CJP.NEO vs. XST.TO
CJP.NEO (iShares Japan Fundamental Index ETF (CAD-Hedged)) and XST.TO (iShares S&P/TSX Capped Consumer Staples Index ETF) are both exchange-traded funds - CJP.NEO is a Japan Equities fund tracking the FTSE RAFI Japan Canadian Dollar Hedged Index, while XST.TO is a Consumer Staples Equities fund tracking the Morningstar Gbl GR CAD. Both are passively managed. Over the past 10 years, CJP.NEO returned 16.37%/yr vs 19.03%/yr for XST.TO. At a 0.20 correlation, their price movements are largely independent. CJP.NEO charges 0.71%/yr vs 0.61%/yr for XST.TO.
Performance
CJP.NEO vs. XST.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CJP.NEO achieves a 17.05% return, which is significantly higher than XST.TO's 4.80% return. Over the past 10 years, CJP.NEO has underperformed XST.TO with an annualized return of 16.37%, while XST.TO has yielded a comparatively higher 19.03% annualized return.
CJP.NEO
- 1D
- 2.51%
- 1M
- 0.99%
- YTD
- 17.05%
- 6M
- 17.74%
- 1Y
- 49.90%
- 3Y*
- 27.93%
- 5Y*
- 22.66%
- 10Y*
- 16.37%
XST.TO
- 1D
- -0.98%
- 1M
- 7.14%
- YTD
- 4.80%
- 6M
- 5.68%
- 1Y
- 10.57%
- 3Y*
- 47.03%
- 5Y*
- 30.79%
- 10Y*
- 19.03%
CJP.NEO vs. XST.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CJP.NEO iShares Japan Fundamental Index ETF (CAD-Hedged) | 17.05% | 30.67% | 26.74% | 35.03% | 3.67% | 18.19% | 0.18% | 13.12% | -17.35% | 21.33% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 4.80% | 16.38% | 140.92% | 7.25% | 9.63% | 21.31% | 4.28% | 12.92% | 2.53% | 7.95% |
Correlation
The correlation between CJP.NEO and XST.TO is 0.05, 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 (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2012 | 0.20 |
The correlation between CJP.NEO and XST.TO shifts across timeframes, from 0.05 (1 year) to 0.21 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CJP.NEO vs. XST.TO — Risk / Return Rank
CJP.NEO
XST.TO
CJP.NEO vs. XST.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.
| CJP.NEO | XST.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.13 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 1.01 | +3.58 |
| Martin ratioReturn relative to average drawdown | 17.20 | 2.37 | +14.84 |
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Drawdowns
CJP.NEO vs. XST.TO - Drawdown Comparison
The maximum CJP.NEO drawdown since its inception was -38.36%, which is greater than XST.TO's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for CJP.NEO and XST.TO.
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Drawdown Indicators
| CJP.NEO | XST.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.36% | -25.42% | -12.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -10.52% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -20.86% | -10.86% | -10.00% |
Max Drawdown (5Y)Largest decline over 5 years | -20.86% | -10.86% | -10.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.75% | -25.42% | -12.33% |
Current DrawdownCurrent decline from peak | -1.88% | -3.60% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -3.66% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.48% | -1.56% |
Volatility
CJP.NEO vs. XST.TO - Volatility Comparison
iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) have volatilities of 5.03% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CJP.NEO | XST.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.89% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 12.47% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 16.38% | +1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.37% | 47.19% | -28.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 35.42% | -15.83% |
CJP.NEO vs. XST.TO - Expense Ratio Comparison
CJP.NEO has a 0.71% expense ratio, which is higher than XST.TO's 0.61% expense ratio.
Dividends
CJP.NEO vs. XST.TO - Dividend Comparison
CJP.NEO's dividend yield for the trailing twelve months is around 1.26%, more than XST.TO's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CJP.NEO iShares Japan Fundamental Index ETF (CAD-Hedged) | 1.26% | 1.48% | 1.71% | 1.24% | 1.96% | 1.56% | 1.97% | 2.42% | 2.38% | 1.48% | 0.97% | 0.84% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.66% | 0.68% | 0.87% | 1.57% | 1.48% | 1.37% | 1.48% | 1.46% | 1.62% | 1.80% | 1.03% | 1.24% |
Frequently Asked Questions
CJP.NEO and XST.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XST.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XST.TO is cheaper with a 0.61% expense ratio, compared with 0.71% for CJP.NEO.
CJP.NEO is categorized as Japan Equities, while XST.TO is Consumer Staples Equities. CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index, while XST.TO tracks Morningstar Gbl GR CAD. Their fees differ too: 0.71% for CJP.NEO and 0.61% for XST.TO.
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