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CAEM.TO vs. XDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAEM.TO vs. XDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Avantis CIBC Emerging Markets Equity ETF (CAEM.TO) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CAEM.TO

1D
-3.12%
1M
-3.41%
6M
YTD
1Y
3Y*
5Y*
10Y*

XDIV.TO

1D
0.64%
1M
2.67%
6M
23.69%
YTD
25.10%
1Y
42.77%
3Y*
25.16%
5Y*
18.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAEM.TO vs. XDIV.TO - Yearly Performance Comparison


Correlation

The correlation between CAEM.TO and XDIV.TO is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 31, 2026

0.02

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Return for Risk

CAEM.TO vs. XDIV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAEM.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


XDIV.TO
XDIV.TO Risk / Return Rank: 9898
Overall Rank
XDIV.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDIV.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDIV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XDIV.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XDIV.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.

CAEM.TO vs. XDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis CIBC Emerging Markets Equity ETF (CAEM.TO) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CAEM.TOXDIV.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.05

Calmar ratioReturn relative to maximum drawdown

15.47

Martin ratioReturn relative to average drawdown

50.32

CAEM.TO vs. XDIV.TO - Sharpe Ratio Comparison


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Drawdowns

CAEM.TO vs. XDIV.TO - Drawdown Comparison

The maximum CAEM.TO drawdown since its inception was -8.71%, smaller than the maximum XDIV.TO drawdown of -41.29%. Use the drawdown chart below to compare losses from any high point for CAEM.TO and XDIV.TO.


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Drawdown Indicators


CAEM.TOXDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.71%

-41.29%

+32.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.33%

Current Drawdown

Current decline from peak

-8.71%

0.00%

-8.71%

Average Drawdown

Average peak-to-trough decline

-1.89%

-4.37%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

CAEM.TO vs. XDIV.TO - Volatility Comparison


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Volatility by Period


CAEM.TOXDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.22%

8.51%

+18.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.22%

10.56%

+16.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.22%

16.30%

+10.92%

Dividends

CAEM.TO vs. XDIV.TO - Dividend Comparison

CAEM.TO's dividend yield for the trailing twelve months is around 0.67%, less than XDIV.TO's 3.17% yield.


PositionTTM202520242023202220212020201920182017
CAEM.TO
Avantis CIBC Emerging Markets Equity ETF
0.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
3.17%3.90%4.50%4.42%4.15%3.76%4.85%4.24%5.13%1.92%

Frequently Asked Questions


CAEM.TO and XDIV.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAEM.TO is categorized as Emerging Markets Equities, while XDIV.TO is Dividend. They also come from different issuers: CIBC and iShares.

Portfolio Optimizer

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