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CIE.NEO vs. HEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIE.NEO vs. HEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares International Fundamental Common Class (CIE.NEO) and Horizons All-Equity Asset Allocation ETF (HEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIE.NEO achieves a 18.32% return, which is significantly higher than HEQT.TO's 14.13% return.


CIE.NEO

1D
0.42%
1M
6.88%
YTD
18.32%
6M
20.08%
1Y
40.12%
3Y*
24.89%
5Y*
15.60%
10Y*
11.97%

HEQT.TO

1D
0.50%
1M
6.41%
YTD
14.13%
6M
13.38%
1Y
32.17%
3Y*
25.88%
5Y*
16.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIE.NEO vs. HEQT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CIE.NEO
iShares International Fundamental Common Class
18.32%34.92%12.83%15.59%-2.83%14.42%1.33%4.17%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
14.13%19.82%25.95%31.63%-12.65%23.11%16.34%7.76%

Correlation

The correlation between CIE.NEO and HEQT.TO is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.70

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.61

The correlation between CIE.NEO and HEQT.TO shifts across timeframes, from 0.61 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CIE.NEO vs. HEQT.TO — Risk / Return Rank

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

CIE.NEO
CIE.NEO Risk / Return Rank: 8383
Overall Rank
CIE.NEO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CIE.NEO Sortino Ratio Rank: 8888
Sortino Ratio Rank
CIE.NEO Omega Ratio Rank: 8989
Omega Ratio Rank
CIE.NEO Calmar Ratio Rank: 7474
Calmar Ratio Rank
CIE.NEO Martin Ratio Rank: 7979
Martin Ratio Rank

HEQT.TO
HEQT.TO Risk / Return Rank: 8282
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8484
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8383
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.

CIE.NEO vs. HEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Fundamental Common Class (CIE.NEO) and Horizons All-Equity Asset Allocation ETF (HEQT.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.


CIE.NEOHEQT.TODifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.55

1.51

+0.04

Calmar ratioReturn relative to maximum drawdown

3.63

3.81

-0.18

Martin ratioReturn relative to average drawdown

15.02

16.80

-1.78

CIE.NEO vs. HEQT.TO - Sharpe Ratio Comparison

The current CIE.NEO Sharpe Ratio is 2.89, which is comparable to the HEQT.TO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of CIE.NEO and HEQT.TO, 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


CIE.NEOHEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

2.70

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.11

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.06

-0.62

Drawdowns

CIE.NEO vs. HEQT.TO - Drawdown Comparison

The maximum CIE.NEO drawdown since its inception was -40.08%, which is greater than HEQT.TO's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for CIE.NEO and HEQT.TO.


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Drawdown Indicators


CIE.NEOHEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.08%

-31.82%

-8.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-8.49%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-15.44%

-15.33%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

-24.25%

+3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-40.08%

Current Drawdown

Current decline from peak

0.00%

-0.08%

+0.08%

Average Drawdown

Average peak-to-trough decline

-7.13%

-4.28%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.92%

+0.76%

Volatility

CIE.NEO vs. HEQT.TO - Volatility Comparison

iShares International Fundamental Common Class (CIE.NEO) has a higher volatility of 4.82% compared to Horizons All-Equity Asset Allocation ETF (HEQT.TO) at 3.48%. This indicates that CIE.NEO's price experiences larger fluctuations and is considered to be riskier than HEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIE.NEOHEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

3.48%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

9.68%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

11.96%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

15.33%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

17.16%

+1.02%

CIE.NEO vs. HEQT.TO - Expense Ratio Comparison

CIE.NEO has a 0.73% expense ratio, which is higher than HEQT.TO's 0.20% expense ratio.


Dividends

CIE.NEO vs. HEQT.TO - Dividend Comparison

CIE.NEO's dividend yield for the trailing twelve months is around 2.11%, more than HEQT.TO's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CIE.NEO
iShares International Fundamental Common Class
2.11%2.53%2.82%3.08%3.32%2.89%2.15%3.63%3.12%2.67%2.80%2.44%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.61%1.70%3.22%7.85%7.31%0.48%1.40%0.22%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CIE.NEO and HEQT.TO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.73% for CIE.NEO.

They also come from different issuers: iShares and Horizons. Their fees differ too: 0.73% for CIE.NEO and 0.20% for HEQT.TO.

Portfolio Optimizer

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