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AI.TO vs. XEI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

AI.TO vs. XEI.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Atrium Mortgage Investment Corporation (AI.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO).

XEI.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Apr 12, 2011.

Performance

AI.TO vs. XEI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Atrium Mortgage Investment Corporation (AI.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO). The values are adjusted to include any dividend payments, if applicable.

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AI.TO vs. XEI.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AI.TO
Atrium Mortgage Investment Corporation		0.98%15.34%12.42%6.32%-17.74%18.44%-5.58%23.01%7.71%10.84%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		13.91%23.32%15.29%6.58%0.32%35.78%-7.63%25.32%-10.94%7.14%

Returns By Period

In the year-to-date period, AI.TO achieves a 0.98% return, which is significantly lower than XEI.TO's 13.91% return. Over the past 10 years, AI.TO has underperformed XEI.TO with an annualized return of 7.78%, while XEI.TO has yielded a comparatively higher 11.93% annualized return.

AI.TO

1D
0.44%
1M
-2.78%
YTD
0.98%
6M
2.27%
1Y
17.31%
3Y*
6.95%
5Y*
5.17%
10Y*
7.78%

XEI.TO

1D
0.77%
1M
2.13%
YTD
13.91%
6M
17.23%
1Y
36.58%
3Y*
18.69%
5Y*
15.24%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Atrium Mortgage Investment Corporation

iShares S&P/TSX Composite High Dividend Index ETF

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Often compared with XEI.TO:
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Return for Risk

AI.TO vs. XEI.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AI.TO
AI.TO Risk / Return Rank: 8484
Overall Rank
AI.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AI.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
AI.TO Omega Ratio Rank: 8181
Omega Ratio Rank
AI.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
AI.TO Martin Ratio Rank: 8888
Martin Ratio Rank
XEI.TO
XEI.TO Risk / Return Rank: 9797
Overall Rank
XEI.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XEI.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XEI.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XEI.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
XEI.TO Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AI.TO vs. XEI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atrium Mortgage Investment Corporation (AI.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

AI.TOXEI.TODifference

Sharpe ratio

Return per unit of total volatility

1.48

3.57

-2.09

Sortino ratio

Return per unit of downside risk

2.05

4.30

-2.25

Omega ratio

Gain probability vs. loss probability

1.29

1.81

-0.52

Calmar ratio

Return relative to maximum drawdown

3.20

3.80

-0.60

Martin ratio

Return relative to average drawdown

9.28

22.22

-12.94

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AI.TO vs. XEI.TO - Sharpe Ratio Comparison

The current AI.TO Sharpe Ratio is 1.48, which is lower than the XEI.TO Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of AI.TO and XEI.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

AI.TOXEI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

3.57

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.37

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.75

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.63

-0.21

Correlation

The correlation between AI.TO and XEI.TO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AI.TO vs. XEI.TO - Dividend Comparison

AI.TO's dividend yield for the trailing twelve months is around 7.44%, more than XEI.TO's 3.89% yield.

TTM20252024202320222021202020192018201720162015
AI.TO
Atrium Mortgage Investment Corporation		7.44%8.08%8.28%8.56%8.39%6.41%7.11%6.21%7.15%6.99%7.11%7.37%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		3.89%4.39%5.45%4.98%4.68%3.58%5.03%4.62%5.42%4.29%4.42%5.64%

Drawdowns

AI.TO vs. XEI.TO - Drawdown Comparison

The maximum AI.TO drawdown since its inception was -53.30%, which is greater than XEI.TO's maximum drawdown of -45.52%. Use the drawdown chart below to compare losses from any high point for AI.TO and XEI.TO.

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Drawdown Indicators

AI.TOXEI.TODifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-45.52%

-7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-9.85%

+4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-17.36%

-8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-53.30%

-45.52%

-7.78%

Current Drawdown

Current decline from peak

-3.28%

0.00%

-3.28%

Average Drawdown

Average peak-to-trough decline

-6.11%

-5.14%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.68%

+0.15%

Volatility

AI.TO vs. XEI.TO - Volatility Comparison

Atrium Mortgage Investment Corporation (AI.TO) has a higher volatility of 4.42% compared to iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) at 2.68%. This indicates that AI.TO's price experiences larger fluctuations and is considered to be riskier than XEI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AI.TOXEI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

2.68%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

5.90%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

10.30%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

11.24%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

16.02%

+4.52%