Index ETF (CAD-Hedged) (XPF.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XPF.TO
Sharpe ratio
The chart of Sharpe ratio for XPF.TO, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for XPF.TO, currently valued at 3.09, compared to the broader market-2.000.002.004.006.008.0010.003.09
Omega ratio
The chart of Omega ratio for XPF.TO, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for XPF.TO, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.0014.000.64
Martin ratio
The chart of Martin ratio for XPF.TO, currently valued at 7.35, compared to the broader market0.0020.0040.0060.0080.007.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.27, compared to the broader market0.002.004.002.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.22, compared to the broader market-2.000.002.004.006.008.0010.003.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.0014.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.69, compared to the broader market0.0020.0040.0060.0080.008.69

Sharpe Ratio

The current iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) Sharpe ratio is 1.97. 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 North American Preferred Stock Index ETF (CAD-Hedged) 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
1.97
2.88
XPF.TO (iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged))
Benchmark (^GSPC)

Dividends

Dividend History

iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) granted a 5.48% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.82 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.82CA$0.80CA$0.75CA$0.77CA$0.83CA$0.86CA$0.81CA$0.85CA$0.90CA$0.91CA$0.98CA$1.02

Dividend yield

5.48%5.74%5.46%4.30%4.95%5.12%4.94%4.59%5.14%5.11%4.96%5.43%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.07CA$0.07CA$0.07CA$0.07CA$0.00CA$0.27
2023CA$0.06CA$0.06CA$0.06CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.08CA$0.80
2022CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.75
2021CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.77
2020CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.10CA$0.83
2019CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.86
2018CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.81
2017CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.85
2016CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.90
2015CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.08CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.91
2014CA$0.08CA$0.08CA$0.08CA$0.09CA$0.09CA$0.09CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.10CA$0.98
2013CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.09CA$0.09CA$0.13CA$1.02

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-8.63%
0
XPF.TO (iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged). 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 North American Preferred Stock Index ETF (CAD-Hedged) was 43.52%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) drawdown is 8.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.52%Feb 18, 202025Mar 23, 2020163Nov 13, 2020188
-24.67%Nov 9, 2021494Oct 27, 2023
-15.31%Nov 24, 2014306Feb 11, 2016232Jan 16, 2017538
-12.34%Sep 5, 201879Dec 27, 2018262Jan 14, 2020341
-9.03%Jul 5, 201124Aug 8, 2011113Jan 19, 2012137

Volatility

Volatility Chart

The current iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) volatility is 2.51%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.51%
3.51%
XPF.TO (iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged))
Benchmark (^GSPC)