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CDZ.TO vs. XIEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDZ.TO vs. XIEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) and Xtrackers MSCI Europe UCITS ETF (XIEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CDZ.TO is traded in CAD, while XIEE.DE is traded in EUR. To make them comparable, the XIEE.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CDZ.TO achieves a 13.46% return, which is significantly higher than XIEE.DE's 7.28% return. Over the past 10 years, CDZ.TO has underperformed XIEE.DE with an annualized return of 9.44%, while XIEE.DE has yielded a comparatively higher 10.16% annualized return.


CDZ.TO

1D
0.00%
1M
3.31%
YTD
13.46%
6M
10.74%
1Y
22.32%
3Y*
16.81%
5Y*
10.31%
10Y*
9.44%

XIEE.DE

1D
-0.56%
1M
5.07%
YTD
7.28%
6M
8.76%
1Y
19.92%
3Y*
17.76%
5Y*
11.93%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDZ.TO vs. XIEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDZ.TO
iShares S&P/TSX Canadian Dividend Aristocrats Index ETF
13.46%13.45%17.86%8.98%-4.43%22.80%-3.27%25.68%-8.84%4.92%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
7.28%29.63%10.44%16.75%-8.73%14.97%3.76%19.90%-8.08%17.84%

Correlation

The correlation between CDZ.TO and XIEE.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2015

0.44

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Return for Risk

CDZ.TO vs. XIEE.DE — Risk / Return Rank

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

CDZ.TO
CDZ.TO Risk / Return Rank: 8484
Overall Rank
CDZ.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CDZ.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
CDZ.TO Omega Ratio Rank: 8888
Omega Ratio Rank
CDZ.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CDZ.TO Martin Ratio Rank: 8686
Martin Ratio Rank

XIEE.DE
XIEE.DE Risk / Return Rank: 3636
Overall Rank
XIEE.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4040
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.

CDZ.TO vs. XIEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) and Xtrackers MSCI Europe UCITS ETF (XIEE.DE). 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.


CDZ.TOXIEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.56

1.26

+0.31

Calmar ratioReturn relative to maximum drawdown

5.46

1.78

+3.68

Martin ratioReturn relative to average drawdown

18.49

6.77

+11.72

CDZ.TO vs. XIEE.DE - Sharpe Ratio Comparison

The current CDZ.TO Sharpe Ratio is 2.72, which is higher than the XIEE.DE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CDZ.TO and XIEE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CDZ.TOXIEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.72

1.42

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.78

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.66

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.59

-0.07

Drawdowns

CDZ.TO vs. XIEE.DE - Drawdown Comparison

The maximum CDZ.TO drawdown since its inception was -49.33%, which is greater than XIEE.DE's maximum drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for CDZ.TO and XIEE.DE.


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Drawdown Indicators


CDZ.TOXIEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-29.71%

-19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-11.14%

+7.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

-16.28%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-25.59%

+8.44%

Max Drawdown (10Y)

Largest decline over 10 years

-45.70%

-29.71%

-15.99%

Current Drawdown

Current decline from peak

-0.09%

-1.86%

+1.77%

Average Drawdown

Average peak-to-trough decline

-6.14%

-4.99%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

2.94%

-1.73%

Volatility

CDZ.TO vs. XIEE.DE - Volatility Comparison

The current volatility for iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) is 1.88%, while Xtrackers MSCI Europe UCITS ETF (XIEE.DE) has a volatility of 5.30%. This indicates that CDZ.TO experiences smaller price fluctuations and is considered to be less risky than XIEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDZ.TOXIEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

5.30%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.91%

11.52%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

8.26%

14.02%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.86%

15.04%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

15.40%

-0.77%

CDZ.TO vs. XIEE.DE - Expense Ratio Comparison

CDZ.TO has a 0.66% expense ratio, which is higher than XIEE.DE's 0.12% expense ratio.


Dividends

CDZ.TO vs. XIEE.DE - Dividend Comparison

CDZ.TO's dividend yield for the trailing twelve months is around 3.07%, more than XIEE.DE's 2.45% yield.


PositionTTM20252024202320222021202020192018201720162015
CDZ.TO
iShares S&P/TSX Canadian Dividend Aristocrats Index ETF
3.07%3.46%3.56%3.71%3.67%2.95%3.70%3.68%4.37%3.43%3.51%3.72%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.45%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%0.00%

Frequently Asked Questions


CDZ.TO and XIEE.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.66% for CDZ.TO.

CDZ.TO is categorized as Canada Equities, while XIEE.DE is Europe Equities. CDZ.TO tracks Morningstar Canada GR CAD, while XIEE.DE tracks MSCI Europe. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.66% for CDZ.TO and 0.12% for XIEE.DE.

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