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CEW.TO vs. FIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CEW.TO vs. FIE.DE

Last updated Jun 4, 2026

CEW.TO (iShares Equal Weight Banc & Lifeco ETF) is Financials Equities fund tracking the Morningstar Gbl Fin Svc GR CAD, while FIE.DE (Fielmann Aktiengesellschaft) is a stock. Over the past 10 years, CEW.TO returned 15.05%/yr vs -0.98%/yr for FIE.DE. At a 0.16 correlation, their price movements are largely independent.

Performance

CEW.TO vs. FIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Equal Weight Banc & Lifeco ETF (CEW.TO) and Fielmann Aktiengesellschaft (FIE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CEW.TO achieves a 15.99% return, which is significantly higher than FIE.DE's -3.79% return. Over the past 10 years, CEW.TO has outperformed FIE.DE with an annualized return of 15.05%, while FIE.DE has yielded a comparatively lower -0.98% annualized return.

CEW.TO

1D
-0.28%
1M
4.69%
YTD
15.99%
6M
18.59%
1Y
44.58%
3Y*
29.74%
5Y*
17.56%
10Y*
15.05%

FIE.DE

1D
-4.42%
1M
-0.07%
YTD
-3.79%
6M
-3.49%
1Y
-22.12%
3Y*
2.02%
5Y*
-5.17%
10Y*
-0.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEW.TO vs. FIE.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CEW.TO
iShares Equal Weight Banc & Lifeco ETF		15.99%32.58%29.48%17.04%-6.85%29.26%-0.63%25.38%-12.85%11.88%
FIE.DE
Fielmann Aktiengesellschaft		-3.79%15.58%-11.01%34.55%-34.71%-16.57%1.97%28.80%-21.62%28.39%

Correlation

The correlation between CEW.TO and FIE.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.17

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

0.20

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Equal Weight Banc & Lifeco ETF

Fielmann Aktiengesellschaft

Often compared with CEW.TO:
CEW.TO vs. XFN.TOCEW.TO vs. BMOCEW.TO vs. XDIV.TOCEW.TO vs. TEC.TOCEW.TO vs. VFV.TOCEW.TO vs. RY.TOCEW.TO vs. SPY
Often compared with FIE.DE:
FIE.DE vs. VUAA.LFIE.DE vs. MMMFIE.DE vs. JUN3.DEFIE.DE vs. KSB3.DEFIE.DE vs. KNEBV.HEFIE.DE vs. NEEFIE.DE vs. CCI

Return for Risk

CEW.TO vs. FIE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CEW.TO
CEW.TO Risk / Return Rank: 9494
Overall Rank
CEW.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEW.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CEW.TO Omega Ratio Rank: 9494
Omega Ratio Rank
CEW.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CEW.TO Martin Ratio Rank: 9292
Martin Ratio Rank
FIE.DE
FIE.DE Risk / Return Rank: 88
Overall Rank
FIE.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FIE.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
FIE.DE Omega Ratio Rank: 77
Omega Ratio Rank
FIE.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
FIE.DE Martin Ratio Rank: 1414
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.

CEW.TO vs. FIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Equal Weight Banc & Lifeco ETF (CEW.TO) and Fielmann Aktiengesellschaft (FIE.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.

CEW.TOFIE.DEDifference
Sharpe ratioReturn per unit of total volatility
3.86
-0.91

+4.77

Sortino ratioReturn per unit of downside risk
5.25
-1.26

+6.51

Omega ratioGain probability vs. loss probability

1.71

0.85

+0.86

Calmar ratioReturn relative to maximum drawdown

6.29

-0.72

+7.00

Martin ratioReturn relative to average drawdown

23.14

-1.11

+24.26

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

CEW.TO vs. FIE.DE - Sharpe Ratio Comparison

The current CEW.TO Sharpe Ratio is 3.86, which is higher than the FIE.DE Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of CEW.TO and FIE.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

CEW.TOFIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.86

-0.91

+4.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

-0.19

+1.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

-0.04

+0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.29

+0.30

Drawdowns

CEW.TO vs. FIE.DE - Drawdown Comparison

The maximum CEW.TO drawdown since its inception was -53.58%, smaller than the maximum FIE.DE drawdown of -64.48%. Use the drawdown chart below to compare losses from any high point for CEW.TO and FIE.DE.

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Drawdown Indicators

CEW.TOFIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-64.48%

+10.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-30.74%

+23.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.74%

-30.74%

+18.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.46%

-60.19%

+37.73%

Max Drawdown (10Y)

Largest decline over 10 years

-43.66%

-64.48%

+20.82%

Current Drawdown

Current decline from peak

-1.50%

-32.07%

+30.57%

Average Drawdown

Average peak-to-trough decline

-7.02%

-15.81%

+8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

19.81%

-17.88%

Volatility

CEW.TO vs. FIE.DE - Volatility Comparison

The current volatility for iShares Equal Weight Banc & Lifeco ETF (CEW.TO) is 3.65%, while Fielmann Aktiengesellschaft (FIE.DE) has a volatility of 7.72%. This indicates that CEW.TO experiences smaller price fluctuations and is considered to be less risky than FIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CEW.TOFIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

7.72%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

19.21%

-9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

24.31%

-12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.49%

27.16%

-13.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

25.46%

-8.46%

Dividends

CEW.TO vs. FIE.DE - Dividend Comparison

CEW.TO's dividend yield for the trailing twelve months is around 2.42%, less than FIE.DE's 2.75% yield.

PositionTTM20252024202320222021202020192018201720162015
CEW.TO
iShares Equal Weight Banc & Lifeco ETF		2.42%2.75%3.32%3.87%3.84%2.93%3.61%3.20%2.95%2.47%2.54%2.74%
FIE.DE
Fielmann Aktiengesellschaft		2.75%2.64%2.42%1.54%4.05%2.03%2.93%2.64%3.43%2.45%2.79%2.35%

Frequently Asked Questions

CEW.TO and FIE.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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